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1D+4.4%
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Market dataready · fetched 2026-10-21T17:02:06.182Z
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 · 2026-10-21T17:02:05.041134762Z
FundamentalsAlpha Vantage · ready · quarter 2026-05-31 · fetched 2026-10-21T17:02:05.356791+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.73 | 85.5% | 6.5% | 23.09 | 86.4% | 5.8% |
| 25Δ | 25.45 | 85.6% | 5.5% | 23.35 | 85.1% | 5.0% |
| 30Δ | 25.21 | 85.6% | 4.8% | 23.59 | 84.2% | 4.3% |
| 35Δ | 24.98 | 85.5% | 4.1% | 23.79 | 83.8% | 3.7% |
| 40Δ | 24.78 | 84.3% | 3.6% | 24.00 | 83.5% | 3.2% |
| 45Δ | 24.57 | 83.1% | 3.0% | 24.19 | 83.7% | 2.8% |
| 50Δ | 24.37 | 83.1% | 2.6% | 24.38 | 84.0% | 2.4% |
| 55Δ | 24.19 | 83.6% | 2.2% | 24.57 | 83.9% | 2.0% |
| 60Δ | 24.00 | 84.2% | 1.9% | 24.77 | 83.4% | 1.7% |
| 65Δ | 23.79 | 84.2% | 1.6% | 24.96 | 82.8% | 1.4% |
| 70Δ | 23.59 | 84.3% | 1.3% | 26.30 | 174.6% | 2.2% |
| 75Δ | 23.36 | 84.7% | 1.0% | 27.99 | 237.7% | 2.4% |
| 80Δ | 23.10 | 85.5% | 0.8% | 31.02 | 329.0% | 2.5% |
| Date | IV |
|---|---|
| 82.47% | |
| 82.12% | |
| 87.17% | |
| 86.52% | |
| 87.94% | |
| 85.02% | |
| 81.82% | |
| 83.50% | |
| 82.70% | |
| 83.93% | |
| 79.49% | |
| 73.25% | |
| 76.55% | |
| 74.55% | |
| 69.18% | |
| 70.98% | |
| 69.65% | |
| 74.40% | |
| 72.88% | |
| 80.62% | |
| 86.30% | |
| 79.22% | |
| 89.51% | |
| 86.73% | |
| 81.65% | |
| 85.38% | |
| 72.81% | |
| 79.18% | |
| 75.40% | |
| 71.96% | |
| 83.89% | |
| 72.98% | |
| 81.32% | |
| 80.12% | |
| 80.30% | |
| 77.40% | |
| 86.03% | |
| 86.25% | |
| 79.40% | |
| 72.87% | |
| 77.40% | |
| 83.24% | |
| 79.19% | |
| 75.12% | |
| 76.90% | |
| 72.14% | |
| 77.08% | |
| 79.26% | |
| 74.80% | |
| 73.26% | |
| 67.31% | |
| 71.90% | |
| 68.67% | |
| 65.42% | |
| 66.59% | |
| 61.17% | |
| 64.84% | |
| 69.36% | |
| 72.24% | |
| 74.41% | |
| 74.99% | |
| 74.60% | |
| 74.17% |