Share price$102.88
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:10.401Z
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 · 2026-10-22T22:30:07.402357955Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 92.82 | 48.9% | 11.4% | |||
| 25Δ | 96.08 | 41.5% | 8.5% | |||
| 30Δ | 108.42 | 30.5% | 6.9% | 98.35 | 36.4% | 6.5% |
| 35Δ | 105.75 | 20.1% | 4.1% | 100.06 | 32.8% | 5.0% |
| 40Δ | 105.46 | 25.3% | 4.4% | 101.44 | 28.8% | 3.8% |
| 45Δ | 104.37 | 23.2% | 3.6% | 102.51 | 26.1% | 3.0% |
| 50Δ | 103.43 | 22.1% | 2.9% | 103.55 | 27.7% | 2.6% |
| 55Δ | 102.64 | 21.0% | 2.4% | 104.65 | 29.6% | 2.4% |
| 60Δ | 101.94 | 19.4% | 1.9% | 105.73 | 29.2% | 1.9% |
| 65Δ | 101.39 | 17.8% | 1.5% | 106.93 | 29.5% | 1.6% |
| 70Δ | 100.30 | 20.3% | 1.4% | 108.10 | 29.1% | 1.2% |
| 75Δ | 99.20 | 21.7% | 1.2% | |||
| 80Δ | 98.11 | 22.1% | 1.0% | |||
No recorded observations