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Market dataready · fetched 2026-10-20T06:06:28.049Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:47:25.012658312Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:27.544724+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 304.87 | 28.2% | 8.8% | 263.61 | 31.4% | 7.8% |
| 25Δ | 302.92 | 31.6% | 8.5% | 267.23 | 32.4% | 6.9% |
| 30Δ | 298.53 | 31.1% | 7.3% | 271.30 | 31.7% | 5.9% |
| 35Δ | 295.13 | 31.8% | 6.5% | 274.94 | 31.1% | 5.0% |
| 40Δ | 291.21 | 30.7% | 5.5% | 278.38 | 30.3% | 4.1% |
| 45Δ | 287.92 | 30.8% | 4.8% | 281.48 | 31.0% | 3.6% |
| 50Δ | 284.73 | 31.3% | 4.2% | 284.61 | 30.0% | 3.0% |
| 55Δ | 281.43 | 32.0% | 3.7% | 287.69 | 29.6% | 2.4% |
| 60Δ | 278.08 | 32.4% | 3.2% | 290.62 | 28.7% | 1.9% |
| 65Δ | 274.53 | 32.8% | 2.7% | 293.92 | 28.8% | 1.5% |
| 70Δ | 270.70 | 33.4% | 2.3% | 297.22 | 28.5% | 1.2% |
| 75Δ | 266.06 | 35.0% | 1.9% | 300.54 | 27.9% | 0.8% |
| 80Δ | 261.24 | 35.6% | 1.5% | 303.39 | 26.4% | 0.5% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 30.15% | 0.89 pp | 7.13% |