Share price$234.72
1D-0.9%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T22:58:46.485Z
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 · 2026-10-22T20:00:02.894466817Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 259.67 | 38.7% | 11.8% | 216.66 | 36.6% | 8.9% |
| 25Δ | 255.31 | 38.7% | 10.3% | 220.56 | 37.1% | 7.7% |
| 30Δ | 250.95 | 38.8% | 8.9% | 223.98 | 36.5% | 6.7% |
| 35Δ | 247.26 | 39.0% | 7.8% | 227.39 | 36.0% | 5.7% |
| 40Δ | 243.76 | 39.2% | 6.9% | 230.71 | 35.6% | 4.8% |
| 45Δ | 240.26 | 39.5% | 5.9% | 233.74 | 35.9% | 4.2% |
| 50Δ | 236.91 | 39.7% | 5.2% | 236.76 | 36.2% | 3.6% |
| 55Δ | 233.58 | 40.0% | 4.5% | 239.78 | 36.4% | 3.0% |
| 60Δ | 230.25 | 40.3% | 3.8% | 243.34 | 37.0% | 2.5% |
| 65Δ | 226.63 | 40.5% | 3.2% | 246.93 | 37.6% | 2.1% |
| 70Δ | 222.98 | 40.7% | 2.7% | 250.56 | 38.0% | 1.6% |
| 75Δ | 219.03 | 41.3% | 2.1% | 254.40 | 37.2% | 1.2% |
| 80Δ | 213.73 | 43.2% | 1.7% | 258.25 | 36.4% | 0.8% |
No recorded observations