Share price$130.94
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:58:12.762Z
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 · 2026-10-22T23:00:00.00335423Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 147.45 | 44.9% | 13.9% | 117.66 | 50.0% | 11.8% |
| 25Δ | 143.88 | 43.6% | 11.6% | 121.29 | 45.7% | 9.4% |
| 30Δ | 141.16 | 43.3% | 10.0% | 123.96 | 43.8% | 7.8% |
| 35Δ | 138.80 | 43.7% | 8.7% | 126.24 | 42.7% | 6.6% |
| 40Δ | 136.69 | 44.6% | 7.8% | 128.29 | 42.1% | 5.7% |
| 45Δ | 134.58 | 45.4% | 6.8% | 130.34 | 41.8% | 4.8% |
| 50Δ | 132.45 | 45.4% | 5.9% | 132.37 | 42.5% | 4.2% |
| 55Δ | 130.32 | 45.5% | 5.0% | 134.40 | 43.1% | 3.5% |
| 60Δ | 128.17 | 45.5% | 4.3% | 136.47 | 43.0% | 2.9% |
| 65Δ | 126.01 | 45.6% | 3.6% | 138.57 | 42.4% | 2.3% |
| 70Δ | 123.64 | 46.1% | 3.0% | 140.75 | 41.8% | 1.8% |
| 75Δ | 121.08 | 47.0% | 2.4% | 143.12 | 41.2% | 1.3% |
| 80Δ | 117.68 | 49.9% | 2.0% | 145.67 | 40.6% | 0.9% |
No recorded observations