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1D+0.7%
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Market dataready · fetched 2026-10-20T06:05:10.082Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T20:11:33.009770131Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-20T06:05:09.475523+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 272.13 | 46.0% | 14.9% | 219.76 | 39.8% | 9.8% |
| 25Δ | 266.26 | 46.5% | 12.9% | 222.06 | 45.7% | 9.6% |
| 30Δ | 260.60 | 46.1% | 11.0% | 227.31 | 42.5% | 7.8% |
| 35Δ | 255.92 | 46.4% | 9.6% | 231.13 | 43.1% | 6.8% |
| 40Δ | 250.90 | 44.7% | 8.0% | 235.13 | 41.5% | 5.7% |
| 45Δ | 246.95 | 45.8% | 7.1% | 238.92 | 39.8% | 4.7% |
| 50Δ | 242.88 | 46.1% | 6.2% | 242.15 | 38.1% | 3.8% |
| 55Δ | 238.85 | 45.7% | 5.3% | 246.18 | 41.6% | 3.5% |
| 60Δ | 235.00 | 43.2% | 4.2% | 250.95 | 45.3% | 3.2% |
| 65Δ | 230.40 | 47.6% | 3.9% | 253.94 | 41.2% | 2.3% |
| 70Δ | 225.60 | 49.2% | 3.3% | 260.27 | 45.4% | 2.0% |
| 75Δ | 220.76 | 49.2% | 2.6% | 265.11 | 44.8% | 1.5% |
| 80Δ | 214.82 | 50.8% | 2.1% | 268.85 | 42.0% | 0.9% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 41.41% | -0.65 pp | 9.69% |