Share price$448.80
1D-3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:58:32.745Z
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 · 2026-10-22T23:00:00.002310595Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 492.91 | 35.9% | 10.9% | 412.96 | 38.7% | 9.3% |
| 25Δ | 484.71 | 35.9% | 9.4% | 420.85 | 38.5% | 7.9% |
| 30Δ | 477.57 | 36.3% | 8.3% | 428.04 | 37.8% | 6.8% |
| 35Δ | 471.18 | 36.9% | 7.3% | 434.53 | 37.6% | 5.8% |
| 40Δ | 464.89 | 37.1% | 6.4% | 440.73 | 37.5% | 5.0% |
| 45Δ | 458.70 | 37.3% | 5.6% | 446.70 | 37.0% | 4.3% |
| 50Δ | 452.77 | 38.3% | 4.9% | 452.55 | 36.5% | 3.6% |
| 55Δ | 446.68 | 38.9% | 4.3% | 458.26 | 35.8% | 2.9% |
| 60Δ | 440.44 | 39.3% | 3.7% | 464.23 | 35.6% | 2.4% |
| 65Δ | 433.69 | 40.0% | 3.1% | 470.36 | 35.6% | 1.9% |
| 70Δ | 426.86 | 40.3% | 2.6% | 477.19 | 35.8% | 1.5% |
| 75Δ | 419.95 | 39.9% | 2.1% | 484.34 | 35.6% | 1.1% |
| 80Δ | 411.28 | 40.8% | 1.6% | 492.19 | 35.4% | 0.7% |
No recorded observations