Share price$372.83
1D-6.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:05:34.255Z
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 · 2026-10-22T21:17:30.422696448Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 471.29 | 85.3% | 28.8% | 311.11 | 91.6% | 19.8% |
| 25Δ | 453.62 | 86.0% | 24.9% | 325.41 | 90.0% | 17.1% |
| 30Δ | 436.75 | 85.3% | 21.2% | 337.58 | 92.3% | 15.2% |
| 35Δ | 422.96 | 86.0% | 18.5% | 350.00 | 92.1% | 13.2% |
| 40Δ | 410.71 | 88.0% | 16.3% | 362.17 | 91.6% | 11.5% |
| 45Δ | 399.05 | 90.6% | 14.5% | 374.25 | 91.0% | 9.9% |
| 50Δ | 385.04 | 85.1% | 11.6% | 386.74 | 91.7% | 8.5% |
| 55Δ | 373.63 | 87.6% | 10.1% | 399.23 | 91.1% | 7.2% |
| 60Δ | 362.26 | 87.5% | 8.5% | 412.16 | 90.5% | 6.0% |
| 65Δ | 350.60 | 87.4% | 7.0% | 425.44 | 89.3% | 4.8% |
| 70Δ | 339.10 | 86.1% | 5.6% | 441.67 | 90.5% | 3.9% |
| 75Δ | 326.76 | 86.6% | 4.4% | 461.66 | 92.8% | 3.1% |
| 80Δ | 313.64 | 86.6% | 3.3% | 481.20 | 92.0% | 2.2% |
No recorded observations