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Market dataready · fetched 2026-10-20T06:06:52.042Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:43:16.912450341Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:51.518190+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 113.37 | 31.9% | 10.0% | 95.96 | 36.6% | 9.0% |
| 25Δ | 111.63 | 32.0% | 8.6% | 98.24 | 33.2% | 7.1% |
| 30Δ | 110.08 | 32.0% | 7.5% | 99.52 | 34.3% | 6.3% |
| 35Δ | 108.57 | 31.4% | 6.4% | 101.04 | 33.0% | 5.3% |
| 40Δ | 107.39 | 32.6% | 5.8% | 102.33 | 33.0% | 4.5% |
| 45Δ | 106.12 | 32.9% | 5.1% | 103.59 | 32.2% | 3.8% |
| 50Δ | 104.85 | 33.1% | 4.4% | 104.82 | 31.9% | 3.2% |
| 55Δ | 103.60 | 33.1% | 3.8% | 106.10 | 32.5% | 2.7% |
| 60Δ | 102.31 | 33.2% | 3.2% | 107.49 | 33.6% | 2.3% |
| 65Δ | 100.99 | 33.6% | 2.8% | 108.70 | 32.2% | 1.8% |
| 70Δ | 99.39 | 35.4% | 2.4% | 109.92 | 31.2% | 1.3% |
| 75Δ | 97.99 | 34.7% | 1.9% | 111.45 | 31.2% | 0.9% |
| 80Δ | 96.10 | 35.9% | 1.5% | 113.33 | 31.8% | 0.6% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 32.02% | 1.29 pp | 7.58% |