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Market dataready · fetched 2026-10-20T06:07:49.631Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.001442707Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-20T06:07:49.142325+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 170.78 | 39.9% | 12.6% | 138.81 | 45.0% | 11.0% |
| 25Δ | 168.17 | 41.7% | 11.4% | 142.08 | 44.5% | 9.4% |
| 30Δ | 164.45 | 39.4% | 9.3% | 144.76 | 45.3% | 8.3% |
| 35Δ | 161.92 | 39.7% | 8.2% | 147.51 | 44.8% | 7.1% |
| 40Δ | 159.38 | 39.3% | 7.0% | 150.08 | 44.6% | 6.1% |
| 45Δ | 157.11 | 39.7% | 6.2% | 152.60 | 44.5% | 5.2% |
| 50Δ | 154.83 | 39.6% | 5.3% | 155.16 | 45.6% | 4.6% |
| 55Δ | 152.60 | 39.9% | 4.6% | 157.68 | 44.7% | 3.8% |
| 60Δ | 150.43 | 38.8% | 3.8% | 160.44 | 45.5% | 3.2% |
| 65Δ | 147.84 | 41.9% | 3.4% | 162.82 | 43.5% | 2.4% |
| 70Δ | 145.31 | 42.1% | 2.8% | 165.89 | 44.1% | 1.9% |
| 75Δ | 143.02 | 40.5% | 2.2% | 170.24 | 47.0% | 1.5% |
| 80Δ | 140.35 | 40.0% | 1.7% | 172.19 | 42.9% | 1.0% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 41.94% | 2.81 pp | 10.07% |