Share price$156.59
1D-0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:34:44.963Z
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 · 2026-10-22T16:34:39.584128972Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 165.16 | 19.6% | 6.1% | 150.96 | 17.2% | 4.1% |
| 25Δ | 161.50 | 14.1% | 3.7% | 152.25 | 17.0% | 3.5% |
| 30Δ | 160.43 | 13.7% | 3.2% | 153.63 | 15.6% | 2.7% |
| 35Δ | 159.56 | 13.8% | 2.8% | 154.69 | 14.9% | 2.2% |
| 40Δ | 158.81 | 14.4% | 2.6% | 155.69 | 13.1% | 1.6% |
| 45Δ | 158.09 | 15.6% | 2.4% | 156.48 | 11.6% | 1.2% |
| 50Δ | 157.23 | 13.7% | 1.9% | 157.15 | 10.7% | 0.9% |
| 55Δ | 156.33 | 15.3% | 1.8% | 157.73 | 10.5% | 0.7% |
| 60Δ | 155.50 | 15.7% | 1.6% | 158.45 | 11.2% | 0.6% |
| 65Δ | 154.38 | 16.9% | 1.5% | 159.44 | 12.9% | 0.5% |
| 70Δ | 153.23 | 17.6% | 1.3% | 160.52 | 14.1% | 0.4% |
| 75Δ | 151.44 | 20.0% | 1.2% | 161.32 | 13.7% | 0.3% |
| 80Δ | 149.70 | 21.0% | 1.0% | 161.95 | 12.6% | 0.1% |
No recorded observations