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1D+9.3%
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Market dataready · fetched 2026-10-21T16:58:00.937Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:57:58.482527315Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:00.569778+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.69 | 111.4% | 8.5% | 28.26 | 123.4% | 8.1% |
| 25Δ | 32.22 | 110.2% | 7.2% | 28.68 | 123.4% | 7.0% |
| 30Δ | 31.84 | 111.3% | 6.3% | 29.19 | 112.8% | 5.6% |
| 35Δ | 31.49 | 112.5% | 5.5% | 29.50 | 117.5% | 5.1% |
| 40Δ | 31.16 | 113.9% | 4.9% | 29.85 | 111.1% | 4.2% |
| 45Δ | 30.82 | 113.0% | 4.2% | 30.18 | 109.1% | 3.6% |
| 50Δ | 30.49 | 110.3% | 3.5% | 30.49 | 110.4% | 3.1% |
| 55Δ | 30.17 | 112.3% | 3.0% | 30.85 | 118.7% | 2.8% |
| 60Δ | 29.85 | 113.1% | 2.5% | 31.67 | 174.5% | 3.4% |
| 65Δ | 29.53 | 112.6% | 2.1% | 32.28 | 179.0% | 2.9% |
| 70Δ | 29.17 | 113.8% | 1.7% | 32.39 | 142.4% | 1.9% |
| 75Δ | 28.81 | 113.6% | 1.3% | 35.17 | 248.8% | 2.6% |
| 80Δ | 28.39 | 114.5% | 1.0% | 41.43 | 407.0% | 3.0% |
| Date | IV |
|---|---|
| 96.48% | |
| 89.52% | |
| 102.40% | |
| 103.47% | |
| 103.99% | |
| 99.88% | |
| 95.05% | |
| 98.71% | |
| 104.73% | |
| 100.46% | |
| 97.40% | |
| 91.12% | |
| 93.59% | |
| 92.21% | |
| 84.24% | |
| 89.72% | |
| 83.04% | |
| 87.07% | |
| 89.53% | |
| 101.85% | |
| 102.82% | |
| 107.28% | |
| 114.34% | |
| 117.35% | |
| 112.31% | |
| 110.51% | |
| 96.77% | |
| 102.38% | |
| 96.89% | |
| 91.94% | |
| 94.57% | |
| 79.43% | |
| 88.21% | |
| 84.82% | |
| 84.35% | |
| 72.20% | |
| 79.55% | |
| 78.83% | |
| 77.10% | |
| 73.65% | |
| 73.29% | |
| 82.10% | |
| 76.14% | |
| 75.21% | |
| 74.10% | |
| 70.32% | |
| 73.98% | |
| 73.69% | |
| 72.20% | |
| 70.65% | |
| 70.65% | |
| 73.59% | |
| 71.60% | |
| 71.45% | |
| 74.67% | |
| 75.02% | |
| 80.00% | |
| 80.13% | |
| 86.06% | |
| 95.68% | |
| 89.86% | |
| 90.58% | |
| 91.62% |