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Market dataready · fetched 2026-10-20T06:07:50.209Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:59:56.920860124Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:07:49.637080+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.99 | 194.2% | 96.4% | 0.90 | 539.3% | 61.8% |
| 25Δ | 1.89 | 205.5% | 89.9% | 1.05 | 465.1% | 50.3% |
| 30Δ | 1.79 | 216.8% | 83.3% | 1.19 | 444.2% | 45.4% |
| 35Δ | 1.69 | 228.1% | 76.8% | 1.34 | 423.3% | 40.4% |
| 40Δ | 1.59 | 239.4% | 70.2% | 1.49 | 402.5% | 35.4% |
| 45Δ | 1.49 | 250.7% | 63.7% | 1.64 | 381.6% | 30.4% |
| 50Δ | 1.38 | 262.0% | 57.1% | 1.79 | 360.7% | 25.4% |
| 55Δ | 1.28 | 273.2% | 50.6% | 1.93 | 339.8% | 20.5% |
| 60Δ | 1.18 | 284.5% | 44.0% | 2.51 | 353.1% | 17.0% |
| 65Δ | 1.08 | 295.8% | 37.5% | 3.42 | 393.4% | 14.9% |
| 70Δ | 0.98 | 303.9% | 31.0% | 3.70 | 389.0% | 12.0% |
| 75Δ | 0.86 | 298.4% | 24.8% | 2.55 | 263.4% | 7.2% |
| 80Δ | 0.74 | 292.9% | 18.6% | |||
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 310.87% | 259.30 pp | 121.31% |