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1D+2.5%
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Market dataready · fetched 2026-10-21T17:48:47.076Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:47:55.491409587Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:46.450899+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1156.71 | 113.1% | 8.6% | 989.35 | 140.7% | 9.1% |
| 25Δ | 1142.39 | 115.8% | 7.6% | 1006.21 | 141.9% | 8.0% |
| 30Δ | 1131.75 | 123.8% | 7.1% | 1024.74 | 134.1% | 6.6% |
| 35Δ | 1115.62 | 119.1% | 5.9% | 1038.25 | 137.4% | 5.9% |
| 40Δ | 1104.19 | 124.4% | 5.3% | 1052.72 | 133.8% | 5.0% |
| 45Δ | 1091.48 | 125.6% | 4.6% | 1066.27 | 127.7% | 4.1% |
| 50Δ | 1078.97 | 127.1% | 4.0% | 1079.27 | 131.5% | 3.6% |
| 55Δ | 1066.21 | 128.0% | 3.4% | 1092.13 | 129.0% | 3.0% |
| 60Δ | 1053.09 | 130.6% | 2.9% | 1105.05 | 127.4% | 2.5% |
| 65Δ | 1040.28 | 128.2% | 2.4% | 1119.26 | 128.3% | 2.1% |
| 70Δ | 1025.91 | 130.5% | 2.0% | 1132.37 | 124.8% | 1.7% |
| 75Δ | 1009.20 | 134.9% | 1.6% | 1145.35 | 120.5% | 1.3% |
| 80Δ | 991.67 | 136.5% | 1.2% | 1159.12 | 116.2% | 0.9% |
| Date | IV |
|---|---|
| 67.24% | |
| 72.03% |