Share price$548.00
1D-5.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:06:35.724Z
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 · 2026-10-22T21:46:34.30051919Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 639.48 | 58.1% | 18.4% | 483.58 | 59.9% | 13.8% |
| 25Δ | 626.27 | 60.8% | 16.6% | 497.91 | 59.4% | 11.9% |
| 30Δ | 610.95 | 61.3% | 14.5% | 510.83 | 58.9% | 10.2% |
| 35Δ | 597.06 | 61.9% | 12.7% | 523.15 | 57.7% | 8.7% |
| 40Δ | 583.40 | 61.9% | 11.0% | 534.60 | 57.5% | 7.5% |
| 45Δ | 570.93 | 62.8% | 9.6% | 545.64 | 56.8% | 6.4% |
| 50Δ | 558.06 | 61.7% | 8.1% | 556.70 | 56.3% | 5.4% |
| 55Δ | 546.11 | 63.1% | 7.1% | 567.51 | 55.5% | 4.5% |
| 60Δ | 533.73 | 64.1% | 6.0% | 578.78 | 55.2% | 3.7% |
| 65Δ | 520.91 | 64.9% | 5.1% | 590.25 | 54.6% | 3.0% |
| 70Δ | 507.59 | 65.3% | 4.2% | 601.58 | 53.3% | 2.3% |
| 75Δ | 491.82 | 68.1% | 3.4% | 613.33 | 51.9% | 1.7% |
| 80Δ | 474.70 | 69.9% | 2.7% | 626.49 | 50.7% | 1.1% |
No recorded observations