Share price$659.00
1D-0.2%
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Market dataready · fetched 2026-10-20T06:03:44.082Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:46:11.861952987Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:03:43.239202+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 801.85 | 70.1% | 23.8% | 567.68 | 70.9% | 16.4% |
| 25Δ | 773.53 | 69.4% | 20.1% | 588.19 | 70.1% | 14.1% |
| 30Δ | 749.04 | 68.6% | 17.1% | 607.32 | 68.7% | 12.1% |
| 35Δ | 730.68 | 70.3% | 15.2% | 624.62 | 68.3% | 10.5% |
| 40Δ | 711.11 | 70.2% | 13.1% | 641.30 | 68.1% | 9.1% |
| 45Δ | 693.02 | 70.6% | 11.4% | 657.77 | 68.4% | 7.9% |
| 50Δ | 675.81 | 71.8% | 9.9% | 674.54 | 68.7% | 6.7% |
| 55Δ | 658.14 | 70.9% | 8.3% | 691.76 | 68.7% | 5.7% |
| 60Δ | 640.97 | 71.2% | 7.0% | 709.20 | 68.2% | 4.7% |
| 65Δ | 623.04 | 73.2% | 6.0% | 730.60 | 70.2% | 4.0% |
| 70Δ | 605.64 | 71.7% | 4.8% | 747.90 | 67.9% | 3.0% |
| 75Δ | 584.51 | 74.7% | 3.9% | 770.34 | 67.8% | 2.3% |
| 80Δ | 564.19 | 74.2% | 3.0% | 794.79 | 67.2% | 1.6% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 69.08% | 0.80 pp | 16.45% |