Share price$208.42
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:26:15.613Z
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 · 2026-10-22T23:00:00.003862281Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 235.26 | 46.4% | 14.2% | 188.74 | 47.4% | 11.0% |
| 25Δ | 229.76 | 46.1% | 12.0% | 193.13 | 46.6% | 9.4% |
| 30Δ | 225.58 | 45.9% | 10.5% | 197.03 | 46.3% | 8.1% |
| 35Δ | 221.41 | 45.8% | 9.0% | 200.58 | 46.3% | 7.0% |
| 40Δ | 217.69 | 45.4% | 7.8% | 203.96 | 45.9% | 6.1% |
| 45Δ | 214.19 | 45.0% | 6.7% | 207.33 | 45.5% | 5.2% |
| 50Δ | 210.69 | 44.6% | 5.7% | 210.71 | 45.1% | 4.3% |
| 55Δ | 207.38 | 44.5% | 4.9% | 214.07 | 44.9% | 3.7% |
| 60Δ | 204.12 | 44.5% | 4.1% | 217.44 | 44.6% | 3.0% |
| 65Δ | 200.86 | 44.4% | 3.4% | 221.00 | 44.5% | 2.4% |
| 70Δ | 197.10 | 45.7% | 2.9% | 225.17 | 44.9% | 1.9% |
| 75Δ | 193.11 | 46.7% | 2.4% | 229.33 | 45.2% | 1.4% |
| 80Δ | 188.83 | 47.1% | 1.8% | 234.83 | 45.7% | 1.0% |
No recorded observations