Options 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.
Values and derived Greeks for the plotted delta buckets
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
20Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
25Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
30Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
35Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
40Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
45Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
50Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
55Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
60Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
65Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
70Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
75Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
80Δ
Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move
Options history
IV · four-Friday blend69.93%
Daily close
62 observations2026-08-05 — 2026-10-30
Table
Date
IV (%)
63.46%
63.12%
63.36%
71.15%
63.22%
60.98%
70.13%
66.43%
70.97%
72.60%
73.33%
80.78%
86.79%
91.29%
95.80%
113.02%
164.52%
56.54%
54.87%
57.07%
55.91%
56.55%
48.62%
56.49%
52.63%
55.35%
48.35%
56.80%
59.81%
55.63%
54.93%
51.39%
57.62%
56.04%
56.74%
54.51%
49.73%
55.44%
55.92%
52.01%
57.03%
49.89%
47.41%
50.47%
47.89%
47.93%
45.82%
47.83%
58.34%
57.48%
55.72%
59.54%
54.62%
55.29%
55.87%
58.29%
59.04%
61.91%
58.81%
60.59%
68.32%
69.93%
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