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Analog Devices Inc ADI

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-20T06:03:42.889Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T22:10:37.823556603Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-20T06:03:42.279297+00:00

Share price$397.16
1D-2.8%
AH$390$395$399$404$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$3.14$18.99$34.84$50.70$66.55$333.56$364.74$395.91$427.08$458.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ADI spot · $397.15ADI PRICE$4.86$6.40$8.16$10.07$12.15$14.24$16.74$19.27$22.32$25.06$28.74$32.76$37.45$6.01$8.06$10.15$12.50$15.24$18.27$21.66$25.41$29.59$34.61$40.86$49.59$61.98
PutsExpensive1.09×
CallsCheap0.92×
SkewBearish+5.60 pp
Implied moveBearish±$38.40
TiltBearish16.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ442.1539.6%12.6%360.8843.7%10.6%
25Δ433.3139.2%10.7%368.6543.7%9.2%
30Δ425.9439.3%9.3%376.0543.0%7.9%
35Δ419.1739.2%8.1%382.7642.7%6.8%
40Δ412.8939.2%7.0%389.0842.9%5.9%
45Δ406.7638.7%6.0%395.3543.0%5.1%
50Δ401.0438.8%5.2%401.6643.2%4.3%
55Δ395.3838.5%4.4%408.1043.4%3.6%
60Δ389.7438.6%3.8%414.7843.4%3.0%
65Δ384.2937.6%3.1%422.0143.8%2.5%
70Δ378.4837.6%2.5%430.2444.6%2.0%
75Δ372.4537.3%2.0%440.6946.5%1.5%
80Δ365.9737.0%1.6%454.6649.5%1.1%

20Δ

Calls
Pseudo strike
442.15
IV
39.6%
B/E move
12.6%
Puts
Pseudo strike
360.88
IV
43.7%
B/E move
10.6%

25Δ

Calls
Pseudo strike
433.31
IV
39.2%
B/E move
10.7%
Puts
Pseudo strike
368.65
IV
43.7%
B/E move
9.2%

30Δ

Calls
Pseudo strike
425.94
IV
39.3%
B/E move
9.3%
Puts
Pseudo strike
376.05
IV
43.0%
B/E move
7.9%

35Δ

Calls
Pseudo strike
419.17
IV
39.2%
B/E move
8.1%
Puts
Pseudo strike
382.76
IV
42.7%
B/E move
6.8%

40Δ

Calls
Pseudo strike
412.89
IV
39.2%
B/E move
7.0%
Puts
Pseudo strike
389.08
IV
42.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
406.76
IV
38.7%
B/E move
6.0%
Puts
Pseudo strike
395.35
IV
43.0%
B/E move
5.1%

50Δ

Calls
Pseudo strike
401.04
IV
38.8%
B/E move
5.2%
Puts
Pseudo strike
401.66
IV
43.2%
B/E move
4.3%

55Δ

Calls
Pseudo strike
395.38
IV
38.5%
B/E move
4.4%
Puts
Pseudo strike
408.10
IV
43.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
389.74
IV
38.6%
B/E move
3.8%
Puts
Pseudo strike
414.78
IV
43.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
384.29
IV
37.6%
B/E move
3.1%
Puts
Pseudo strike
422.01
IV
43.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
378.48
IV
37.6%
B/E move
2.5%
Puts
Pseudo strike
430.24
IV
44.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
372.45
IV
37.3%
B/E move
2.0%
Puts
Pseudo strike
440.69
IV
46.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
365.97
IV
37.0%
B/E move
1.6%
Puts
Pseudo strike
454.66
IV
49.5%
B/E move
1.1%

Options history

ADI40.3640.4040.442026-10-19T19:59:06.975000+00:00: 40.40%Oct 19Oct 19
Table
ObservationIVSkewImplied move
40.40%4.42 pp9.67%