Share price$107.39
1D+4.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:45:12.563Z
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 · 2026-10-22T20:00:01.939416632Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 133.93 | 80.5% | 27.0% | 93.36 | 67.6% | 15.4% |
| 25Δ | 123.25 | 62.0% | 17.2% | 98.09 | 54.6% | 11.1% |
| 30Δ | 117.63 | 51.3% | 12.1% | 101.06 | 49.0% | 8.7% |
| 35Δ | 113.99 | 44.2% | 8.9% | 103.09 | 47.8% | 7.4% |
| 40Δ | 112.12 | 43.9% | 7.7% | 105.09 | 46.5% | 6.2% |
| 45Δ | 110.25 | 43.6% | 6.5% | 106.75 | 44.7% | 5.2% |
| 50Δ | 108.50 | 44.9% | 5.8% | 108.40 | 43.0% | 4.3% |
| 55Δ | 106.77 | 46.5% | 5.2% | 110.07 | 41.3% | 3.4% |
| 60Δ | 105.04 | 48.1% | 4.5% | 112.01 | 42.5% | 2.9% |
| 65Δ | 103.13 | 48.1% | 3.8% | 113.94 | 43.7% | 2.4% |
| 70Δ | 101.22 | 48.0% | 3.1% | 116.16 | 44.9% | 1.9% |
| 75Δ | 99.08 | 48.4% | 2.5% | 118.70 | 46.0% | 1.5% |
| 80Δ | 96.57 | 49.5% | 2.0% | 121.50 | 46.6% | 1.0% |
No recorded observations