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Market dataready · fetched 2026-10-20T06:04:02.561Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:59:46.056560241Z
FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-20T06:04:01.838321+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 276.20 | 41.8% | 13.3% | 224.46 | 42.8% | 10.5% |
| 25Δ | 270.43 | 41.5% | 11.4% | 229.46 | 42.1% | 8.9% |
| 30Δ | 265.70 | 41.8% | 9.9% | 233.84 | 41.7% | 7.6% |
| 35Δ | 262.24 | 44.4% | 9.2% | 238.42 | 38.7% | 6.2% |
| 40Δ | 257.35 | 42.8% | 7.7% | 241.80 | 40.4% | 5.5% |
| 45Δ | 253.37 | 43.3% | 6.7% | 245.46 | 41.3% | 4.8% |
| 50Δ | 249.35 | 43.3% | 5.8% | 249.10 | 40.2% | 4.0% |
| 55Δ | 245.47 | 44.6% | 5.1% | 252.81 | 40.2% | 3.4% |
| 60Δ | 241.36 | 44.8% | 4.3% | 257.06 | 41.8% | 2.9% |
| 65Δ | 237.51 | 43.5% | 3.5% | 260.74 | 40.5% | 2.3% |
| 70Δ | 233.11 | 44.4% | 3.0% | 264.97 | 40.3% | 1.8% |
| 75Δ | 228.47 | 45.0% | 2.4% | 270.28 | 41.3% | 1.3% |
| 80Δ | 222.83 | 46.4% | 1.9% | 276.31 | 41.9% | 0.9% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 41.10% | 0.59 pp | 9.72% |