Share price$307.08
1D+1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:08.717Z
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 · 2026-10-22T23:00:00.00135437Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 342.27 | 41.3% | 12.7% | 279.86 | 43.6% | 10.3% |
| 25Δ | 335.89 | 41.6% | 11.0% | 285.59 | 43.3% | 9.0% |
| 30Δ | 330.01 | 41.9% | 9.6% | 291.11 | 43.1% | 7.7% |
| 35Δ | 324.97 | 42.4% | 8.5% | 296.05 | 43.0% | 6.7% |
| 40Δ | 319.93 | 42.8% | 7.4% | 300.92 | 42.8% | 5.7% |
| 45Δ | 315.07 | 42.4% | 6.4% | 305.58 | 42.6% | 4.9% |
| 50Δ | 310.20 | 41.9% | 5.4% | 310.26 | 42.3% | 4.1% |
| 55Δ | 305.52 | 42.7% | 4.7% | 315.18 | 42.9% | 3.5% |
| 60Δ | 300.84 | 43.5% | 4.1% | 320.11 | 43.3% | 2.9% |
| 65Δ | 296.05 | 43.2% | 3.4% | 325.16 | 42.8% | 2.4% |
| 70Δ | 291.23 | 42.8% | 2.8% | 330.28 | 42.3% | 1.8% |
| 75Δ | 285.49 | 43.5% | 2.2% | 337.25 | 43.4% | 1.4% |
| 80Δ | 279.32 | 44.5% | 1.8% | 344.71 | 43.9% | 1.0% |
No recorded observations