Share price$105.32
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:56:51.243Z
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 · 2026-10-22T22:30:00.001207058Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 112.48 | 24.0% | 7.5% | 99.00 | 27.9% | 6.9% |
| 25Δ | 110.81 | 23.1% | 6.2% | 100.62 | 26.3% | 5.6% |
| 30Δ | 109.53 | 22.8% | 5.2% | 101.72 | 25.6% | 4.9% |
| 35Δ | 108.63 | 23.1% | 4.7% | 102.81 | 24.9% | 4.1% |
| 40Δ | 107.72 | 23.4% | 4.2% | 103.91 | 24.1% | 3.4% |
| 45Δ | 106.81 | 23.7% | 3.7% | 105.01 | 23.4% | 2.6% |
| 50Δ | 105.90 | 24.0% | 3.2% | 106.09 | 24.4% | 2.3% |
| 55Δ | 104.99 | 24.3% | 2.7% | 107.17 | 25.5% | 2.0% |
| 60Δ | 103.80 | 25.4% | 2.4% | 108.26 | 26.5% | 1.7% |
| 65Δ | 102.62 | 26.6% | 2.1% | 109.34 | 27.5% | 1.4% |
| 70Δ | 101.44 | 27.8% | 1.9% | 110.85 | 29.2% | 1.2% |
| 75Δ | 100.26 | 28.9% | 1.6% | 113.04 | 32.0% | 0.9% |
| 80Δ | 98.86 | 28.3% | 1.2% | 115.61 | 35.3% | 0.7% |
No recorded observations