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1D+12.8%
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Market dataready · fetched 2026-10-21T17:51:58.734Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 dataPriceAlpaca · sip · 2026-10-21T17:51:57.49152651Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:51:57.984859+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.43 | 744.5% | 99.3% | 2.88 | 239.2% | 15.5% |
| 25Δ | 5.39 | 664.3% | 67.6% | 3.03 | 205.5% | 11.6% |
| 30Δ | 4.32 | 370.8% | 33.7% | 3.09 | 201.6% | 10.5% |
| 35Δ | 3.49 | 143.6% | 7.3% | 3.15 | 197.7% | 9.3% |
| 40Δ | 3.44 | 146.3% | 6.6% | 3.22 | 193.8% | 8.2% |
| 45Δ | 3.38 | 149.1% | 6.0% | 3.28 | 189.9% | 7.1% |
| 50Δ | 3.33 | 151.8% | 5.4% | 3.34 | 186.0% | 5.9% |
| 55Δ | 3.28 | 154.5% | 4.8% | 3.41 | 182.1% | 4.8% |
| 60Δ | 3.23 | 157.2% | 4.1% | 3.47 | 178.2% | 3.6% |
| 65Δ | 3.17 | 159.9% | 3.5% | 4.37 | 587.5% | 8.3% |
| 70Δ | 3.12 | 162.6% | 2.9% | 5.46 | 789.3% | 9.0% |
| 75Δ | 3.07 | 165.3% | 2.2% | 5.03 | 604.6% | 5.6% |
| 80Δ | 3.02 | 168.0% | 1.6% | 6.66 | 800.0% | 7.9% |
| Date | IV |
|---|---|
| 137.09% |