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Market datapartial · fetched 2026-11-04T09:38:57.895Z
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 · 2026-11-04T00:00:00.003736934Z
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 (%) |
|---|---|
| 31.98% | |
| 38.51% | |
| 33.68% | |
| 39.75% | |
| 39.68% | |
| 50.26% | |
| 26.77% | |
| 26.00% | |
| 25.72% | |
| 32.91% | |
| 32.60% | |
| 32.26% | |
| 36.38% | |
| 31.32% | |
| 39.60% | |
| 32.53% | |
| 31.13% | |
| 31.25% | |
| 33.35% | |
| 30.56% | |
| 32.98% | |
| 32.32% | |
| 37.10% | |
| 34.10% | |
| 29.10% | |
| 40.31% | |
| 43.89% | |
| 42.29% | |
| 42.28% | |
| 44.84% | |
| 49.17% | |
| 54.59% | |
| 62.88% | |
| 30.30% | |
| 31.33% | |
| 34.63% | |
| 32.26% | |
| 35.39% | |
| 32.51% | |
| 34.14% | |
| 33.24% | |
| 33.66% | |
| 37.23% |