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Adobe Inc. Common Stock ADBE

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-07T07:29:01.628Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

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.

History data

PriceAlpaca · sip · 2026-11-07T00:57:40.512958944Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-07T07:29:01.064307+00:00

Share price$239.10
1D-0.6%
AH$238$239$241$242$2435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADBE
Sold putSold callAH

Adobe Inc. Common Stock options

Live interpolated ADBE call and put midpoint premiums by absolute delta.Adobe Inc. Common Stock$1.22$5.70$10.19$14.67$19.15$215.09$226.59$238.08$249.58$261.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ADBE spot · $239.10ADBE PRICE$1.71$2.26$2.92$3.62$4.40$5.24$6.21$7.92$9.26$10.22$11.34$13.07$17.86$1.85$2.47$3.02$3.79$4.59$5.33$6.24$7.42$9.00$10.28$11.17$13.29$15.19
PutsCheap0.82×
CallsExpensive1.08×
SkewBullish-4.37 pp
Implied moveBalanced±$12.45
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ253.4351.2%6.7%226.6352.2%6.0%
25Δ250.5850.9%5.7%229.1952.1%5.2%
30Δ248.2651.6%5.1%231.7850.0%4.3%
35Δ246.0451.9%4.4%233.8850.3%3.8%
40Δ243.8952.1%3.8%235.8350.5%3.3%
45Δ241.8352.3%3.3%237.8349.3%2.8%
50Δ239.7852.8%2.9%239.7249.0%2.3%
55Δ237.6658.2%2.7%241.6949.7%2.0%
60Δ235.3858.9%2.3%243.9051.8%1.8%
65Δ233.3056.5%1.9%245.9151.5%1.4%
70Δ231.2254.4%1.4%247.6948.6%1.1%
75Δ228.7654.5%1.1%250.3449.9%0.9%
80Δ223.8065.5%1.1%252.8049.2%0.6%

20Δ

Calls
Pseudo strike
253.43
IV
51.2%
B/E move
6.7%
Puts
Pseudo strike
226.63
IV
52.2%
B/E move
6.0%

25Δ

Calls
Pseudo strike
250.58
IV
50.9%
B/E move
5.7%
Puts
Pseudo strike
229.19
IV
52.1%
B/E move
5.2%

30Δ

Calls
Pseudo strike
248.26
IV
51.6%
B/E move
5.1%
Puts
Pseudo strike
231.78
IV
50.0%
B/E move
4.3%

35Δ

Calls
Pseudo strike
246.04
IV
51.9%
B/E move
4.4%
Puts
Pseudo strike
233.88
IV
50.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
243.89
IV
52.1%
B/E move
3.8%
Puts
Pseudo strike
235.83
IV
50.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
241.83
IV
52.3%
B/E move
3.3%
Puts
Pseudo strike
237.83
IV
49.3%
B/E move
2.8%

50Δ

Calls
Pseudo strike
239.78
IV
52.8%
B/E move
2.9%
Puts
Pseudo strike
239.72
IV
49.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
237.66
IV
58.2%
B/E move
2.7%
Puts
Pseudo strike
241.69
IV
49.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
235.38
IV
58.9%
B/E move
2.3%
Puts
Pseudo strike
243.90
IV
51.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
233.30
IV
56.5%
B/E move
1.9%
Puts
Pseudo strike
245.91
IV
51.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
231.22
IV
54.4%
B/E move
1.4%
Puts
Pseudo strike
247.69
IV
48.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
228.76
IV
54.5%
B/E move
1.1%
Puts
Pseudo strike
250.34
IV
49.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
223.80
IV
65.5%
B/E move
1.1%
Puts
Pseudo strike
252.80
IV
49.2%
B/E move
0.6%

Options history

IV · four-Friday blend46.44%
Daily close
ADBE31.8%69.4%106.9%2026-08-10: 46.61%2026-08-11: 43.90%2026-08-12: 41.33%2026-08-13: 50.27%2026-08-14: 43.23%2026-08-17: 47.45%2026-08-18: 48.31%2026-08-19: 48.53%2026-08-20: 48.09%2026-08-21: 50.30%2026-08-24: 56.43%2026-08-25: 55.60%2026-08-26: 55.51%2026-08-27: 52.90%2026-08-28: 50.58%2026-08-31: 55.85%2026-09-01: 56.65%2026-09-02: 56.12%2026-09-03: 58.54%2026-09-04: 60.69%2026-09-08: 77.01%2026-09-09: 82.71%2026-09-10: 101.76%2026-09-11: 41.79%2026-09-14: 44.34%2026-09-15: 44.37%2026-09-16: 42.01%2026-09-17: 39.95%2026-09-18: 38.35%2026-09-21: 41.50%2026-09-22: 41.87%2026-09-23: 40.93%2026-09-24: 38.95%2026-09-25: 37.83%2026-09-28: 40.86%2026-09-29: 42.00%2026-09-30: 41.98%2026-10-01: 41.11%2026-10-02: 36.96%2026-10-05: 40.23%2026-10-06: 40.45%2026-10-07: 41.38%2026-10-08: 43.02%2026-10-09: 38.78%2026-10-12: 42.21%2026-10-13: 42.04%2026-10-14: 44.13%2026-10-15: 41.81%2026-10-16: 42.32%2026-10-19: 42.92%2026-10-20: 43.84%2026-10-21: 44.66%2026-10-22: 48.36%2026-10-23: 45.43%2026-10-26: 48.46%2026-10-27: 50.57%2026-10-28: 50.96%2026-10-29: 45.31%2026-10-30: 46.44%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
46.61%
43.90%
41.33%
50.27%
43.23%
47.45%
48.31%
48.53%
48.09%
50.30%
56.43%
55.60%
55.51%
52.90%
50.58%
55.85%
56.65%
56.12%
58.54%
60.69%
77.01%
82.71%
101.76%
41.79%
44.34%
44.37%
42.01%
39.95%
38.35%
41.50%
41.87%
40.93%
38.95%
37.83%
40.86%
42.00%
41.98%
41.11%
36.96%
40.23%
40.45%
41.38%
43.02%
38.78%
42.21%
42.04%
44.13%
41.81%
42.32%
42.92%
43.84%
44.66%
48.36%
45.43%
48.46%
50.57%
50.96%
45.31%
46.44%