Share price$99.29
1D+0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T02:57:57.401Z
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 · 2026-10-23T00:00:00.130410664Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:57:56.498697+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 105.41 | 22.9% | 6.9% | 93.78 | 26.8% | 6.4% |
| 25Δ | 103.46 | 19.0% | 5.0% | 95.60 | 22.9% | 4.7% |
| 30Δ | 102.18 | 16.3% | 3.8% | 96.74 | 20.9% | 3.7% |
| 35Δ | 101.34 | 14.6% | 3.0% | 97.59 | 20.2% | 3.1% |
| 40Δ | 100.70 | 13.7% | 2.5% | 98.35 | 19.9% | 2.6% |
| 45Δ | 100.16 | 13.2% | 2.1% | 99.06 | 19.9% | 2.2% |
| 50Δ | 99.65 | 13.6% | 1.9% | 99.77 | 20.2% | 1.9% |
| 55Δ | 99.17 | 14.2% | 1.7% | 100.41 | 19.4% | 1.5% |
| 60Δ | 98.63 | 14.7% | 1.5% | 101.03 | 18.0% | 1.1% |
| 65Δ | 98.06 | 15.1% | 1.3% | 101.79 | 18.6% | 0.9% |
| 70Δ | 97.25 | 16.8% | 1.2% | 102.60 | 19.0% | 0.7% |
| 75Δ | 96.63 | 16.5% | 1.0% | 103.64 | 20.0% | 0.5% |
| 80Δ | 96.10 | 15.5% | 0.8% | 104.87 | 21.0% | 0.3% |
No recorded observations