Options 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.
Values and derived Greeks for the plotted delta buckets
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
20Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
25Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
30Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
35Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
40Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
45Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
50Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
55Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
60Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
65Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
70Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
75Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
80Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
Options history
IV · four-Friday blend75.48%
Daily close
62 observations2026-08-05 — 2026-10-30
Table
Date
IV (%)
70.49%
59.90%
54.58%
57.85%
57.15%
55.25%
51.96%
45.95%
50.06%
50.92%
50.19%
49.22%
48.93%
51.66%
51.10%
53.71%
50.10%
44.07%
46.80%
47.98%
49.61%
47.38%
45.49%
52.22%
52.68%
50.94%
45.61%
51.38%
50.75%
51.58%
48.31%
46.60%
49.61%
48.88%
48.57%
46.87%
43.04%
46.90%
46.59%
46.42%
46.05%
42.23%
43.09%
42.83%
42.95%
46.79%
44.58%
46.78%
51.27%
56.54%
58.83%
56.68%
57.67%
60.72%
60.91%
65.67%
63.09%
66.00%
66.76%
68.58%
69.64%
75.48%
Computer Hardware
CRCT
Cricut, Inc. designs and markets a creativity platform that enables users to turn ideas into professional-looking handmade products in the United States, Europe, and…
Corsair Gaming, Inc. designs, markets and distributes gaming and broadcast peripherals, components and systems in the Americas, Europe, the Middle East and Asia Pacific.
3D Systems Corporation provides 3D printing and digital manufacturing solutions in the Americas, Europe, the Middle East, Africa, and Asia Pacific. The company is headquartered in…
Dell Technologies Inc. designs, develops, manufactures, markets, sells and supports information technology solutions, products and services worldwide. The company is headquartered…
IONQ Inc. is a trailblazer in the quantum computing industry, dedicated to the development of cutting-edge quantum processors and sophisticated software solutions aimed at solving…