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Market datapartial · fetched 2026-11-03T20:50:19.262Z
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 · 2026-11-03T20:50:01.899362993Z
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 (%) |
|---|---|
| 62.57% | |
| 53.69% | |
| 55.52% | |
| 54.06% | |
| 55.42% | |
| 59.51% | |
| 57.53% | |
| 59.35% | |
| 57.76% | |
| 61.61% | |
| 61.35% | |
| 63.72% | |
| 66.45% | |
| 62.93% | |
| 81.20% | |
| 68.84% | |
| 61.92% | |
| 59.66% | |
| 63.05% | |
| 63.82% | |
| 61.15% | |
| 60.87% | |
| 57.53% | |
| 59.86% | |
| 60.87% | |
| 59.78% | |
| 60.15% | |
| 68.53% | |
| 70.38% | |
| 74.09% | |
| 75.68% | |
| 99.78% | |
| 68.29% | |
| 60.18% | |
| 61.23% | |
| 62.72% | |
| 61.93% | |
| 66.78% | |
| 70.87% | |
| 66.89% | |
| 63.73% | |
| 72.43% | |
| 65.47% |