Share price$306.21
1D-5.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:24:36.428Z
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 · 2026-10-22T20:44:24.75387803Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 352.56 | 53.2% | 16.7% | 271.46 | 57.4% | 13.3% |
| 25Δ | 342.60 | 51.6% | 13.9% | 280.94 | 52.7% | 10.7% |
| 30Δ | 334.82 | 51.0% | 11.9% | 286.97 | 53.6% | 9.4% |
| 35Δ | 328.17 | 51.1% | 10.3% | 292.97 | 54.2% | 8.3% |
| 40Δ | 321.81 | 50.6% | 8.9% | 298.95 | 54.4% | 7.2% |
| 45Δ | 316.01 | 51.0% | 7.7% | 304.93 | 54.8% | 6.2% |
| 50Δ | 310.45 | 51.7% | 6.7% | 310.94 | 55.3% | 5.3% |
| 55Δ | 304.78 | 52.2% | 5.8% | 317.10 | 55.2% | 4.5% |
| 60Δ | 299.09 | 52.7% | 4.9% | 323.57 | 55.3% | 3.8% |
| 65Δ | 293.23 | 52.7% | 4.1% | 330.33 | 55.6% | 3.1% |
| 70Δ | 287.28 | 52.5% | 3.4% | 337.72 | 55.6% | 2.4% |
| 75Δ | 281.21 | 52.0% | 2.7% | 345.31 | 55.0% | 1.8% |
| 80Δ | 273.92 | 52.6% | 2.1% | 355.52 | 56.1% | 1.3% |
No recorded observations