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Market datapartial · fetched 2026-11-04T09:02:35.907Z
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 · 2026-11-04T00:10:27.655212097Z
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 (%) |
|---|---|
| 61.46% | |
| 61.84% | |
| 59.90% | |
| 60.32% | |
| 62.45% | |
| 62.36% | |
| 61.37% | |
| 60.13% | |
| 59.91% | |
| 61.54% | |
| 61.84% | |
| 60.72% | |
| 60.33% | |
| 59.03% | |
| 66.77% | |
| 64.36% | |
| 64.56% | |
| 61.87% | |
| 62.56% | |
| 62.02% | |
| 62.07% | |
| 61.87% | |
| 61.30% | |
| 60.42% | |
| 61.56% | |
| 62.33% | |
| 62.89% | |
| 60.29% | |
| 61.26% | |
| 59.97% | |
| 62.02% | |
| 60.02% | |
| 54.20% | |
| 57.85% | |
| 60.65% | |
| 63.01% | |
| 57.03% | |
| 60.30% | |
| 62.94% | |
| 59.82% | |
| 59.51% | |
| 63.24% |