Share price$103.13
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:51:18.527Z
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 · 2026-10-22T20:00:00.168673867Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 118.52 | 52.6% | 16.5% | 88.50 | 75.3% | 16.8% |
| 25Δ | 115.93 | 53.8% | 14.5% | 92.10 | 72.0% | 14.1% |
| 30Δ | 113.57 | 55.0% | 12.9% | 95.24 | 68.6% | 11.7% |
| 35Δ | 111.35 | 56.1% | 11.4% | 97.97 | 66.2% | 9.9% |
| 40Δ | 109.18 | 57.2% | 10.1% | 100.44 | 64.5% | 8.4% |
| 45Δ | 107.08 | 58.7% | 8.9% | 102.77 | 62.6% | 7.0% |
| 50Δ | 104.94 | 60.0% | 7.8% | 105.01 | 61.3% | 5.9% |
| 55Δ | 102.75 | 61.4% | 6.9% | 107.16 | 59.6% | 4.8% |
| 60Δ | 100.45 | 63.6% | 6.0% | 108.75 | 54.1% | 3.7% |
| 65Δ | 97.98 | 65.8% | 5.2% | 111.45 | 56.7% | 3.1% |
| 70Δ | 95.26 | 68.3% | 4.4% | 113.76 | 55.9% | 2.4% |
| 75Δ | 92.20 | 71.1% | 3.6% | 116.16 | 54.7% | 1.8% |
| 80Δ | 88.65 | 74.3% | 2.9% | 119.06 | 54.3% | 1.2% |
No recorded observations