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1D-2.3%
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Market dataready · fetched 2026-10-20T06:05:35.362Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.002477324Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:05:34.894912+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 135.53 | 51.4% | 16.7% | 104.72 | 53.9% | 12.9% |
| 25Δ | 132.37 | 52.2% | 14.6% | 107.63 | 53.3% | 11.1% |
| 30Δ | 130.97 | 58.2% | 14.2% | 110.43 | 51.4% | 9.3% |
| 35Δ | 127.07 | 54.1% | 11.4% | 112.66 | 52.6% | 8.2% |
| 40Δ | 124.45 | 54.0% | 9.8% | 114.86 | 55.4% | 7.5% |
| 45Δ | 122.20 | 56.4% | 8.9% | 117.25 | 57.3% | 6.7% |
| 50Δ | 119.73 | 56.5% | 7.7% | 119.40 | 50.9% | 5.1% |
| 55Δ | 117.23 | 52.2% | 6.0% | 121.58 | 50.1% | 4.2% |
| 60Δ | 115.03 | 50.3% | 4.9% | 123.92 | 50.5% | 3.5% |
| 65Δ | 112.83 | 50.2% | 4.1% | 126.67 | 52.1% | 2.9% |
| 70Δ | 110.34 | 52.0% | 3.4% | 130.10 | 54.9% | 2.4% |
| 75Δ | 107.35 | 55.0% | 2.9% | 132.12 | 51.3% | 1.7% |
| 80Δ | 104.43 | 55.3% | 2.3% | 136.42 | 53.5% | 1.2% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 52.86% | 1.17 pp | 12.46% |