Share price$119.86
1D+2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:23:31.474Z
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 · 2026-10-22T20:28:25.75236766Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 127.85 | 23.9% | 7.4% | 112.16 | 30.3% | 7.5% |
| 25Δ | 126.42 | 24.2% | 6.5% | 113.61 | 31.4% | 6.7% |
| 30Δ | 124.99 | 24.6% | 5.6% | 115.07 | 32.5% | 5.8% |
| 35Δ | 123.88 | 24.6% | 5.0% | 116.48 | 31.1% | 5.0% |
| 40Δ | 122.77 | 24.6% | 4.4% | 117.89 | 29.7% | 4.1% |
| 45Δ | 121.66 | 24.6% | 3.8% | 119.31 | 28.3% | 3.3% |
| 50Δ | 120.55 | 24.6% | 3.3% | 120.61 | 27.5% | 2.7% |
| 55Δ | 119.49 | 24.3% | 2.8% | 121.82 | 27.4% | 2.3% |
| 60Δ | 118.47 | 23.9% | 2.4% | 123.02 | 27.2% | 1.9% |
| 65Δ | 117.46 | 23.4% | 2.1% | 124.22 | 27.0% | 1.4% |
| 70Δ | 116.44 | 22.9% | 1.7% | 125.66 | 27.3% | 1.1% |
| 75Δ | 115.42 | 22.4% | 1.3% | 127.54 | 28.2% | 0.8% |
| 80Δ | 113.95 | 22.6% | 1.0% | 129.41 | 29.2% | 0.6% |
No recorded observations