Share price$99.32
1D+1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:39:34.757Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T18:39:31.691920308Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 110.95 | 39.7% | 12.8% | 92.37 | 32.7% | 8.2% |
| 25Δ | 104.90 | 25.4% | 6.7% | 93.75 | 33.7% | 7.2% |
| 30Δ | 103.89 | 25.2% | 6.0% | 95.11 | 34.5% | 6.2% |
| 35Δ | 102.88 | 25.1% | 5.3% | 96.35 | 34.2% | 5.4% |
| 40Δ | 101.87 | 24.9% | 4.6% | 97.59 | 33.8% | 4.7% |
| 45Δ | 100.86 | 24.8% | 3.9% | 98.83 | 33.5% | 3.9% |
| 50Δ | 99.85 | 24.7% | 3.2% | 100.07 | 33.2% | 3.2% |
| 55Δ | 98.85 | 25.3% | 2.9% | 101.34 | 33.3% | 2.8% |
| 60Δ | 97.85 | 25.9% | 2.5% | 102.60 | 33.4% | 2.3% |
| 65Δ | 96.86 | 26.4% | 2.2% | 103.87 | 33.5% | 1.8% |
| 70Δ | 95.86 | 27.0% | 1.8% | 105.21 | 33.6% | 1.4% |
| 75Δ | 94.83 | 27.3% | 1.5% | 107.14 | 34.5% | 1.1% |
| 80Δ | 93.59 | 26.2% | 1.2% | 109.08 | 35.4% | 0.7% |
No recorded observations