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1D-0.7%
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Market dataready · fetched 2026-10-20T06:07:22.157Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T22:59:57.793481803Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:07:21.710015+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.66 | 47.1% | 15.9% | 2.80 | 206.8% | 38.5% |
| 25Δ | 7.84 | 203.1% | 99.4% | 3.10 | 163.6% | 30.0% |
| 30Δ | 6.53 | 196.0% | 68.9% | 3.40 | 120.4% | 21.6% |
| 35Δ | 6.06 | 170.3% | 57.2% | 3.70 | 77.2% | 13.1% |
| 40Δ | 5.62 | 145.3% | 46.1% | 4.00 | 34.8% | 4.7% |
| 45Δ | 5.17 | 120.2% | 34.9% | 4.23 | 49.0% | 4.7% |
| 50Δ | 4.73 | 95.1% | 23.8% | 4.46 | 63.3% | 4.7% |
| 55Δ | 4.29 | 70.0% | 12.7% | 4.69 | 77.5% | 4.7% |
| 60Δ | 3.95 | 57.1% | 5.4% | 4.91 | 91.7% | 4.7% |
| 65Δ | 3.82 | 66.2% | 5.1% | 5.14 | 105.9% | 4.7% |
| 70Δ | 3.68 | 75.2% | 4.7% | 5.37 | 120.2% | 4.7% |
| 75Δ | 3.55 | 84.2% | 4.4% | 7.67 | 215.5% | 6.4% |
| 80Δ | 3.33 | 96.8% | 3.8% | 7.01 | 157.7% | 3.6% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 78.59% | -38.82 pp | 21.93% |