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Market dataready · fetched 2026-10-20T06:41:59.816Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T20:01:30.138554896Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:41:59.235072+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.77 | 80.2% | 32.5% | 40.70 | 33.9% | 9.3% |
| 25Δ | 55.50 | 72.8% | 27.7% | 41.30 | 32.5% | 8.3% |
| 30Δ | 53.23 | 65.3% | 22.9% | 41.91 | 31.1% | 7.2% |
| 35Δ | 50.96 | 57.8% | 18.1% | 42.51 | 29.7% | 6.2% |
| 40Δ | 48.69 | 50.4% | 13.3% | 43.12 | 28.3% | 5.1% |
| 45Δ | 46.42 | 42.9% | 8.5% | 43.72 | 26.8% | 4.1% |
| 50Δ | 44.74 | 38.3% | 5.3% | 44.33 | 25.4% | 3.0% |
| 55Δ | 44.03 | 38.5% | 4.7% | 44.93 | 24.0% | 2.0% |
| 60Δ | 43.31 | 38.8% | 4.1% | 45.92 | 27.8% | 1.7% |
| 65Δ | 42.60 | 39.0% | 3.5% | 46.96 | 32.2% | 1.6% |
| 70Δ | 41.89 | 39.2% | 2.9% | 48.00 | 36.6% | 1.4% |
| 75Δ | 41.18 | 39.5% | 2.4% | 49.04 | 41.0% | 1.2% |
| 80Δ | 40.47 | 39.7% | 1.8% | 50.16 | 45.3% | 1.0% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 31.62% | -40.58 pp | 7.42% |