Share price$114.94
1D+0.0%
Sold putSold call
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Market dataready · fetched 2026-10-30T15:32:49.596Z
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 · 2026-10-30T13:55:40.223570418Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-30T15:32:49.524926+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 113.48 | 28.4% | 3.3% | |||
| 45Δ | 114.48 | 28.4% | 2.8% | |||
| 50Δ | 115.33 | 21.0% | 2.3% | 115.47 | 28.5% | 2.4% |
| 55Δ | 114.62 | 21.2% | 2.0% | |||
| 60Δ | 113.89 | 20.8% | 1.7% | |||
| 65Δ | 113.18 | 20.4% | 1.4% | |||
| 70Δ | 112.63 | 19.0% | 1.1% | |||
| 75Δ | 112.13 | 17.3% | 0.9% | |||
| 80Δ | 111.62 | 16.0% | 0.7% | |||
No recorded observations