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1D+1.5%
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Market dataready · fetched 2026-10-21T17:01:28.829Z
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 · 2026-10-21T17:01:27.932503876Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:28.473119+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 171.71 | 72.8% | 5.4% | 156.50 | 74.9% | 5.1% |
| 25Δ | 170.04 | 72.0% | 4.6% | 158.02 | 74.4% | 4.4% |
| 30Δ | 168.74 | 72.3% | 4.0% | 159.38 | 73.6% | 3.7% |
| 35Δ | 167.46 | 72.6% | 3.5% | 160.63 | 73.1% | 3.2% |
| 40Δ | 166.30 | 72.0% | 3.0% | 161.78 | 73.0% | 2.8% |
| 45Δ | 165.13 | 71.5% | 2.6% | 162.92 | 72.6% | 2.4% |
| 50Δ | 164.02 | 72.1% | 2.2% | 164.02 | 72.0% | 2.1% |
| 55Δ | 162.92 | 72.7% | 1.9% | 165.12 | 71.4% | 1.7% |
| 60Δ | 161.79 | 72.9% | 1.6% | 166.29 | 71.9% | 1.5% |
| 65Δ | 160.64 | 72.8% | 1.3% | 167.46 | 72.5% | 1.2% |
| 70Δ | 159.39 | 73.3% | 1.1% | 168.71 | 71.9% | 1.0% |
| 75Δ | 158.02 | 74.4% | 0.9% | 169.97 | 71.3% | 0.7% |
| 80Δ | 156.55 | 74.4% | 0.7% | 173.68 | 89.5% | 0.7% |
| Date | IV |
|---|---|
| 82.53% | |
| 80.37% |