Share price$381.95
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:23:52.628Z
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 · 2026-10-22T20:10:00.001973629Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 429.21 | 44.5% | 13.7% | 346.27 | 46.0% | 10.9% |
| 25Δ | 418.72 | 42.8% | 11.3% | 354.13 | 45.4% | 9.3% |
| 30Δ | 411.78 | 43.5% | 10.0% | 361.51 | 44.6% | 7.9% |
| 35Δ | 405.04 | 43.9% | 8.8% | 367.88 | 44.5% | 6.9% |
| 40Δ | 398.45 | 43.9% | 7.6% | 374.06 | 44.7% | 6.0% |
| 45Δ | 392.08 | 43.4% | 6.5% | 380.14 | 45.0% | 5.1% |
| 50Δ | 386.03 | 43.3% | 5.6% | 386.30 | 45.1% | 4.4% |
| 55Δ | 380.13 | 43.5% | 4.8% | 392.53 | 45.2% | 3.7% |
| 60Δ | 374.16 | 43.7% | 4.1% | 398.87 | 45.0% | 3.0% |
| 65Δ | 368.09 | 43.8% | 3.4% | 405.73 | 45.0% | 2.5% |
| 70Δ | 361.80 | 43.8% | 2.8% | 413.11 | 45.2% | 1.9% |
| 75Δ | 354.78 | 44.3% | 2.3% | 421.40 | 45.6% | 1.5% |
| 80Δ | 346.97 | 45.0% | 1.8% | 431.63 | 46.5% | 1.0% |
No recorded observations