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Market datapartial · fetched 2026-11-03T20:00:52.848Z
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 · 2026-11-03T19:57:55.097086063Z
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 (%) |
|---|---|
| 49.39% | |
| 50.99% | |
| 49.41% | |
| 44.71% | |
| 52.24% | |
| 54.26% | |
| 50.89% | |
| 72.42% | |
| 44.46% | |
| 43.88% | |
| 42.93% | |
| 41.34% | |
| 43.43% | |
| 47.49% | |
| 43.43% | |
| 43.55% | |
| 60.40% | |
| 49.09% | |
| 52.03% | |
| 47.34% | |
| 52.93% | |
| 47.79% | |
| 43.15% | |
| 49.29% | |
| 43.79% | |
| 49.89% | |
| 55.40% | |
| 50.51% | |
| 56.97% | |
| 42.37% | |
| 46.97% | |
| 46.66% | |
| 47.20% | |
| 44.09% | |
| 46.38% | |
| 46.55% | |
| 49.18% | |
| 51.30% | |
| 51.76% |