Share price$114.94
1D+0.0%
Sold putSold call
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Market dataready · fetched 2026-10-30T16:21:07.784Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 2026-10-30T16:19:12.752086+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 119.92 | 23.5% | 6.3% | |||
| 40Δ | 118.74 | 23.0% | 5.7% | |||
| 45Δ | 117.57 | 22.4% | 5.1% | |||
| 50Δ | 116.40 | 21.9% | 4.6% | |||
| 55Δ | 115.22 | 21.3% | 4.0% | |||
| 60Δ | 114.05 | 20.8% | 3.4% | 119.82 | 31.8% | 2.6% |
| 65Δ | 112.88 | 20.2% | 2.8% | 122.09 | 33.6% | 2.2% |
| 70Δ | 111.70 | 19.6% | 2.3% | 124.79 | 35.6% | 1.7% |
| 75Δ | 110.53 | 19.1% | 1.7% | |||
| 80Δ | 109.46 | 18.3% | 1.3% | |||
No recorded observations