Options 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.
Values and derived Greeks for the plotted delta buckets
Delta
Calls
Puts
Pseudo strike
IV
B/E move
Pseudo strike
IV
B/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ
20Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
25Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
30Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
35Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
40Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
45Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
50Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
55Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
60Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
65Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
70Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
75Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
80Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
Options history
IV · four-Friday blend94.22%
Daily close
60 observations2026-08-07 — 2026-10-30
Table
Date
IV (%)
95.11%
86.12%
99.55%
107.68%
90.02%
65.22%
64.98%
69.36%
72.50%
77.99%
68.53%
88.38%
78.20%
79.25%
88.04%
67.23%
70.43%
92.56%
98.70%
88.39%
68.27%
76.43%
85.13%
79.34%
71.92%
83.82%
95.09%
80.83%
79.24%
88.93%
76.22%
77.04%
79.16%
81.55%
68.41%
77.80%
76.84%
75.31%
76.69%
65.04%
74.51%
74.53%
72.79%
72.66%
69.90%
73.47%
75.03%
75.20%
89.55%
76.14%
79.04%
76.21%
78.70%
93.16%
78.37%
86.16%
85.49%
84.60%
86.83%
94.22%
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