Share price$160.01
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:23:23.735Z
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 · 2026-10-22T20:10:00.001943559Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 179.89 | 44.7% | 13.7% | 142.44 | 55.1% | 12.9% |
| 25Δ | 176.31 | 44.9% | 12.0% | 146.55 | 53.4% | 10.8% |
| 30Δ | 173.09 | 45.3% | 10.5% | 150.47 | 50.6% | 8.9% |
| 35Δ | 170.08 | 45.7% | 9.1% | 153.35 | 52.0% | 8.0% |
| 40Δ | 167.39 | 46.6% | 8.1% | 156.26 | 52.0% | 6.9% |
| 45Δ | 164.70 | 47.4% | 7.1% | 159.22 | 50.1% | 5.7% |
| 50Δ | 161.96 | 46.7% | 6.1% | 162.12 | 49.7% | 4.8% |
| 55Δ | 159.23 | 46.4% | 5.1% | 164.99 | 49.8% | 4.1% |
| 60Δ | 156.52 | 47.2% | 4.4% | 167.75 | 48.7% | 3.3% |
| 65Δ | 153.73 | 47.8% | 3.7% | 170.67 | 47.9% | 2.6% |
| 70Δ | 150.83 | 48.2% | 3.1% | 174.26 | 49.0% | 2.1% |
| 75Δ | 147.41 | 49.5% | 2.5% | 177.45 | 47.8% | 1.6% |
| 80Δ | 143.36 | 51.8% | 2.0% | 180.79 | 46.4% | 1.0% |
No recorded observations