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1D+0.7%
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Market dataready · fetched 2026-10-21T16:59:47.839Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T16:59:38.125330376Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:47.246164+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 166.84 | 39.3% | 12.3% | 137.35 | 40.7% | 9.9% |
| 25Δ | 163.92 | 40.0% | 10.8% | 140.25 | 40.4% | 8.4% |
| 30Δ | 161.02 | 39.6% | 9.3% | 142.65 | 40.4% | 7.4% |
| 35Δ | 158.47 | 39.6% | 8.1% | 145.05 | 40.4% | 6.3% |
| 40Δ | 156.10 | 39.6% | 7.0% | 147.26 | 40.1% | 5.5% |
| 45Δ | 153.84 | 39.9% | 6.1% | 149.47 | 39.9% | 4.6% |
| 50Δ | 151.66 | 40.3% | 5.3% | 151.67 | 39.9% | 4.0% |
| 55Δ | 149.46 | 40.8% | 4.6% | 153.88 | 40.0% | 3.3% |
| 60Δ | 147.20 | 41.1% | 3.9% | 156.18 | 40.0% | 2.8% |
| 65Δ | 144.93 | 41.4% | 3.3% | 158.58 | 40.1% | 2.2% |
| 70Δ | 142.36 | 42.0% | 2.8% | 161.18 | 40.2% | 1.7% |
| 75Δ | 139.77 | 42.6% | 2.2% | 164.07 | 40.4% | 1.3% |
| 80Δ | 137.00 | 42.0% | 1.7% | 167.85 | 41.5% | 0.9% |
| Date | IV |
|---|---|
| 36.58% | |
| 36.04% |