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1D+0.0%
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Market dataready · fetched 2026-10-20T06:42:16.357Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:59:56.920860124Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:42:16.015403+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.29 | 509.2% | 122.6% | |||
| 25Δ | 2.17 | 468.7% | 111.6% | |||
| 30Δ | 2.05 | 428.3% | 100.6% | |||
| 35Δ | 1.94 | 387.8% | 89.6% | |||
| 40Δ | 1.82 | 347.3% | 78.6% | |||
| 45Δ | 1.70 | 306.8% | 67.6% | |||
| 50Δ | 1.59 | 266.3% | 56.6% | |||
| 55Δ | 1.47 | 225.8% | 45.6% | 1.58 | 780.5% | 21.1% |
| 60Δ | 1.36 | 185.3% | 34.6% | 1.88 | 783.5% | 31.4% |
| 65Δ | 1.24 | 144.8% | 23.6% | 2.17 | 786.5% | 41.7% |
| 70Δ | 1.12 | 104.4% | 12.6% | 2.47 | 789.5% | 52.1% |
| 75Δ | 1.01 | 63.9% | 1.6% | 2.77 | 792.6% | 62.4% |
| 80Δ | 0.85 | 287.2% | 8.3% | 3.06 | 795.6% | 72.8% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 310.87% | 259.30 pp | 121.31% |