Share price$103.04
1D+3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:43:28.531Z
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 · 2026-10-22T20:37:29.618439236Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 130.70 | 86.5% | 29.3% | 91.55 | 56.0% | 13.0% |
| 25Δ | 118.60 | 63.5% | 17.5% | 94.61 | 52.4% | 10.6% |
| 30Δ | 112.48 | 49.3% | 11.6% | 97.31 | 44.2% | 8.0% |
| 35Δ | 108.94 | 39.9% | 8.1% | 99.96 | 35.3% | 5.5% |
| 40Δ | 106.69 | 33.0% | 6.0% | 101.11 | 33.0% | 4.6% |
| 45Δ | 104.78 | 27.5% | 4.2% | 102.23 | 30.8% | 3.8% |
| 50Δ | 103.91 | 26.3% | 3.7% | 103.36 | 28.6% | 3.0% |
| 55Δ | 103.04 | 25.0% | 3.2% | 104.48 | 26.4% | 2.2% |
| 60Δ | 102.17 | 23.8% | 2.6% | 105.69 | 25.8% | 1.7% |
| 65Δ | 101.30 | 22.5% | 2.1% | 106.97 | 26.6% | 1.4% |
| 70Δ | 100.43 | 21.3% | 1.6% | 108.26 | 27.5% | 1.1% |
| 75Δ | 99.07 | 22.2% | 1.2% | 109.54 | 28.3% | 0.8% |
| 80Δ | 97.23 | 25.1% | 1.1% | 112.41 | 32.6% | 0.6% |
No recorded observations