Share price$113.36
1D-0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T21:06:09.835Z
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 · 2026-10-22T20:00:00.365406038Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:06:09.402421+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 121.13 | 24.8% | 7.6% | 105.63 | 31.3% | 7.8% |
| 25Δ | 119.17 | 22.3% | 6.0% | 107.68 | 28.4% | 6.2% |
| 30Δ | 117.99 | 21.3% | 5.2% | 109.74 | 25.4% | 4.6% |
| 35Δ | 116.81 | 20.3% | 4.3% | 110.87 | 24.5% | 3.9% |
| 40Δ | 115.62 | 19.3% | 3.5% | 111.86 | 24.0% | 3.4% |
| 45Δ | 114.58 | 19.2% | 2.9% | 112.85 | 23.5% | 2.9% |
| 50Δ | 113.67 | 20.0% | 2.7% | 113.84 | 23.0% | 2.3% |
| 55Δ | 112.77 | 20.9% | 2.4% | 114.83 | 22.4% | 1.8% |
| 60Δ | 111.87 | 21.7% | 2.1% | 115.83 | 22.1% | 1.5% |
| 65Δ | 110.97 | 22.5% | 1.9% | 116.82 | 21.9% | 1.2% |
| 70Δ | 110.07 | 23.3% | 1.6% | 117.81 | 21.6% | 0.9% |
| 75Δ | 108.66 | 23.9% | 1.4% | 118.81 | 21.3% | 0.6% |
| 80Δ | 107.21 | 24.5% | 1.1% | 119.80 | 21.1% | 0.3% |
No recorded observations