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Market dataready · fetched 2026-10-20T06:02:43.827Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T20:00:08.69267978Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:02:43.350295+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 310.85 | 29.6% | 9.2% | 267.14 | 32.4% | 8.0% |
| 25Δ | 306.82 | 30.2% | 8.2% | 271.77 | 31.6% | 6.8% |
| 30Δ | 302.55 | 29.8% | 7.0% | 275.86 | 30.7% | 5.7% |
| 35Δ | 298.32 | 28.3% | 5.8% | 279.73 | 29.1% | 4.6% |
| 40Δ | 295.10 | 28.4% | 5.1% | 282.91 | 28.9% | 4.0% |
| 45Δ | 292.07 | 28.8% | 4.5% | 285.97 | 28.7% | 3.4% |
| 50Δ | 289.02 | 29.1% | 3.9% | 288.99 | 28.6% | 2.8% |
| 55Δ | 285.87 | 30.6% | 3.5% | 292.42 | 30.7% | 2.5% |
| 60Δ | 282.52 | 31.7% | 3.1% | 295.58 | 30.1% | 2.0% |
| 65Δ | 278.93 | 32.3% | 2.7% | 299.03 | 30.0% | 1.6% |
| 70Δ | 275.39 | 32.2% | 2.2% | 302.89 | 30.4% | 1.3% |
| 75Δ | 271.19 | 32.9% | 1.8% | 307.74 | 31.6% | 1.0% |
| 80Δ | 266.87 | 32.9% | 1.4% | 312.90 | 31.9% | 0.6% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 28.41% | 1.42 pp | 6.73% |