It looks like the TOS monthly summarized implied volatilities are off from the 50 delta readings in their individual options. For example, here is the Mar-19-21 with monthly IV=22.78% and the 50 delta 387 strike calls at 18.11% and puts at 18.48% and the 388s at 17.73% and 18.22% ORATS Mar-19-21 monthly IV is 18.3% with the 387 call and puts 18.6% and 18.7% and 388s at 18.2% and 18.3%. Fidelity, for another point of reference is 18.0% for the 387 and 17.6 for the 388s. Similarly, TOS Apr-16-21 monthly IV is 24.59% and 387 call/put is 18.6% and 18.8%, and 388s are 18.37% and 18.53%. ORATS is 18.6% monthly and 387 18.8% and 388s at 18.5%. Fidelity's 387s is 18.8% and 18.6%.