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1D+0.4%
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Market dataready · fetched 2026-10-21T17:00:22.581Z
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 · 2026-10-21T17:00:15.427778731Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:21.803037+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.44 | 76.2% | 6.2% | 5.73 | 85.6% | 6.9% |
| 25Δ | 6.39 | 75.9% | 5.6% | 5.82 | 79.9% | 5.6% |
| 30Δ | 6.34 | 75.6% | 5.1% | 5.91 | 74.2% | 4.3% |
| 35Δ | 6.29 | 75.4% | 4.6% | 6.01 | 69.7% | 3.0% |
| 40Δ | 6.24 | 75.1% | 4.0% | 6.72 | 149.6% | 3.5% |
| 45Δ | 6.19 | 74.8% | 3.5% | 7.43 | 229.4% | 3.9% |
| 50Δ | 6.14 | 74.6% | 2.9% | 8.14 | 309.3% | 4.4% |
| 55Δ | 6.09 | 74.3% | 2.4% | 8.85 | 389.1% | 4.8% |
| 60Δ | 6.04 | 74.0% | 1.8% | 9.56 | 469.0% | 5.3% |
| 65Δ | 5.96 | 77.1% | 1.4% | 10.27 | 548.8% | 5.7% |
| 70Δ | 5.74 | 97.3% | 1.2% | 10.98 | 628.6% | 6.2% |
| 75Δ | 5.52 | 117.5% | 1.0% | 11.69 | 708.5% | 6.6% |
| 80Δ | 5.29 | 137.7% | 0.8% | 12.40 | 788.3% | 7.1% |
| Date | IV |
|---|---|
| 70.55% | |
| 117.05% |