Share price$143.04
1D-1.3%
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Market dataready · fetched 2026-10-21T17:02:25.289Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:02:23.689232352Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:02:24.868841+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 149.61 | 69.5% | 5.2% | 137.17 | 69.6% | 4.7% |
| 25Δ | 148.29 | 69.1% | 4.4% | 138.41 | 68.8% | 4.0% |
| 30Δ | 147.11 | 68.4% | 3.8% | 139.52 | 67.7% | 3.4% |
| 35Δ | 146.08 | 68.6% | 3.3% | 140.53 | 66.9% | 3.0% |
| 40Δ | 145.11 | 68.6% | 2.9% | 141.46 | 66.4% | 2.5% |
| 45Δ | 144.18 | 69.3% | 2.5% | 142.36 | 66.0% | 2.2% |
| 50Δ | 143.26 | 69.4% | 2.1% | 143.24 | 65.8% | 1.9% |
| 55Δ | 142.34 | 68.9% | 1.8% | 144.12 | 65.8% | 1.6% |
| 60Δ | 141.41 | 68.9% | 1.5% | 145.04 | 66.5% | 1.3% |
| 65Δ | 140.39 | 70.7% | 1.3% | 145.94 | 65.5% | 1.1% |
| 70Δ | 139.30 | 72.2% | 1.1% | 146.97 | 66.2% | 0.9% |
| 75Δ | 137.98 | 75.6% | 0.9% | 148.15 | 67.3% | 0.7% |
| 80Δ | 136.96 | 72.2% | 0.6% | 149.63 | 69.7% | 0.5% |
| Date | IV |
|---|---|
| 66.16% | |
| 68.47% |