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1D+0.5%
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Market dataready · fetched 2026-10-21T17:52:14.153Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:51:58.14539581Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:11.685801+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.63 | 800.0% | 113.9% | 1.84 | 686.9% | 47.7% |
| 25Δ | 5.07 | 800.0% | 97.2% | 2.00 | 635.2% | 42.1% |
| 30Δ | 3.77 | 477.9% | 43.8% | 2.16 | 583.6% | 36.5% |
| 35Δ | 4.26 | 800.0% | 67.3% | 2.31 | 531.9% | 30.9% |
| 40Δ | 3.96 | 782.9% | 54.4% | 2.47 | 480.2% | 25.3% |
| 45Δ | 3.78 | 710.5% | 48.0% | 2.63 | 428.5% | 19.7% |
| 50Δ | 3.60 | 638.2% | 41.6% | 2.78 | 376.9% | 14.2% |
| 55Δ | 3.43 | 565.9% | 35.2% | 2.94 | 325.2% | 8.6% |
| 60Δ | 3.25 | 493.5% | 28.7% | |||
| 65Δ | 3.07 | 421.2% | 22.3% | |||
| 70Δ | 2.89 | 348.8% | 15.9% | |||
| 75Δ | 2.72 | 276.5% | 9.5% | |||
| 80Δ | 2.54 | 204.2% | 3.0% | |||
| Date | IV |
|---|---|
| 221.09% | |
| 218.37% | |
| 200.91% | |
| 200.10% | |
| 422.09% | |
| 298.55% | |
| 228.08% | |
| 238.80% | |
| 316.10% | |
| 338.18% | |
| 280.16% | |
| 225.78% | |
| 187.85% | |
| 228.81% | |
| 212.10% | |
| 283.73% | |
| 255.50% | |
| 255.14% | |
| 387.20% | |
| 429.57% | |
| 222.70% | |
| 140.93% | |
| 320.64% | |
| 275.27% | |
| 349.29% | |
| 276.30% | |
| 263.36% | |
| 293.48% | |
| 180.87% | |
| 137.01% | |
| 185.32% | |
| 254.97% | |
| 220.93% | |
| 335.68% | |
| 256.69% | |
| 222.46% | |
| 216.04% | |
| 298.27% | |
| 298.12% | |
| 310.43% | |
| 223.59% | |
| 275.05% | |
| 235.54% | |
| 259.47% | |
| 371.82% | |
| 408.29% | |
| 346.43% | |
| 439.57% | |
| 418.64% | |
| 396.19% | |
| 476.18% |