Share price$167.42
1D+1.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:38:38.655Z
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 · 2026-10-23T17:33:53.226233909Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 180.03 | 28.5% | 8.4% | 152.86 | 43.4% | 10.1% |
| 25Δ | 178.00 | 29.1% | 7.5% | 156.65 | 40.6% | 8.2% |
| 30Δ | 175.99 | 29.7% | 6.6% | 159.20 | 41.2% | 7.2% |
| 35Δ | 174.10 | 30.5% | 5.9% | 161.96 | 39.5% | 6.0% |
| 40Δ | 172.22 | 30.8% | 5.2% | 164.43 | 37.9% | 5.0% |
| 45Δ | 170.35 | 30.8% | 4.5% | 166.65 | 37.2% | 4.2% |
| 50Δ | 168.57 | 31.7% | 4.0% | 168.85 | 37.7% | 3.6% |
| 55Δ | 166.72 | 32.1% | 3.5% | 171.06 | 37.6% | 3.0% |
| 60Δ | 164.81 | 32.4% | 3.0% | 173.24 | 36.9% | 2.4% |
| 65Δ | 162.80 | 32.9% | 2.6% | 175.62 | 36.9% | 2.0% |
| 70Δ | 160.66 | 33.4% | 2.1% | 178.18 | 36.9% | 1.5% |
| 75Δ | 158.30 | 34.0% | 1.8% | 181.05 | 37.2% | 1.1% |
| 80Δ | 155.41 | 35.3% | 1.4% | 184.63 | 38.2% | 0.8% |
No recorded observations