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1D-0.2%
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Market dataready · fetched 2026-10-20T14:18:50.062Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-20T14:18:47.227499481Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T14:11:00.833367+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.55 | 37.3% | 3.4% | 32.45 | 44.6% | 3.7% |
| 25Δ | 34.36 | 37.5% | 3.0% | 32.69 | 43.0% | 3.1% |
| 30Δ | 34.20 | 38.5% | 2.6% | 32.92 | 40.8% | 2.6% |
| 35Δ | 34.04 | 39.6% | 2.3% | 33.10 | 40.2% | 2.2% |
| 40Δ | 33.89 | 39.3% | 2.0% | 33.26 | 40.6% | 1.9% |
| 45Δ | 33.73 | 38.6% | 1.7% | 33.42 | 41.0% | 1.7% |
| 50Δ | 33.58 | 37.8% | 1.5% | 33.58 | 41.7% | 1.4% |
| 55Δ | 33.41 | 38.3% | 1.2% | 33.75 | 42.6% | 1.3% |
| 60Δ | 33.25 | 39.9% | 1.1% | 33.92 | 43.5% | 1.1% |
| 65Δ | 33.08 | 41.5% | 0.9% | 34.08 | 42.7% | 0.9% |
| 70Δ | 32.90 | 42.1% | 0.8% | 34.22 | 40.4% | 0.7% |
| 75Δ | 32.71 | 41.9% | 0.6% | 34.36 | 38.2% | 0.5% |
| 80Δ | 32.52 | 41.7% | 0.5% | 34.50 | 36.0% | 0.3% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 26.04% | 5.09 pp | 6.25% | |
| 26.04% | 4.63 pp | 6.18% | |
| 26.04% | 4.63 pp | 6.18% | |
| 25.75% | 3.10 pp | 6.08% | |
| 25.81% | 4.48 pp | 6.13% | |
| 26.66% | 6.07 pp | 6.34% | |
| 26.55% | 5.04 pp | 6.30% |