Share price$149.14
1D-1.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T22:43:28.227Z
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 · 2026-10-22T22:30:00.000961867Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:43:27.800820+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 159.92 | 26.9% | 8.0% | |||
| 25Δ | 158.08 | 27.4% | 7.1% | 140.26 | 36.7% | 7.6% |
| 30Δ | 156.52 | 28.4% | 6.4% | 142.71 | 35.2% | 6.3% |
| 35Δ | 154.87 | 28.8% | 5.7% | 144.68 | 35.4% | 5.5% |
| 40Δ | 153.38 | 29.9% | 5.1% | 146.68 | 34.0% | 4.5% |
| 45Δ | 151.78 | 30.4% | 4.5% | 148.50 | 33.3% | 3.8% |
| 50Δ | 150.17 | 30.9% | 4.0% | 150.22 | 32.0% | 3.1% |
| 55Δ | 148.51 | 32.3% | 3.6% | 151.82 | 30.9% | 2.5% |
| 60Δ | 146.77 | 32.7% | 3.1% | 153.49 | 30.6% | 2.0% |
| 65Δ | 144.92 | 33.4% | 2.6% | 155.18 | 30.3% | 1.6% |
| 70Δ | 142.89 | 34.2% | 2.2% | 156.87 | 29.7% | 1.2% |
| 75Δ | 140.46 | 35.8% | 1.9% | 158.81 | 29.6% | 0.9% |
| 80Δ | 161.04 | 29.6% | 0.6% | |||
No recorded observations