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Market datapartial · fetched 2026-11-03T22:50:28.623Z
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 · 2026-11-03T22:48:03.658022446Z
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 (%) |
|---|---|
| 52.15% | |
| 50.76% | |
| 43.32% | |
| 55.01% | |
| 28.73% | |
| 61.20% | |
| 100.06% | |
| 39.50% | |
| 38.06% | |
| 50.05% | |
| 54.15% | |
| 108.64% | |
| 39.08% | |
| 38.03% | |
| 42.89% | |
| 52.13% | |
| 42.77% | |
| 29.16% | |
| 35.57% | |
| 38.88% | |
| 53.34% | |
| 48.42% | |
| 54.58% | |
| 53.15% | |
| 56.72% | |
| 44.24% | |
| 51.96% | |
| 41.62% | |
| 47.71% | |
| 61.47% | |
| 53.48% | |
| 143.83% | |
| 36.13% | |
| 34.88% | |
| 52.04% | |
| 48.84% | |
| 53.09% | |
| 41.23% | |
| 54.74% | |
| 32.51% | |
| 52.26% |