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1D+15.0%
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Market dataready · fetched 2026-10-21T17:52:35.553Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:52:28.225821606Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:52.252167+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.82 | 800.0% | 114.8% | 3.04 | 193.3% | 12.8% |
| 25Δ | 6.20 | 800.0% | 96.3% | 3.10 | 190.0% | 11.6% |
| 30Δ | 5.64 | 800.0% | 80.1% | 3.17 | 186.7% | 10.3% |
| 35Δ | 5.09 | 763.8% | 62.6% | 3.23 | 183.3% | 9.1% |
| 40Δ | 4.53 | 715.0% | 44.7% | 3.30 | 180.0% | 7.8% |
| 45Δ | 3.57 | 224.9% | 9.6% | 3.36 | 176.7% | 6.6% |
| 50Δ | 3.44 | 186.6% | 6.3% | 3.43 | 173.4% | 5.3% |
| 55Δ | 3.38 | 185.4% | 5.6% | 3.49 | 170.1% | 4.1% |
| 60Δ | 3.31 | 184.1% | 4.9% | 4.35 | 639.3% | 10.7% |
| 65Δ | 3.25 | 182.9% | 4.1% | 5.08 | 773.8% | 10.3% |
| 70Δ | 3.19 | 181.7% | 3.4% | 5.62 | 798.4% | 9.1% |
| 75Δ | 3.12 | 180.5% | 2.6% | 6.17 | 800.0% | 10.1% |
| 80Δ | 3.06 | 179.3% | 1.9% | 6.82 | 800.0% | 12.0% |
| Date | IV |
|---|---|
| 281.10% |