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Market dataready · fetched 2026-10-20T05:59:54.777Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:59:35.813515395Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T05:59:53.754013+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 379.19 | 35.6% | 11.2% | 316.47 | 38.3% | 9.4% |
| 25Δ | 372.83 | 35.8% | 9.7% | 322.63 | 38.1% | 8.1% |
| 30Δ | 367.28 | 36.2% | 8.5% | 328.26 | 37.5% | 6.9% |
| 35Δ | 361.93 | 36.2% | 7.4% | 333.37 | 37.2% | 5.9% |
| 40Δ | 356.99 | 36.4% | 6.5% | 338.16 | 37.3% | 5.1% |
| 45Δ | 352.19 | 36.4% | 5.6% | 342.91 | 36.5% | 4.3% |
| 50Δ | 347.57 | 36.9% | 4.9% | 347.51 | 36.4% | 3.6% |
| 55Δ | 342.89 | 37.3% | 4.3% | 352.25 | 36.7% | 3.1% |
| 60Δ | 338.11 | 37.7% | 3.7% | 356.89 | 36.1% | 2.5% |
| 65Δ | 332.91 | 38.9% | 3.2% | 361.63 | 35.7% | 2.0% |
| 70Δ | 327.65 | 39.1% | 2.6% | 367.30 | 36.3% | 1.6% |
| 75Δ | 321.93 | 39.4% | 2.1% | 372.85 | 35.8% | 1.1% |
| 80Δ | 316.30 | 38.6% | 1.6% | 379.21 | 35.6% | 0.7% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 36.07% | 2.30 pp | 8.55% |