Price
- Last available Alpaca trade in USD. A closed market retains its last trade; retrieval time does not change the observation time.
Fundamentals
- Alpha Vantage company overview. Reported periods and source retrieval timestamps are separate. Fund classifications come from provider or issuer evidence.
Delta bucket
- Calls and puts grouped by absolute delta. Values are linearly interpolated only across a unique pair of adjacent strikes with ordered deltas and premiums within vertical-spread bounds. Missing or crossed quotes, ambiguous delta ranges, and premiums outside intrinsic-value bounds are excluded; unavailable ranges are left empty. Comparable delta does not imply equal total risk.
Pseudo strike
- Interpolated strike in USD for the selected delta and expiration. It need not correspond to a listed, tradable contract.
IV
- Annualized implied volatility. Provider IV is used when available. Server-derived IV inverts the NBBO midpoint with a 4.5% annual rate and zero dividends; the client fallback uses a zero-rate, zero-dividend Black–Scholes approximation. These are model assumptions, not forecasts.
Adjusted deliverables
- Reviewed equity-only OCC adjustments require matching live provider contract metadata and corporate actions. Strike and premium are converted to USD per current underlying share using multiplier divided by delivered shares; incompatible provider Greeks are discarded and modeled again. Mixed, cash, unknown or subsequently changed deliverables are excluded. Source memos accompany the company JSON.
B/E move
- Absolute distance from current underlying price to pseudo strike plus call premium, or pseudo strike minus put premium, divided by underlying price. Expressed as a percentage.
History skew
- Equal-weight mean of put 50-delta IV minus call 50-delta IV across the same four listed Friday-cycle expirations used by daily IV. All four components of the selected daily model are required.
History IV-implied move
- For each of those expirations, multiply average call/put IV percent by the square root of calendar days remaining divided by 365.25; equally average the four results. This is an IV-based percentage-of-spot estimate with a rolling tenor, not a quoted straddle premium, fixed-horizon forecast, or guaranteed range.
Implied move
- Sum of the interpolated 50-delta call and put premiums, expressed in USD and as a percentage of the underlying. This is a premium-based estimate, not a confidence interval or forecast.
Skew
- Mean put IV minus mean call IV over selected delta buckets, in percentage points.
Tilt
- Difference between selected call and put premium totals divided by their combined total. A relative premium comparison, not a direction forecast.
Sources and freshness
- Company information tooltip and JSON contain provider observations, captured time and ready, partial or stale state. Five-minute server refresh; one-minute browser checks.
