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 blend50.82%
Daily close
59 observations2026-08-10 — 2026-10-30
Table
Date
IV (%)
49.45%
49.10%
52.60%
53.39%
49.31%
53.44%
56.44%
61.46%
53.80%
55.32%
59.48%
62.86%
62.21%
64.64%
63.54%
68.62%
70.65%
72.64%
76.57%
76.48%
96.03%
54.53%
50.82%
46.04%
49.22%
50.44%
50.70%
52.42%
42.20%
48.57%
50.48%
50.27%
49.90%
47.19%
47.00%
50.74%
46.89%
52.82%
43.03%
45.01%
45.21%
47.13%
50.96%
44.02%
46.48%
48.78%
52.86%
49.80%
48.45%
49.70%
48.95%
48.86%
60.17%
46.28%
49.55%
51.62%
53.06%
50.17%
50.82%
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