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1D+0.4%
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Market dataready · fetched 2026-10-20T06:03:05.916Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.002405696Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:03:05.556840+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 53.96 | 62.6% | 21.4% | 38.90 | 68.4% | 16.4% |
| 25Δ | 52.40 | 62.5% | 18.5% | 40.45 | 67.9% | 13.8% |
| 30Δ | 50.84 | 62.4% | 15.7% | 41.70 | 66.9% | 11.8% |
| 35Δ | 49.57 | 64.2% | 13.7% | 42.85 | 67.2% | 10.3% |
| 40Δ | 48.51 | 66.2% | 12.3% | 43.96 | 68.6% | 9.1% |
| 45Δ | 47.25 | 64.4% | 10.3% | 45.11 | 70.5% | 8.1% |
| 50Δ | 46.20 | 67.3% | 9.2% | 46.18 | 66.2% | 6.5% |
| 55Δ | 45.08 | 66.8% | 7.8% | 47.38 | 67.2% | 5.6% |
| 60Δ | 43.97 | 66.7% | 6.6% | 48.77 | 70.4% | 4.9% |
| 65Δ | 42.85 | 67.4% | 5.5% | 50.15 | 70.7% | 4.0% |
| 70Δ | 41.76 | 65.5% | 4.3% | 51.93 | 71.7% | 3.2% |
| 75Δ | 40.65 | 64.8% | 3.4% | 53.70 | 72.8% | 2.5% |
| 80Δ | 39.65 | 59.9% | 2.5% | 55.77 | 74.0% | 1.8% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 65.71% | 5.32 pp | 15.72% |