Share price$1,141.74
1D+2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:38:00.100Z
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 · 2026-10-22T23:00:00.003594653Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1251.39 | 35.2% | 10.7% | 1047.90 | 40.0% | 9.6% |
| 25Δ | 1230.92 | 35.3% | 9.2% | 1069.29 | 39.2% | 8.1% |
| 30Δ | 1213.13 | 35.5% | 8.1% | 1087.91 | 38.6% | 6.9% |
| 35Δ | 1197.11 | 36.0% | 7.1% | 1105.31 | 38.0% | 5.9% |
| 40Δ | 1180.94 | 35.8% | 6.1% | 1121.15 | 37.7% | 5.0% |
| 45Δ | 1166.27 | 36.4% | 5.4% | 1136.52 | 37.1% | 4.2% |
| 50Δ | 1151.47 | 36.8% | 4.7% | 1151.37 | 36.5% | 3.5% |
| 55Δ | 1136.52 | 37.1% | 4.1% | 1165.92 | 35.9% | 2.9% |
| 60Δ | 1121.18 | 37.7% | 3.5% | 1180.75 | 35.6% | 2.4% |
| 65Δ | 1105.10 | 38.2% | 3.0% | 1197.32 | 36.1% | 1.9% |
| 70Δ | 1087.71 | 38.8% | 2.5% | 1213.53 | 35.7% | 1.5% |
| 75Δ | 1069.44 | 39.1% | 2.0% | 1231.63 | 35.6% | 1.1% |
| 80Δ | 1048.92 | 39.5% | 1.6% | 1252.98 | 35.7% | 0.7% |
No recorded observations