Share price$150.45
1D-8.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:30:45.030Z
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 · 2026-10-22T20:50:28.772342285Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 189.12 | 83.4% | 28.1% | 126.35 | 87.8% | 19.1% |
| 25Δ | 181.80 | 83.3% | 24.0% | 131.60 | 88.3% | 16.8% |
| 30Δ | 175.74 | 84.0% | 20.8% | 136.59 | 88.6% | 14.7% |
| 35Δ | 170.14 | 84.4% | 18.0% | 141.48 | 87.3% | 12.7% |
| 40Δ | 165.22 | 85.8% | 15.9% | 146.16 | 86.7% | 10.9% |
| 45Δ | 160.08 | 85.1% | 13.5% | 150.74 | 85.3% | 9.3% |
| 50Δ | 154.68 | 79.1% | 10.6% | 154.65 | 78.9% | 7.5% |
| 55Δ | 150.71 | 84.4% | 9.7% | 159.89 | 84.0% | 6.7% |
| 60Δ | 146.15 | 88.6% | 8.6% | 165.57 | 87.6% | 5.8% |
| 65Δ | 141.43 | 88.0% | 7.0% | 169.42 | 81.9% | 4.5% |
| 70Δ | 136.76 | 87.0% | 5.6% | 177.15 | 87.8% | 3.8% |
| 75Δ | 131.72 | 87.4% | 4.5% | 180.90 | 81.4% | 2.7% |
| 80Δ | 126.18 | 88.6% | 3.4% | 187.66 | 80.8% | 1.9% |
No recorded observations