Share price$139.68
1D+1.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:29:42.506Z
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 · 2026-10-22T18:27:26.663408183Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 122.73 | 58.3% | 14.0% | |||
| 25Δ | 130.01 | 43.3% | 8.9% | |||
| 30Δ | 132.30 | 43.4% | 8.1% | |||
| 35Δ | 148.28 | 43.7% | 9.0% | 134.59 | 43.5% | 7.3% |
| 40Δ | 146.01 | 43.6% | 8.1% | 136.88 | 43.6% | 6.5% |
| 45Δ | 143.75 | 43.5% | 7.1% | 139.17 | 43.7% | 5.7% |
| 50Δ | 141.48 | 43.4% | 6.2% | 141.46 | 43.8% | 4.9% |
| 55Δ | 139.21 | 43.3% | 5.2% | 143.75 | 43.9% | 4.2% |
| 60Δ | 136.95 | 43.2% | 4.3% | 146.04 | 44.0% | 3.4% |
| 65Δ | 134.68 | 43.1% | 3.4% | 148.32 | 44.1% | 2.6% |
| 70Δ | 132.37 | 43.1% | 2.8% | 150.85 | 44.4% | 1.9% |
| 75Δ | 130.06 | 43.0% | 2.2% | 154.02 | 45.2% | 1.4% |
| 80Δ | 126.70 | 45.4% | 1.8% | 157.18 | 44.7% | 1.0% |
No recorded observations