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Market dataready · fetched 2026-10-20T06:05:07.566Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:50:04.775977019Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:05:07.047082+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.46 | 106.4% | 43.5% | 0.71 | 165.5% | 37.3% |
| 25Δ | 1.40 | 104.0% | 39.3% | 0.79 | 148.4% | 30.8% |
| 30Δ | 1.35 | 101.5% | 35.0% | 0.87 | 131.3% | 24.4% |
| 35Δ | 1.29 | 99.1% | 30.8% | 0.94 | 114.2% | 18.0% |
| 40Δ | 1.24 | 96.7% | 26.5% | 1.07 | 116.3% | 13.6% |
| 45Δ | 1.18 | 94.3% | 22.3% | 1.30 | 164.2% | 14.2% |
| 50Δ | 1.13 | 91.9% | 18.0% | 1.53 | 212.1% | 14.7% |
| 55Δ | 1.07 | 89.5% | 13.8% | 1.76 | 260.1% | 15.3% |
| 60Δ | 1.02 | 87.1% | 9.5% | 1.99 | 308.0% | 15.8% |
| 65Δ | 0.95 | 93.3% | 7.5% | 3.53 | 397.3% | 14.9% |
| 70Δ | 0.88 | 103.7% | 6.4% | 5.20 | 454.3% | 12.7% |
| 75Δ | 0.81 | 114.0% | 5.4% | 6.03 | 441.3% | 9.5% |
| 80Δ | 0.74 | 124.4% | 4.4% | 6.87 | 428.2% | 6.3% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 151.03% | 43.80 pp | 71.46% |