Share price$105.30
1D+1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:59:59.961Z
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 · 2026-10-22T19:59:57.565069913Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 112.47 | 24.0% | 7.6% | 98.99 | 27.8% | 6.9% |
| 25Δ | 110.80 | 23.2% | 6.2% | 100.61 | 26.3% | 5.6% |
| 30Δ | 109.53 | 22.9% | 5.2% | 101.70 | 25.5% | 4.9% |
| 35Δ | 108.61 | 23.2% | 4.7% | 102.80 | 24.8% | 4.1% |
| 40Δ | 107.70 | 23.5% | 4.2% | 103.89 | 24.1% | 3.4% |
| 45Δ | 106.79 | 23.8% | 3.7% | 104.98 | 23.3% | 2.6% |
| 50Δ | 105.88 | 24.1% | 3.2% | 106.06 | 24.3% | 2.3% |
| 55Δ | 104.96 | 24.4% | 2.7% | 107.14 | 25.3% | 2.0% |
| 60Δ | 103.77 | 25.6% | 2.5% | 108.22 | 26.3% | 1.7% |
| 65Δ | 102.59 | 26.8% | 2.2% | 109.30 | 27.4% | 1.4% |
| 70Δ | 101.40 | 27.9% | 1.9% | 110.77 | 29.0% | 1.2% |
| 75Δ | 100.22 | 29.1% | 1.6% | 112.95 | 31.7% | 0.9% |
| 80Δ | 98.79 | 28.4% | 1.2% | 115.37 | 34.8% | 0.7% |
No recorded observations