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Market datapartial · fetched 2026-11-04T14:49:17.615Z
Delta surfaceAlpaca · derived absolute-delta buckets ·
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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.
History dataFundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
| Date | IV (%) |
|---|---|
| 58.14% | |
| 57.25% | |
| 61.80% | |
| 61.23% | |
| 67.53% | |
| 64.92% | |
| 76.07% | |
| 77.94% | |
| 94.52% | |
| 43.01% | |
| 44.35% | |
| 49.91% | |
| 36.86% | |
| 27.30% | |
| 30.67% | |
| 45.37% | |
| 34.92% | |
| 47.37% | |
| 32.77% | |
| 49.57% | |
| 56.95% | |
| 49.61% | |
| 68.04% | |
| 27.09% | |
| 48.28% | |
| 46.94% | |
| 38.51% | |
| 48.40% | |
| 41.98% | |
| 49.95% | |
| 52.01% | |
| 43.43% | |
| 39.57% | |
| 50.03% | |
| 50.33% | |
| 57.31% | |
| 60.96% | |
| 73.02% | |
| 54.85% | |
| 49.83% | |
| 59.25% | |
| 51.69% | |
| 32.03% | |
| 43.53% |