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 blend35.32%
Daily close
59 observations2026-08-10 — 2026-10-30
Table
Date
IV (%)
31.17%
30.57%
29.59%
29.29%
27.22%
30.46%
30.16%
30.72%
33.10%
29.20%
31.35%
30.55%
30.62%
29.24%
28.93%
30.26%
30.70%
29.36%
27.48%
26.86%
31.50%
31.33%
31.62%
28.21%
31.21%
32.87%
35.06%
34.82%
29.45%
32.08%
30.59%
30.83%
31.69%
31.25%
35.03%
35.70%
35.13%
35.06%
34.36%
35.29%
36.08%
36.33%
38.14%
37.82%
39.50%
41.01%
43.02%
42.63%
45.87%
50.03%
37.42%
36.61%
37.79%
34.82%
35.33%
35.42%
35.23%
35.49%
35.32%
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