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Salesforce, Inc. CRM

i

Market dataready · fetched 2026-11-07T04:50:42.605Z

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 · 2026-11-07T00:57:36.884581781Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-07T04:49:00.231770+00:00

Share price$213.65
1D-1.4%
AH$211$213$215$217$2185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRM
Sold putSold callAH

Salesforce, Inc. options

Live interpolated CRM call and put midpoint premiums by absolute delta.Salesforce, Inc.$1.00$5.01$9.02$13.03$17.04$187.89$200.69$213.50$226.30$239.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRM spot · $213.65CRM PRICE$1.44$1.91$2.48$3.10$3.76$4.50$5.34$6.30$7.26$8.74$10.54$12.42$15.88$1.67$2.19$2.76$3.40$4.05$4.68$5.45$6.36$7.40$8.28$9.21$10.18$12.35
PutsCheap0.62×
CallsCheap0.87×
SkewBullish-3.84 pp
Implied moveBalanced±$10.79
TiltBullish3.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ225.6844.6%6.3%202.4348.9%6.0%
25Δ223.3644.5%5.4%204.9147.9%5.1%
30Δ221.3745.1%4.8%207.0247.3%4.4%
35Δ219.5645.9%4.2%208.9446.9%3.8%
40Δ217.7546.2%3.7%210.7846.2%3.2%
45Δ215.9946.4%3.2%212.5644.8%2.7%
50Δ214.2546.9%2.8%214.2044.3%2.3%
55Δ212.5047.8%2.4%215.8844.2%1.9%
60Δ210.7347.5%2.0%217.5844.5%1.6%
65Δ208.6549.7%1.8%219.1643.1%1.3%
70Δ206.3452.4%1.5%220.7341.6%1.0%
75Δ203.8553.8%1.2%222.2839.9%0.7%
80Δ199.9960.3%1.0%224.8341.6%0.5%

20Δ

Calls
Pseudo strike
225.68
IV
44.6%
B/E move
6.3%
Puts
Pseudo strike
202.43
IV
48.9%
B/E move
6.0%

25Δ

Calls
Pseudo strike
223.36
IV
44.5%
B/E move
5.4%
Puts
Pseudo strike
204.91
IV
47.9%
B/E move
5.1%

30Δ

Calls
Pseudo strike
221.37
IV
45.1%
B/E move
4.8%
Puts
Pseudo strike
207.02
IV
47.3%
B/E move
4.4%

35Δ

Calls
Pseudo strike
219.56
IV
45.9%
B/E move
4.2%
Puts
Pseudo strike
208.94
IV
46.9%
B/E move
3.8%

40Δ

Calls
Pseudo strike
217.75
IV
46.2%
B/E move
3.7%
Puts
Pseudo strike
210.78
IV
46.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
215.99
IV
46.4%
B/E move
3.2%
Puts
Pseudo strike
212.56
IV
44.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
214.25
IV
46.9%
B/E move
2.8%
Puts
Pseudo strike
214.20
IV
44.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
212.50
IV
47.8%
B/E move
2.4%
Puts
Pseudo strike
215.88
IV
44.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
210.73
IV
47.5%
B/E move
2.0%
Puts
Pseudo strike
217.58
IV
44.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
208.65
IV
49.7%
B/E move
1.8%
Puts
Pseudo strike
219.16
IV
43.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
206.34
IV
52.4%
B/E move
1.5%
Puts
Pseudo strike
220.73
IV
41.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
203.85
IV
53.8%
B/E move
1.2%
Puts
Pseudo strike
222.28
IV
39.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
199.99
IV
60.3%
B/E move
1.0%
Puts
Pseudo strike
224.83
IV
41.6%
B/E move
0.5%

Options history

IV · four-Friday blend45.73%
Daily close
CRM33.5%55.0%76.5%2026-08-10: 48.58%2026-08-11: 47.76%2026-08-12: 48.60%2026-08-13: 55.65%2026-08-14: 48.22%2026-08-17: 54.10%2026-08-18: 55.22%2026-08-19: 57.23%2026-08-20: 55.35%2026-08-21: 58.01%2026-08-24: 66.41%2026-08-25: 69.90%2026-08-26: 73.52%2026-08-27: 49.35%2026-08-28: 37.40%2026-08-31: 38.71%2026-09-01: 40.43%2026-09-02: 39.65%2026-09-03: 39.71%2026-09-04: 37.15%2026-09-08: 43.23%2026-09-09: 42.71%2026-09-10: 42.59%2026-09-11: 38.94%2026-09-14: 44.50%2026-09-15: 47.49%2026-09-16: 48.79%2026-09-17: 40.31%2026-09-18: 36.51%2026-09-21: 39.61%2026-09-22: 40.16%2026-09-23: 41.46%2026-09-24: 39.65%2026-09-25: 37.79%2026-09-28: 41.37%2026-09-29: 41.76%2026-09-30: 40.62%2026-10-01: 38.81%2026-10-02: 36.62%2026-10-05: 38.58%2026-10-06: 38.97%2026-10-07: 37.62%2026-10-08: 39.40%2026-10-09: 37.22%2026-10-12: 40.03%2026-10-13: 40.99%2026-10-14: 43.78%2026-10-15: 43.03%2026-10-16: 42.62%2026-10-19: 44.31%2026-10-20: 44.83%2026-10-21: 47.02%2026-10-22: 47.77%2026-10-23: 45.72%2026-10-26: 49.16%2026-10-27: 51.20%2026-10-28: 52.73%2026-10-29: 45.55%2026-10-30: 45.73%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
48.58%
47.76%
48.60%
55.65%
48.22%
54.10%
55.22%
57.23%
55.35%
58.01%
66.41%
69.90%
73.52%
49.35%
37.40%
38.71%
40.43%
39.65%
39.71%
37.15%
43.23%
42.71%
42.59%
38.94%
44.50%
47.49%
48.79%
40.31%
36.51%
39.61%
40.16%
41.46%
39.65%
37.79%
41.37%
41.76%
40.62%
38.81%
36.62%
38.58%
38.97%
37.62%
39.40%
37.22%
40.03%
40.99%
43.78%
43.03%
42.62%
44.31%
44.83%
47.02%
47.77%
45.72%
49.16%
51.20%
52.73%
45.55%
45.73%