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Market dataready · fetched 2026-10-20T14:17:34.321Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-20T14:17:30.266869725Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T14:16:44.148910+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 401.23 | 89.3% | 8.3% | 349.55 | 91.5% | 7.4% |
| 25Δ | 395.83 | 89.3% | 7.1% | 354.48 | 91.3% | 6.4% |
| 30Δ | 391.11 | 89.6% | 6.2% | 358.90 | 91.4% | 5.6% |
| 35Δ | 386.75 | 89.8% | 5.4% | 363.06 | 91.4% | 4.8% |
| 40Δ | 382.66 | 90.2% | 4.7% | 367.06 | 91.2% | 4.2% |
| 45Δ | 378.73 | 90.8% | 4.1% | 370.97 | 91.0% | 3.6% |
| 50Δ | 374.84 | 91.2% | 3.5% | 374.83 | 90.9% | 3.1% |
| 55Δ | 370.96 | 91.6% | 3.0% | 378.70 | 90.4% | 2.6% |
| 60Δ | 367.02 | 91.9% | 2.5% | 382.63 | 90.0% | 2.2% |
| 65Δ | 363.00 | 92.0% | 2.1% | 386.71 | 89.5% | 1.8% |
| 70Δ | 358.78 | 92.2% | 1.7% | 391.02 | 89.1% | 1.4% |
| 75Δ | 354.31 | 92.2% | 1.3% | 395.81 | 89.2% | 1.1% |
| 80Δ | 349.37 | 92.3% | 1.0% | 401.26 | 89.4% | 0.8% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 44.62% | 2.93 pp | 10.64% | |
| 45.45% | 0.47 pp | 10.61% | |
| 46.24% | 2.02 pp | 10.82% | |
| 46.46% | 1.83 pp | 10.87% | |
| 46.23% | 1.80 pp | 10.81% |