Share price$102.38
1D+3.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:42:34.472Z
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 · 2026-10-22T16:41:08.659265295Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 130.05 | 86.5% | 29.5% | 91.19 | 54.5% | 12.8% |
| 25Δ | 118.00 | 63.5% | 17.7% | 94.12 | 50.9% | 10.4% |
| 30Δ | 111.79 | 49.2% | 11.6% | 96.67 | 44.2% | 8.0% |
| 35Δ | 108.35 | 40.0% | 8.3% | 99.07 | 36.1% | 5.7% |
| 40Δ | 105.81 | 32.4% | 5.8% | 100.64 | 32.0% | 4.4% |
| 45Δ | 104.37 | 28.9% | 4.6% | 101.69 | 30.4% | 3.7% |
| 50Δ | 103.44 | 27.2% | 3.9% | 102.74 | 28.8% | 3.0% |
| 55Δ | 102.51 | 25.5% | 3.3% | 103.79 | 27.3% | 2.4% |
| 60Δ | 101.59 | 23.7% | 2.6% | 104.84 | 25.7% | 1.7% |
| 65Δ | 100.66 | 22.0% | 2.0% | 106.18 | 26.3% | 1.4% |
| 70Δ | 99.58 | 21.3% | 1.5% | 107.57 | 27.3% | 1.1% |
| 75Δ | 98.14 | 23.0% | 1.3% | 108.96 | 28.3% | 0.8% |
| 80Δ | 96.69 | 24.7% | 1.1% | 111.32 | 31.1% | 0.6% |
No recorded observations