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Analog Devices Inc ADI

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-15T20:37:14.929Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:24:25.343730417Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:37:14.345806+00:00

Share price$402.87
1D+1.0%
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$1.19$4.90$8.61$12.32$16.03$385.27$395.51$405.75$415.99$426.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $402.87OPTION PRICELive ADI spot · $402.87ADI PRICE$1.63$2.00$2.57$2.95$3.43$4.06$4.96$6.00$7.13$8.29$10.00$11.65$14.96$1.59$1.91$2.29$2.80$3.34$3.69$4.15$4.76$5.41$6.13$6.88$7.70$8.60
PutsCheap0.78×
CallsCheap0.69×
SkewBullish-13.72 pp
Implied moveBullish±$9.11
TiltBullish14.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ415.9570.5%3.7%391.4466.7%3.2%
25Δ412.4364.5%2.9%394.6460.0%2.5%
30Δ410.4365.1%2.5%396.8856.2%2.1%
35Δ408.1160.5%2.0%398.6055.1%1.8%
40Δ406.2457.9%1.7%400.1554.6%1.5%
45Δ404.6057.5%1.4%401.6450.9%1.2%
50Δ403.0859.7%1.3%403.0348.4%1.0%
55Δ401.4562.0%1.1%404.2947.6%0.8%
60Δ399.7264.1%1.0%405.5446.7%0.7%
65Δ397.9064.7%0.8%406.7745.8%0.6%
70Δ395.6967.9%0.7%408.0144.7%0.4%
75Δ393.4868.7%0.6%409.2543.3%0.3%
80Δ389.8076.9%0.5%410.5341.7%0.2%

20Δ

Calls
Pseudo strike
415.95
IV
70.5%
B/E move
3.7%
Puts
Pseudo strike
391.44
IV
66.7%
B/E move
3.2%

25Δ

Calls
Pseudo strike
412.43
IV
64.5%
B/E move
2.9%
Puts
Pseudo strike
394.64
IV
60.0%
B/E move
2.5%

30Δ

Calls
Pseudo strike
410.43
IV
65.1%
B/E move
2.5%
Puts
Pseudo strike
396.88
IV
56.2%
B/E move
2.1%

35Δ

Calls
Pseudo strike
408.11
IV
60.5%
B/E move
2.0%
Puts
Pseudo strike
398.60
IV
55.1%
B/E move
1.8%

40Δ

Calls
Pseudo strike
406.24
IV
57.9%
B/E move
1.7%
Puts
Pseudo strike
400.15
IV
54.6%
B/E move
1.5%

45Δ

Calls
Pseudo strike
404.60
IV
57.5%
B/E move
1.4%
Puts
Pseudo strike
401.64
IV
50.9%
B/E move
1.2%

50Δ

Calls
Pseudo strike
403.08
IV
59.7%
B/E move
1.3%
Puts
Pseudo strike
403.03
IV
48.4%
B/E move
1.0%

55Δ

Calls
Pseudo strike
401.45
IV
62.0%
B/E move
1.1%
Puts
Pseudo strike
404.29
IV
47.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
399.72
IV
64.1%
B/E move
1.0%
Puts
Pseudo strike
405.54
IV
46.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
397.90
IV
64.7%
B/E move
0.8%
Puts
Pseudo strike
406.77
IV
45.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
395.69
IV
67.9%
B/E move
0.7%
Puts
Pseudo strike
408.01
IV
44.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
393.48
IV
68.7%
B/E move
0.6%
Puts
Pseudo strike
409.25
IV
43.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
389.80
IV
76.9%
B/E move
0.5%
Puts
Pseudo strike
410.53
IV
41.7%
B/E move
0.2%