Share price$549.41
1D-5.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:53:00.635Z
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 · 2026-10-22T23:51:05.130770543Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 639.80 | 57.4% | 18.1% | 484.27 | 60.6% | 13.9% |
| 25Δ | 626.76 | 60.1% | 16.4% | 498.72 | 60.0% | 12.0% |
| 30Δ | 611.57 | 60.5% | 14.3% | 511.76 | 59.6% | 10.4% |
| 35Δ | 597.76 | 61.1% | 12.5% | 524.24 | 58.4% | 8.8% |
| 40Δ | 584.24 | 60.9% | 10.8% | 535.84 | 58.5% | 7.7% |
| 45Δ | 571.85 | 61.6% | 9.4% | 547.10 | 57.6% | 6.5% |
| 50Δ | 559.16 | 60.4% | 7.9% | 558.43 | 57.5% | 5.5% |
| 55Δ | 547.40 | 61.7% | 6.9% | 569.45 | 56.5% | 4.6% |
| 60Δ | 535.27 | 62.5% | 5.9% | 581.18 | 56.5% | 3.8% |
| 65Δ | 522.74 | 63.2% | 4.9% | 592.98 | 55.9% | 3.1% |
| 70Δ | 509.97 | 63.2% | 4.0% | 605.08 | 55.0% | 2.4% |
| 75Δ | 495.02 | 65.3% | 3.3% | 616.86 | 53.3% | 1.7% |
| 80Δ | 478.85 | 66.7% | 2.6% | 632.63 | 53.3% | 1.2% |
No recorded observations