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1D+0.7%
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Market dataready · fetched 2026-10-20T06:04:46.122Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.002317105Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-20T06:04:45.606825+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.13 | 44.6% | 14.2% | 27.17 | 49.4% | 11.9% |
| 25Δ | 33.61 | 47.2% | 13.1% | 27.96 | 46.1% | 9.7% |
| 30Δ | 32.72 | 43.9% | 10.5% | 28.45 | 48.9% | 8.9% |
| 35Δ | 32.18 | 44.8% | 9.3% | 29.05 | 47.2% | 7.4% |
| 40Δ | 31.65 | 45.2% | 8.1% | 29.58 | 47.5% | 6.5% |
| 45Δ | 31.09 | 44.0% | 6.8% | 30.10 | 48.8% | 5.7% |
| 50Δ | 30.65 | 50.5% | 6.8% | 30.63 | 47.2% | 4.7% |
| 55Δ | 30.12 | 47.3% | 5.5% | 31.15 | 46.9% | 4.0% |
| 60Δ | 29.57 | 48.3% | 4.7% | 31.69 | 46.4% | 3.2% |
| 65Δ | 29.03 | 48.1% | 3.9% | 32.29 | 47.1% | 2.7% |
| 70Δ | 28.45 | 48.8% | 3.2% | 32.89 | 46.6% | 2.1% |
| 75Δ | 27.91 | 47.3% | 2.5% | 33.74 | 48.5% | 1.6% |
| 80Δ | 27.01 | 51.6% | 2.1% | 38.20 | 80.5% | 1.9% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 48.07% | -1.06 pp | 11.42% |