Share price$125.23
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:02:21.598Z
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 · 2026-10-22T23:00:00.003101398Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 141.70 | 45.6% | 14.5% | 111.50 | 54.9% | 12.8% |
| 25Δ | 136.00 | 38.2% | 10.1% | 114.79 | 53.3% | 10.8% |
| 30Δ | 133.53 | 37.1% | 8.5% | 117.78 | 49.0% | 8.8% |
| 35Δ | 131.65 | 37.5% | 7.5% | 120.53 | 46.2% | 7.1% |
| 40Δ | 129.79 | 37.9% | 6.5% | 122.60 | 48.4% | 6.4% |
| 45Δ | 128.09 | 39.5% | 5.9% | 124.68 | 50.6% | 5.8% |
| 50Δ | 126.38 | 41.0% | 5.3% | 127.07 | 52.1% | 5.1% |
| 55Δ | 124.63 | 42.3% | 4.7% | 129.51 | 53.3% | 4.4% |
| 60Δ | 122.74 | 42.1% | 4.0% | 132.46 | 55.6% | 3.8% |
| 65Δ | 120.84 | 42.0% | 3.3% | 135.89 | 59.0% | 3.2% |
| 70Δ | 118.87 | 41.7% | 2.7% | 143.10 | 73.3% | 3.2% |
| 75Δ | 116.83 | 41.3% | 2.2% | 149.72 | 79.2% | 2.6% |
| 80Δ | 114.64 | 41.2% | 1.7% | 165.94 | 100.0% | 2.3% |
No recorded observations