Share price$152.13
1D-7.0%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T18:21:23.874Z
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 · 2026-10-22T18:21:11.000947991Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 192.21 | 85.1% | 28.7% | 128.59 | 83.8% | 18.4% |
| 25Δ | 184.16 | 84.1% | 24.2% | 133.64 | 84.8% | 16.2% |
| 30Δ | 178.10 | 85.0% | 21.1% | 138.92 | 81.2% | 13.6% |
| 35Δ | 172.12 | 84.6% | 18.1% | 143.54 | 79.4% | 11.6% |
| 40Δ | 167.19 | 86.4% | 16.0% | 147.83 | 79.3% | 10.1% |
| 45Δ | 161.84 | 84.8% | 13.5% | 152.04 | 77.3% | 8.5% |
| 50Δ | 156.56 | 80.4% | 10.8% | 156.24 | 77.1% | 7.3% |
| 55Δ | 152.44 | 85.7% | 9.9% | 160.43 | 76.1% | 6.1% |
| 60Δ | 147.80 | 84.0% | 8.1% | 165.51 | 79.0% | 5.3% |
| 65Δ | 143.20 | 84.9% | 6.8% | 169.22 | 74.8% | 4.1% |
| 70Δ | 138.54 | 84.5% | 5.5% | 173.98 | 74.0% | 3.2% |
| 75Δ | 133.11 | 88.1% | 4.5% | 178.65 | 72.0% | 2.4% |
| 80Δ | 127.45 | 89.2% | 3.4% | 184.99 | 72.4% | 1.7% |
No recorded observations