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1D-1.2%
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Market dataready · fetched 2026-10-20T06:06:27.643Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:58:20.650189711Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:27.055334+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.28 | 32.6% | 10.3% | 24.72 | 36.3% | 9.0% |
| 25Δ | 28.91 | 34.6% | 9.4% | 25.30 | 32.9% | 7.1% |
| 30Δ | 28.60 | 37.0% | 8.7% | 25.66 | 33.7% | 6.2% |
| 35Δ | 28.07 | 34.0% | 7.0% | 25.96 | 36.2% | 5.8% |
| 40Δ | 27.72 | 35.1% | 6.3% | 26.33 | 34.3% | 4.7% |
| 45Δ | 27.40 | 36.4% | 5.6% | 26.69 | 35.2% | 4.1% |
| 50Δ | 27.03 | 36.1% | 4.8% | 27.03 | 37.9% | 3.8% |
| 55Δ | 26.66 | 39.1% | 4.5% | 27.28 | 32.7% | 2.8% |
| 60Δ | 26.31 | 38.4% | 3.8% | 27.58 | 29.4% | 2.0% |
| 65Δ | 25.96 | 35.6% | 2.9% | 28.12 | 35.4% | 2.0% |
| 70Δ | 25.34 | 43.3% | 2.9% | 28.43 | 33.6% | 1.4% |
| 75Δ | 24.74 | 47.4% | 2.5% | 29.40 | 42.0% | 1.4% |
| 80Δ | 24.11 | 48.2% | 2.0% | 29.42 | 34.3% | 0.7% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 36.38% | -1.57 pp | 8.64% |