Share price$161.00
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:31:25.118Z
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 · 2026-10-22T23:24:05.891919999Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 180.63 | 43.9% | 13.5% | 142.91 | 56.7% | 13.2% |
| 25Δ | 176.73 | 43.2% | 11.5% | 147.19 | 54.6% | 11.1% |
| 30Δ | 173.54 | 43.3% | 10.0% | 151.05 | 52.8% | 9.3% |
| 35Δ | 170.63 | 43.5% | 8.7% | 154.04 | 54.5% | 8.3% |
| 40Δ | 167.99 | 44.1% | 7.7% | 157.14 | 53.8% | 7.1% |
| 45Δ | 165.41 | 44.9% | 6.7% | 160.27 | 52.1% | 5.9% |
| 50Δ | 162.83 | 44.2% | 5.8% | 163.32 | 52.6% | 5.1% |
| 55Δ | 160.24 | 43.3% | 4.8% | 166.34 | 52.4% | 4.3% |
| 60Δ | 157.70 | 43.5% | 4.1% | 169.33 | 51.5% | 3.5% |
| 65Δ | 155.16 | 43.9% | 3.4% | 172.99 | 52.6% | 2.9% |
| 70Δ | 152.50 | 43.7% | 2.8% | 176.67 | 53.0% | 2.3% |
| 75Δ | 149.79 | 43.5% | 2.2% | 180.23 | 52.0% | 1.7% |
| 80Δ | 146.49 | 44.1% | 1.8% | 185.56 | 53.6% | 1.2% |
No recorded observations