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1D-1.0%
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Market dataready · fetched 2026-10-20T06:02:31.334Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T20:00:09.262524257Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:02:30.854417+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 94.68 | 59.8% | 19.8% | 69.77 | 65.7% | 15.4% |
| 25Δ | 91.79 | 59.1% | 16.8% | 72.26 | 63.6% | 13.0% |
| 30Δ | 89.67 | 60.5% | 14.9% | 74.37 | 62.5% | 11.1% |
| 35Δ | 87.84 | 62.8% | 13.4% | 76.30 | 62.1% | 9.6% |
| 40Δ | 85.57 | 60.9% | 11.2% | 78.15 | 61.4% | 8.3% |
| 45Δ | 83.62 | 60.9% | 9.7% | 79.96 | 59.7% | 6.9% |
| 50Δ | 81.81 | 61.4% | 8.4% | 81.74 | 59.8% | 5.9% |
| 55Δ | 79.98 | 61.4% | 7.1% | 83.68 | 61.1% | 5.1% |
| 60Δ | 78.16 | 61.5% | 6.0% | 85.72 | 62.4% | 4.3% |
| 65Δ | 76.25 | 62.8% | 5.1% | 87.74 | 62.1% | 3.5% |
| 70Δ | 74.15 | 65.2% | 4.3% | 90.00 | 62.3% | 2.8% |
| 75Δ | 71.77 | 68.2% | 3.6% | 92.22 | 61.1% | 2.1% |
| 80Δ | 69.25 | 69.5% | 2.8% | 96.36 | 65.7% | 1.6% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 59.66% | 4.52 pp | 14.25% |