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Market dataready · fetched 2026-10-20T06:02:48.867Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:59:27.949327965Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:02:48.043961+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 366.49 | 24.5% | 7.6% | 320.65 | 30.5% | 7.6% |
| 25Δ | 362.39 | 24.9% | 6.7% | 325.86 | 29.7% | 6.4% |
| 30Δ | 358.69 | 25.2% | 5.9% | 330.46 | 28.9% | 5.3% |
| 35Δ | 355.22 | 25.6% | 5.2% | 334.45 | 28.6% | 4.6% |
| 40Δ | 351.87 | 26.0% | 4.6% | 338.24 | 28.1% | 3.8% |
| 45Δ | 348.54 | 26.3% | 4.1% | 341.81 | 27.6% | 3.2% |
| 50Δ | 345.23 | 26.7% | 3.6% | 345.28 | 27.4% | 2.7% |
| 55Δ | 341.84 | 27.2% | 3.2% | 348.69 | 27.0% | 2.2% |
| 60Δ | 338.32 | 27.6% | 2.7% | 352.01 | 26.5% | 1.8% |
| 65Δ | 334.53 | 28.3% | 2.4% | 355.36 | 25.9% | 1.4% |
| 70Δ | 330.48 | 28.9% | 2.0% | 359.22 | 26.1% | 1.0% |
| 75Δ | 326.09 | 29.3% | 1.6% | 363.37 | 26.1% | 0.7% |
| 80Δ | 320.50 | 30.7% | 1.4% | 369.35 | 27.5% | 0.5% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 26.61% | 4.81 pp | 6.31% |