Share price$111.29
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:54:58.154Z
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 · 2026-10-22T22:30:00.004164807Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 104.42 | 29.9% | 7.1% | |||
| 25Δ | 116.39 | 20.8% | 5.4% | 106.75 | 25.1% | 5.2% |
| 30Δ | 114.85 | 18.0% | 4.1% | 108.35 | 21.7% | 3.8% |
| 35Δ | 113.72 | 15.5% | 3.2% | 109.54 | 19.0% | 2.9% |
| 40Δ | 112.77 | 12.8% | 2.4% | 110.44 | 17.0% | 2.2% |
| 45Δ | 112.29 | 13.6% | 2.2% | 111.16 | 15.7% | 1.7% |
| 50Δ | 111.76 | 13.9% | 2.0% | 111.74 | 15.0% | 1.3% |
| 55Δ | 111.19 | 13.8% | 1.7% | 112.31 | 14.5% | 1.1% |
| 60Δ | 110.60 | 14.0% | 1.5% | 112.87 | 14.3% | 0.8% |
| 65Δ | 109.99 | 14.4% | 1.3% | 113.50 | 14.4% | 0.6% |
| 70Δ | 109.28 | 15.0% | 1.1% | 114.17 | 14.6% | 0.4% |
| 75Δ | 108.44 | 15.7% | 1.0% | 114.90 | 14.7% | 0.3% |
| 80Δ | 107.53 | 16.2% | 0.8% | 116.13 | 16.1% | 0.2% |
No recorded observations