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Market datapartial · fetched 2026-11-05T22:00:50.186Z
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 dataPriceAlpaca · sip · 2026-11-05T21:54:20.738643826Z
FundamentalsAlpha 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 (%) |
|---|---|
| 79.74% | |
| 74.52% | |
| 74.13% | |
| 73.88% | |
| 75.91% | |
| 75.20% | |
| 73.45% | |
| 74.53% | |
| 73.51% | |
| 72.90% | |
| 75.01% | |
| 74.50% | |
| 77.08% | |
| 74.69% | |
| 72.36% | |
| 74.71% | |
| 74.92% | |
| 72.88% | |
| 72.67% | |
| 70.79% | |
| 72.90% | |
| 73.84% | |
| 73.29% | |
| 71.11% | |
| 69.99% | |
| 70.57% | |
| 68.20% | |
| 69.22% | |
| 68.94% | |
| 69.14% | |
| 71.78% | |
| 69.66% | |
| 69.08% | |
| 69.29% |