Share price$100.16
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:21:59.909Z
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 · 2026-10-22T20:00:00.225192056Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 94.67 | 26.4% | 6.3% | |||
| 25Δ | 96.45 | 22.8% | 4.7% | |||
| 30Δ | 97.73 | 20.0% | 3.5% | |||
| 35Δ | 98.62 | 18.3% | 2.8% | |||
| 40Δ | 102.06 | 19.3% | 3.4% | 99.34 | 17.1% | 2.2% |
| 45Δ | 101.08 | 14.4% | 2.3% | 100.00 | 16.0% | 1.7% |
| 50Δ | 100.50 | 16.4% | 2.2% | 100.54 | 15.4% | 1.4% |
| 55Δ | 99.95 | 18.6% | 2.2% | 101.08 | 14.7% | 1.1% |
| 60Δ | 99.41 | 17.0% | 1.7% | 101.56 | 14.1% | 0.8% |
| 65Δ | 98.77 | 16.5% | 1.4% | 102.04 | 13.6% | 0.6% |
| 70Δ | 97.83 | 18.8% | 1.3% | 102.63 | 13.7% | 0.4% |
| 75Δ | 96.73 | 20.8% | 1.2% | |||
| 80Δ | 94.81 | 25.5% | 1.1% | |||
No recorded observations