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Market datapartial · fetched 2026-11-05T17:30:42.582Z
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 · 2026-11-05T17:30:39.790188283Z
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 (%) |
|---|---|
| 5.36% | |
| 5.82% | |
| 5.87% | |
| 5.16% | |
| 6.26% | |
| 7.47% | |
| 5.26% | |
| 5.59% | |
| 6.70% | |
| 5.81% | |
| 5.96% | |
| 8.32% | |
| 5.72% | |
| 5.34% | |
| 5.97% | |
| 8.98% | |
| 8.23% | |
| 6.59% | |
| 7.04% | |
| 7.35% | |
| 7.01% | |
| 6.20% | |
| 6.47% | |
| 6.41% | |
| 7.99% | |
| 9.00% | |
| 7.99% | |
| 8.87% | |
| 9.09% | |
| 9.08% | |
| 7.86% | |
| 8.33% | |
| 7.38% | |
| 7.58% | |
| 8.26% | |
| 7.04% | |
| 7.29% | |
| 7.53% | |
| 7.80% | |
| 7.94% | |
| 7.74% | |
| 7.65% | |
| 7.58% | |
| 7.49% | |
| 9.22% | |
| 8.21% | |
| 8.23% | |
| 9.05% | |
| 8.00% | |
| 8.16% |