Share price$584.79
1D+3.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:17:56.231Z
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 · 2026-10-22T20:34:58.415506661Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 644.07 | 37.0% | 11.2% | 537.13 | 39.7% | 9.5% |
| 25Δ | 632.14 | 36.4% | 9.6% | 549.00 | 37.8% | 7.8% |
| 30Δ | 621.66 | 35.7% | 8.1% | 557.89 | 37.7% | 6.7% |
| 35Δ | 612.99 | 35.7% | 7.1% | 566.23 | 37.6% | 5.8% |
| 40Δ | 605.04 | 36.0% | 6.2% | 574.29 | 37.3% | 5.0% |
| 45Δ | 597.30 | 36.0% | 5.4% | 582.12 | 36.9% | 4.2% |
| 50Δ | 589.55 | 35.5% | 4.6% | 589.74 | 36.6% | 3.6% |
| 55Δ | 582.11 | 36.3% | 4.0% | 597.58 | 36.9% | 3.0% |
| 60Δ | 574.36 | 37.0% | 3.5% | 605.77 | 37.1% | 2.5% |
| 65Δ | 566.40 | 37.3% | 2.9% | 613.80 | 36.7% | 2.0% |
| 70Δ | 558.11 | 37.4% | 2.4% | 622.01 | 36.0% | 1.5% |
| 75Δ | 548.79 | 38.0% | 2.0% | 632.85 | 36.9% | 1.1% |
| 80Δ | 537.61 | 39.3% | 1.6% | 646.81 | 38.6% | 0.8% |
No recorded observations