Share price$163.52
1D-1.1%
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 2026-10-23T04:29:02.142Z
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 · 2026-10-22T21:15:47.0069156Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 180.46 | 38.4% | 11.5% | 151.65 | 35.5% | 8.4% |
| 25Δ | 177.02 | 37.5% | 9.7% | 155.05 | 32.2% | 6.6% |
| 30Δ | 173.75 | 36.2% | 8.1% | 156.67 | 34.7% | 6.1% |
| 35Δ | 171.50 | 36.9% | 7.2% | 159.03 | 32.8% | 5.0% |
| 40Δ | 169.33 | 37.7% | 6.4% | 160.97 | 32.4% | 4.3% |
| 45Δ | 166.98 | 36.7% | 5.4% | 162.83 | 31.4% | 3.5% |
| 50Δ | 164.82 | 35.8% | 4.5% | 164.66 | 32.0% | 3.1% |
| 55Δ | 162.77 | 36.6% | 4.0% | 166.52 | 32.5% | 2.6% |
| 60Δ | 160.58 | 38.0% | 3.5% | 168.22 | 30.9% | 2.0% |
| 65Δ | 158.22 | 39.2% | 3.0% | 170.15 | 31.0% | 1.6% |
| 70Δ | 155.55 | 40.9% | 2.6% | 172.25 | 31.2% | 1.3% |
| 75Δ | 152.61 | 42.3% | 2.1% | 174.13 | 30.1% | 0.9% |
| 80Δ | 150.47 | 39.6% | 1.6% | 176.25 | 29.1% | 0.6% |
No recorded observations