Share price$117.25
1D-1.7%
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 2026-10-22T23:52:05.970Z
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 · 2026-10-22T22:30:00.004253845Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 109.22 | 33.0% | 7.9% | |||
| 25Δ | 111.06 | 32.3% | 6.7% | |||
| 30Δ | 123.11 | 28.7% | 6.5% | 112.59 | 32.4% | 5.8% |
| 35Δ | 121.81 | 29.2% | 5.7% | 114.00 | 32.6% | 5.1% |
| 40Δ | 120.60 | 29.9% | 5.1% | 115.40 | 32.4% | 4.3% |
| 45Δ | 119.26 | 29.6% | 4.4% | 116.76 | 32.2% | 3.7% |
| 50Δ | 118.00 | 28.7% | 3.7% | 118.13 | 33.0% | 3.2% |
| 55Δ | 116.80 | 30.5% | 3.4% | 119.41 | 32.0% | 2.6% |
| 60Δ | 115.57 | 29.1% | 2.8% | 120.65 | 30.4% | 2.0% |
| 65Δ | 114.39 | 28.8% | 2.3% | 122.30 | 32.2% | 1.7% |
| 70Δ | 113.11 | 28.6% | 1.9% | |||
| 75Δ | 111.82 | 28.2% | 1.5% | |||
| 80Δ | 110.44 | 27.8% | 1.2% | |||
No recorded observations