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1D+0.6%
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Market dataready · fetched 2026-10-21T17:01:50.172Z
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 · 2026-10-21T17:01:48.869055796Z
FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T17:01:49.709439+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 196.28 | 97.8% | 7.4% | 173.40 | 100.5% | 6.7% |
| 25Δ | 193.83 | 97.1% | 6.3% | 175.69 | 99.5% | 5.7% |
| 30Δ | 191.70 | 96.7% | 5.4% | 177.51 | 101.9% | 5.1% |
| 35Δ | 189.86 | 97.9% | 4.8% | 179.42 | 100.4% | 4.4% |
| 40Δ | 188.09 | 98.5% | 4.2% | 181.21 | 100.1% | 3.8% |
| 45Δ | 186.33 | 97.3% | 3.6% | 182.93 | 99.9% | 3.3% |
| 50Δ | 184.61 | 95.9% | 3.0% | 184.62 | 97.9% | 2.8% |
| 55Δ | 182.96 | 96.6% | 2.6% | 186.34 | 98.1% | 2.3% |
| 60Δ | 181.26 | 97.4% | 2.2% | 188.09 | 98.5% | 2.0% |
| 65Δ | 179.53 | 98.0% | 1.8% | 189.89 | 98.3% | 1.6% |
| 70Δ | 177.74 | 97.8% | 1.5% | 191.87 | 98.7% | 1.3% |
| 75Δ | 175.56 | 100.8% | 1.2% | 193.98 | 98.5% | 1.0% |
| 80Δ | 173.33 | 101.3% | 0.9% | 196.26 | 97.7% | 0.8% |
| Date | IV |
|---|---|
| 86.50% | |
| 87.45% |