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Market datapartial · fetched 2026-11-04T07:02:43.840Z
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 · 2026-11-04T00:00:00.00236262Z
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 (%) |
|---|---|
| 32.99% | |
| 33.69% | |
| 30.99% | |
| 33.97% | |
| 35.52% | |
| 40.87% | |
| 51.78% | |
| 28.00% | |
| 33.70% | |
| 31.43% | |
| 29.91% | |
| 27.12% | |
| 28.16% | |
| 27.61% | |
| 29.95% | |
| 29.89% | |
| 30.57% | |
| 38.66% | |
| 35.24% | |
| 35.44% | |
| 29.96% | |
| 32.81% | |
| 30.15% | |
| 29.78% | |
| 31.95% | |
| 32.12% | |
| 31.00% | |
| 32.60% | |
| 30.78% | |
| 33.28% | |
| 37.00% | |
| 31.06% | |
| 38.58% | |
| 31.78% | |
| 37.89% | |
| 30.92% | |
| 28.89% | |
| 29.58% | |
| 30.76% | |
| 30.54% | |
| 29.49% | |
| 28.98% | |
| 30.20% | |
| 29.23% | |
| 28.96% | |
| 30.86% |