Share price$277.03
1D-0.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:26:09.440Z
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 · 2026-10-22T14:25:50.89928057Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 305.08 | 36.6% | 11.2% | 252.89 | 42.3% | 10.1% |
| 25Δ | 300.05 | 37.4% | 9.8% | 258.56 | 41.2% | 8.5% |
| 30Δ | 295.71 | 37.7% | 8.7% | 263.28 | 40.4% | 7.3% |
| 35Δ | 291.39 | 38.1% | 7.6% | 267.68 | 39.7% | 6.2% |
| 40Δ | 287.40 | 38.8% | 6.7% | 271.82 | 39.1% | 5.3% |
| 45Δ | 283.57 | 39.8% | 6.0% | 275.65 | 38.6% | 4.5% |
| 50Δ | 279.72 | 40.8% | 5.3% | 279.48 | 38.1% | 3.7% |
| 55Δ | 275.60 | 41.5% | 4.6% | 283.11 | 37.3% | 3.1% |
| 60Δ | 271.49 | 42.2% | 4.0% | 286.72 | 36.5% | 2.5% |
| 65Δ | 267.08 | 42.8% | 3.4% | 290.37 | 35.7% | 1.9% |
| 70Δ | 262.49 | 43.2% | 2.8% | 294.52 | 35.4% | 1.5% |
| 75Δ | 257.39 | 43.9% | 2.3% | 298.67 | 35.1% | 1.1% |
| 80Δ | 251.68 | 44.8% | 1.8% | 303.89 | 35.1% | 0.7% |
No recorded observations