Share price$333.67
1D-2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:42:55.034Z
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 · 2026-10-22T23:00:00.001645919Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 379.95 | 49.3% | 15.3% | 300.74 | 49.0% | 11.5% |
| 25Δ | 370.97 | 49.0% | 13.1% | 308.34 | 47.7% | 9.7% |
| 30Δ | 364.00 | 49.9% | 11.6% | 314.68 | 47.7% | 8.5% |
| 35Δ | 357.23 | 50.4% | 10.2% | 320.63 | 47.9% | 7.3% |
| 40Δ | 350.41 | 50.1% | 8.7% | 326.39 | 47.6% | 6.3% |
| 45Δ | 344.28 | 50.6% | 7.7% | 332.11 | 47.5% | 5.4% |
| 50Δ | 338.21 | 50.9% | 6.6% | 337.78 | 47.7% | 4.6% |
| 55Δ | 332.15 | 50.6% | 5.6% | 343.61 | 47.8% | 3.9% |
| 60Δ | 326.15 | 50.3% | 4.7% | 349.56 | 47.9% | 3.2% |
| 65Δ | 320.17 | 50.0% | 3.9% | 355.38 | 47.0% | 2.6% |
| 70Δ | 313.88 | 50.0% | 3.2% | 361.62 | 46.3% | 2.0% |
| 75Δ | 307.12 | 50.3% | 2.6% | 369.51 | 47.3% | 1.5% |
| 80Δ | 299.56 | 51.1% | 2.0% | 376.95 | 46.3% | 1.0% |
No recorded observations