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Analog Devices Inc ADI

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-15T20:03:46.532Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:34.515884065Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:03:46.244632+00:00

Share price$403.95
1D+1.2%
AH$394$398$401$405$4095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADI
Sold putSold callAH

Analog Devices Inc options

Live interpolated ADI call and put midpoint premiums by absolute delta.Analog Devices Inc$1.28$3.91$6.55$9.18$11.82$387.39$397.29$407.18$417.08$426.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $403.95OPTION PRICELive ADI spot · $403.95ADI PRICE$1.56$1.92$2.41$2.83$3.17$3.65$4.35$5.17$6.16$7.18$8.18$9.59$11.06$1.66$2.01$2.44$3.05$3.55$4.00$4.69$5.45$6.30$7.28$8.35$9.76$11.06
PutsCheap0.95×
CallsCheap0.62×
SkewBearish+0.55 pp
Implied moveBearish±$9.04
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ416.4367.2%3.5%392.1069.2%3.3%
25Δ413.1962.0%2.8%395.3462.7%2.6%
30Δ411.0060.6%2.3%397.6259.6%2.2%
35Δ409.0058.0%2.0%399.3260.0%1.9%
40Δ407.0553.4%1.6%401.0257.9%1.6%
45Δ405.5551.7%1.3%402.7154.7%1.3%
50Δ404.1151.9%1.1%404.1554.4%1.1%
55Δ402.7253.4%1.0%405.6154.2%0.9%
60Δ401.2054.8%0.8%407.0854.1%0.8%
65Δ399.6455.7%0.7%408.6154.0%0.6%
70Δ398.0855.1%0.6%410.2054.0%0.5%
75Δ396.1956.0%0.5%412.0554.6%0.4%
80Δ394.2956.0%0.3%413.7953.3%0.3%

20Δ

Calls
Pseudo strike
416.43
IV
67.2%
B/E move
3.5%
Puts
Pseudo strike
392.10
IV
69.2%
B/E move
3.3%

25Δ

Calls
Pseudo strike
413.19
IV
62.0%
B/E move
2.8%
Puts
Pseudo strike
395.34
IV
62.7%
B/E move
2.6%

30Δ

Calls
Pseudo strike
411.00
IV
60.6%
B/E move
2.3%
Puts
Pseudo strike
397.62
IV
59.6%
B/E move
2.2%

35Δ

Calls
Pseudo strike
409.00
IV
58.0%
B/E move
2.0%
Puts
Pseudo strike
399.32
IV
60.0%
B/E move
1.9%

40Δ

Calls
Pseudo strike
407.05
IV
53.4%
B/E move
1.6%
Puts
Pseudo strike
401.02
IV
57.9%
B/E move
1.6%

45Δ

Calls
Pseudo strike
405.55
IV
51.7%
B/E move
1.3%
Puts
Pseudo strike
402.71
IV
54.7%
B/E move
1.3%

50Δ

Calls
Pseudo strike
404.11
IV
51.9%
B/E move
1.1%
Puts
Pseudo strike
404.15
IV
54.4%
B/E move
1.1%

55Δ

Calls
Pseudo strike
402.72
IV
53.4%
B/E move
1.0%
Puts
Pseudo strike
405.61
IV
54.2%
B/E move
0.9%

60Δ

Calls
Pseudo strike
401.20
IV
54.8%
B/E move
0.8%
Puts
Pseudo strike
407.08
IV
54.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
399.64
IV
55.7%
B/E move
0.7%
Puts
Pseudo strike
408.61
IV
54.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
398.08
IV
55.1%
B/E move
0.6%
Puts
Pseudo strike
410.20
IV
54.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
396.19
IV
56.0%
B/E move
0.5%
Puts
Pseudo strike
412.05
IV
54.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
394.29
IV
56.0%
B/E move
0.3%
Puts
Pseudo strike
413.79
IV
53.3%
B/E move
0.3%