Share price$131.26
1D+0.8%
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 2026-10-22T23:51:29.232Z
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 · 2026-10-22T23:00:00.004010015Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 156.17 | 64.7% | 20.8% | 116.79 | 55.6% | 12.9% |
| 25Δ | 142.88 | 37.8% | 10.3% | 122.12 | 42.8% | 8.8% |
| 30Δ | 138.49 | 30.6% | 7.1% | 125.52 | 35.2% | 6.4% |
| 35Δ | 136.55 | 29.0% | 5.9% | 127.31 | 33.8% | 5.4% |
| 40Δ | 134.73 | 27.8% | 4.8% | 129.09 | 32.3% | 4.4% |
| 45Δ | 133.40 | 28.1% | 4.3% | 130.67 | 31.2% | 3.6% |
| 50Δ | 132.08 | 28.3% | 3.7% | 132.05 | 30.3% | 3.0% |
| 55Δ | 130.76 | 28.6% | 3.2% | 133.42 | 29.4% | 2.5% |
| 60Δ | 129.21 | 29.9% | 2.8% | 134.79 | 28.5% | 1.9% |
| 65Δ | 127.36 | 32.5% | 2.5% | 136.16 | 27.8% | 1.5% |
| 70Δ | 125.51 | 35.2% | 2.3% | 137.53 | 27.1% | 1.1% |
| 75Δ | 123.19 | 37.1% | 1.9% | 138.90 | 26.4% | 0.8% |
| 80Δ | 120.69 | 38.9% | 1.6% | 140.31 | 25.5% | 0.5% |
No recorded observations