Share price$130.41
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:45:10.774Z
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 · 2026-10-23T15:44:28.75878975Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 145.38 | 37.5% | 12.5% | |||
| 25Δ | 138.91 | 30.1% | 7.8% | |||
| 30Δ | 137.38 | 30.9% | 7.0% | |||
| 35Δ | 135.86 | 31.7% | 6.2% | |||
| 40Δ | 134.34 | 32.0% | 5.4% | |||
| 45Δ | 132.85 | 31.6% | 4.7% | |||
| 50Δ | 131.36 | 31.2% | 4.0% | 131.22 | 29.1% | 2.8% |
| 55Δ | 129.88 | 30.9% | 3.4% | 132.55 | 28.7% | 2.4% |
| 60Δ | 128.45 | 30.7% | 2.9% | 133.87 | 28.4% | 1.9% |
| 65Δ | 127.02 | 30.4% | 2.4% | 135.74 | 28.8% | 1.5% |
| 70Δ | 125.59 | 30.2% | 2.0% | 140.78 | 32.7% | 1.2% |
| 75Δ | 123.62 | 31.5% | 1.6% | 145.83 | 36.6% | 0.9% |
| 80Δ | 121.25 | 33.7% | 1.4% | 150.87 | 40.6% | 0.7% |
No recorded observations