Share price$258.92
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:57:30.539Z
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 · 2026-10-22T21:47:01.399876191Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 343.90 | 101.1% | 35.6% | 214.88 | 94.8% | 20.4% |
| 25Δ | 329.80 | 103.3% | 31.2% | 224.61 | 94.9% | 17.8% |
| 30Δ | 315.28 | 102.5% | 26.5% | 234.05 | 94.6% | 15.5% |
| 35Δ | 300.87 | 99.3% | 21.9% | 242.63 | 97.2% | 13.9% |
| 40Δ | 289.69 | 98.7% | 18.7% | 251.58 | 97.6% | 12.1% |
| 45Δ | 279.38 | 97.9% | 15.9% | 260.51 | 97.3% | 10.5% |
| 50Δ | 268.93 | 93.8% | 12.9% | 268.53 | 91.9% | 8.6% |
| 55Δ | 260.60 | 98.0% | 11.5% | 279.78 | 99.2% | 7.8% |
| 60Δ | 251.61 | 97.2% | 9.6% | 290.27 | 100.0% | 6.5% |
| 65Δ | 242.80 | 95.6% | 7.7% | 301.82 | 100.8% | 5.4% |
| 70Δ | 233.86 | 95.2% | 6.2% | 315.24 | 102.5% | 4.4% |
| 75Δ | 224.70 | 94.8% | 4.9% | 328.88 | 102.2% | 3.4% |
| 80Δ | 215.44 | 93.2% | 3.6% | 347.10 | 104.0% | 2.5% |
No recorded observations