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Market dataready · fetched 2026-10-20T06:03:06.898Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:35:14.828673892Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:03:06.300980+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 268.62 | 79.3% | 27.6% | 180.65 | 83.4% | 18.8% |
| 25Δ | 260.30 | 82.1% | 24.5% | 188.14 | 83.4% | 16.4% |
| 30Δ | 248.14 | 76.7% | 19.5% | 195.14 | 83.4% | 14.3% |
| 35Δ | 241.48 | 79.0% | 17.4% | 201.91 | 82.8% | 12.4% |
| 40Δ | 234.30 | 79.1% | 15.0% | 208.42 | 82.0% | 10.7% |
| 45Δ | 228.08 | 81.5% | 13.4% | 214.88 | 81.9% | 9.2% |
| 50Δ | 220.94 | 78.5% | 11.0% | 221.06 | 79.3% | 7.7% |
| 55Δ | 214.75 | 79.9% | 9.5% | 228.18 | 82.0% | 6.7% |
| 60Δ | 208.43 | 82.6% | 8.3% | 234.38 | 79.3% | 5.4% |
| 65Δ | 202.03 | 81.3% | 6.7% | 242.10 | 80.3% | 4.5% |
| 70Δ | 194.93 | 84.7% | 5.7% | 250.61 | 81.3% | 3.6% |
| 75Δ | 188.15 | 83.4% | 4.4% | 260.57 | 82.5% | 2.8% |
| 80Δ | 180.00 | 85.5% | 3.4% | 268.07 | 78.7% | 1.9% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 77.72% | 1.25 pp | 18.73% |