Share price$136.58
1D+3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:50:36.556Z
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 · 2026-10-22T23:00:00.001360311Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 161.24 | 62.0% | 19.8% | 119.91 | 62.8% | 14.4% |
| 25Δ | 152.52 | 50.5% | 13.6% | 123.63 | 61.7% | 12.3% |
| 30Δ | 148.50 | 47.8% | 11.1% | 128.03 | 52.3% | 9.3% |
| 35Δ | 145.44 | 46.8% | 9.4% | 131.35 | 47.0% | 7.2% |
| 40Δ | 143.13 | 49.0% | 8.5% | 133.63 | 48.0% | 6.4% |
| 45Δ | 140.95 | 51.7% | 7.8% | 136.10 | 50.6% | 5.7% |
| 50Δ | 138.57 | 51.6% | 6.8% | 138.85 | 55.5% | 5.3% |
| 55Δ | 136.02 | 49.2% | 5.5% | 141.75 | 57.8% | 4.7% |
| 60Δ | 133.66 | 47.5% | 4.5% | 144.74 | 58.1% | 3.9% |
| 65Δ | 131.43 | 46.3% | 3.7% | 147.57 | 56.6% | 3.2% |
| 70Δ | 128.82 | 47.0% | 3.0% | 150.45 | 55.1% | 2.4% |
| 75Δ | 125.52 | 51.3% | 2.6% | 153.78 | 54.3% | 1.8% |
| 80Δ | 123.05 | 49.3% | 2.0% | 157.64 | 53.9% | 1.2% |
No recorded observations