Options 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.
Values and derived Greeks for the plotted delta buckets
Delta
Calls
Puts
Pseudo strike
IV
B/E move
Pseudo strike
IV
B/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ
20Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
25Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
30Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
35Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
40Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
45Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
50Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
55Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
60Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
65Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
70Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
75Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
80Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
Options history
IV · four-Friday blend29.19%
Daily close
59 observations2026-08-10 — 2026-10-30
Table
Date
IV (%)
26.33%
24.06%
24.60%
25.83%
22.39%
25.98%
25.92%
26.22%
26.37%
24.52%
26.00%
26.49%
27.60%
25.06%
23.09%
26.13%
25.39%
24.61%
24.95%
22.66%
26.61%
26.06%
26.20%
24.55%
26.63%
27.84%
28.03%
27.17%
25.13%
26.20%
26.96%
27.55%
26.95%
25.31%
27.09%
26.98%
27.63%
25.37%
25.38%
27.63%
27.75%
28.88%
28.62%
27.93%
29.76%
30.83%
32.36%
31.78%
32.54%
32.84%
33.22%
33.71%
38.52%
36.76%
39.28%
41.59%
44.67%
50.48%
29.19%
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AMGN
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