Share price$288.09
1D-2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:05:54.519Z
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 · 2026-10-22T20:11:09.209450263Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 318.73 | 38.6% | 11.8% | 265.41 | 37.7% | 9.1% |
| 25Δ | 312.01 | 37.1% | 9.8% | 270.53 | 37.6% | 7.8% |
| 30Δ | 306.65 | 36.0% | 8.3% | 274.82 | 37.2% | 6.7% |
| 35Δ | 301.87 | 35.1% | 7.0% | 279.11 | 36.8% | 5.7% |
| 40Δ | 297.78 | 35.1% | 6.1% | 282.97 | 36.4% | 4.9% |
| 45Δ | 294.14 | 35.6% | 5.4% | 286.72 | 36.0% | 4.2% |
| 50Δ | 290.50 | 36.1% | 4.7% | 290.44 | 35.6% | 3.5% |
| 55Δ | 286.67 | 36.8% | 4.1% | 293.97 | 34.9% | 2.9% |
| 60Δ | 282.81 | 37.5% | 3.5% | 297.50 | 34.2% | 2.3% |
| 65Δ | 278.81 | 38.1% | 3.0% | 301.26 | 33.8% | 1.8% |
| 70Δ | 274.38 | 38.6% | 2.5% | 305.61 | 34.1% | 1.4% |
| 75Δ | 269.95 | 39.0% | 2.0% | 309.96 | 34.4% | 1.0% |
| 80Δ | 264.55 | 39.3% | 1.6% | 315.58 | 34.6% | 0.7% |
No recorded observations