Share price$101.72
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:44.866Z
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 · 2026-10-22T23:00:00.001584085Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 109.76 | 29.1% | 8.8% | 90.91 | 49.5% | 12.2% |
| 25Δ | 108.36 | 28.6% | 7.7% | 94.79 | 42.2% | 8.7% |
| 30Δ | 106.96 | 28.1% | 6.6% | 96.74 | 37.6% | 7.0% |
| 35Δ | 105.57 | 27.7% | 5.6% | 98.57 | 33.2% | 5.4% |
| 40Δ | 104.39 | 27.5% | 4.8% | 100.25 | 29.8% | 4.0% |
| 45Δ | 103.38 | 27.7% | 4.3% | 101.37 | 30.1% | 3.5% |
| 50Δ | 102.36 | 27.8% | 3.8% | 102.49 | 30.3% | 3.0% |
| 55Δ | 101.34 | 27.9% | 3.2% | 103.61 | 30.6% | 2.5% |
| 60Δ | 100.32 | 28.1% | 2.7% | 104.72 | 30.8% | 2.1% |
| 65Δ | 99.27 | 27.7% | 2.3% | 106.28 | 32.0% | 1.7% |
| 70Δ | 98.20 | 27.1% | 1.9% | 107.97 | 33.5% | 1.4% |
| 75Δ | 97.13 | 26.5% | 1.6% | 109.66 | 35.0% | 1.1% |
| 80Δ | 96.06 | 25.9% | 1.2% | 111.89 | 35.8% | 0.7% |
No recorded observations