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Market datapartial · fetched 2026-10-24T16:29:29.871Z
Delta surfaceAlpaca · derived absolute-delta buckets ·
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 dataFundamentalsAlpha Vantage · unavailable
| 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 | ||||||
| Date | IV |
|---|---|
| 78.32% | |
| 76.00% | |
| 78.69% | |
| 73.56% | |
| 74.80% | |
| 73.56% | |
| 78.87% | |
| 64.85% | |
| 63.67% | |
| 62.84% | |
| 66.03% | |
| 65.11% | |
| 65.64% | |
| 64.06% | |
| 63.79% | |
| 63.29% | |
| 66.01% | |
| 63.02% | |
| 62.84% | |
| 63.12% | |
| 60.96% | |
| 61.16% | |
| 58.63% | |
| 60.34% | |
| 63.95% | |
| 62.50% | |
| 60.17% | |
| 60.55% | |
| 62.54% | |
| 70.47% | |
| 62.17% | |
| 61.81% | |
| 62.77% | |
| 63.07% | |
| 61.76% | |
| 61.48% | |
| 63.20% | |
| 61.61% | |
| 61.32% | |
| 59.96% | |
| 60.89% | |
| 59.60% | |
| 61.25% | |
| 62.59% | |
| 59.99% | |
| 60.47% | |
| 59.07% | |
| 59.33% | |
| 60.28% | |
| 56.62% |