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Dell Technologies Inc. DELL

i

Market dataready · fetched 2026-11-06T21:23:31.049Z

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 · 2026-11-06T21:18:32.165209344Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-06T21:23:29.129566+00:00

Share price$330.16
1D-4.0%
AH$324$331$338$345$3535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDELL
Sold putSold callAH

Dell Technologies Inc. options

Live interpolated DELL call and put midpoint premiums by absolute delta.Dell Technologies Inc.$2.93$15.85$28.76$41.68$54.60$263.82$310.64$357.47$404.30$451.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DELL spot · $330.16DELL PRICE$4.32$5.78$7.40$9.19$11.14$13.34$15.81$18.51$21.41$24.92$28.76$33.23$38.42$6.12$8.03$10.10$12.33$14.81$17.45$20.38$23.78$27.47$31.71$36.59$42.73$50.88
PutsFair0.98×
CallsCheap0.93×
SkewBearish+10.06 pp
Implied moveBearish±$36.19
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ369.7189.8%13.3%293.68111.2%12.9%
25Δ362.1890.0%11.4%301.83109.0%11.0%
30Δ355.6690.6%10.0%309.06107.1%9.4%
35Δ349.7191.4%8.7%315.68105.4%8.1%
40Δ343.9991.8%7.6%321.87104.3%7.0%
45Δ338.5692.7%6.6%327.85103.0%6.0%
50Δ333.2193.8%5.7%333.71102.0%5.1%
55Δ327.8194.6%4.9%339.66101.7%4.3%
60Δ322.3594.9%4.1%345.70101.1%3.6%
65Δ316.6596.2%3.5%352.06100.7%3.0%
70Δ310.7197.0%2.8%358.87100.4%2.4%
75Δ304.3297.9%2.2%366.72101.1%1.9%
80Δ297.3398.5%1.7%376.39103.0%1.4%

20Δ

Calls
Pseudo strike
369.71
IV
89.8%
B/E move
13.3%
Puts
Pseudo strike
293.68
IV
111.2%
B/E move
12.9%

25Δ

Calls
Pseudo strike
362.18
IV
90.0%
B/E move
11.4%
Puts
Pseudo strike
301.83
IV
109.0%
B/E move
11.0%

30Δ

Calls
Pseudo strike
355.66
IV
90.6%
B/E move
10.0%
Puts
Pseudo strike
309.06
IV
107.1%
B/E move
9.4%

35Δ

Calls
Pseudo strike
349.71
IV
91.4%
B/E move
8.7%
Puts
Pseudo strike
315.68
IV
105.4%
B/E move
8.1%

40Δ

Calls
Pseudo strike
343.99
IV
91.8%
B/E move
7.6%
Puts
Pseudo strike
321.87
IV
104.3%
B/E move
7.0%

45Δ

Calls
Pseudo strike
338.56
IV
92.7%
B/E move
6.6%
Puts
Pseudo strike
327.85
IV
103.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
333.21
IV
93.8%
B/E move
5.7%
Puts
Pseudo strike
333.71
IV
102.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
327.81
IV
94.6%
B/E move
4.9%
Puts
Pseudo strike
339.66
IV
101.7%
B/E move
4.3%

60Δ

Calls
Pseudo strike
322.35
IV
94.9%
B/E move
4.1%
Puts
Pseudo strike
345.70
IV
101.1%
B/E move
3.6%

65Δ

Calls
Pseudo strike
316.65
IV
96.2%
B/E move
3.5%
Puts
Pseudo strike
352.06
IV
100.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
310.71
IV
97.0%
B/E move
2.8%
Puts
Pseudo strike
358.87
IV
100.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
304.32
IV
97.9%
B/E move
2.2%
Puts
Pseudo strike
366.72
IV
101.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
297.33
IV
98.5%
B/E move
1.7%
Puts
Pseudo strike
376.39
IV
103.0%
B/E move
1.4%

Options history

IV · four-Friday blend74.83%
Daily close
DELL50.4%79.0%107.6%2026-08-10: 83.55%2026-08-11: 81.25%2026-08-12: 81.65%2026-08-13: 75.52%2026-08-14: 73.61%2026-08-17: 76.87%2026-08-18: 80.14%2026-08-19: 79.04%2026-08-20: 77.48%2026-08-21: 79.81%2026-08-24: 85.72%2026-08-25: 85.05%2026-08-26: 86.45%2026-08-27: 84.06%2026-08-28: 83.27%2026-08-31: 90.34%2026-09-01: 103.66%2026-09-02: 66.86%2026-09-03: 63.67%2026-09-04: 59.00%2026-09-08: 66.47%2026-09-09: 64.12%2026-09-10: 61.08%2026-09-11: 61.28%2026-09-14: 62.51%2026-09-15: 63.33%2026-09-16: 65.84%2026-09-17: 61.26%2026-09-18: 56.95%2026-09-21: 61.27%2026-09-22: 62.64%2026-09-23: 61.39%2026-09-24: 62.19%2026-09-25: 58.33%2026-09-28: 60.96%2026-09-29: 61.84%2026-09-30: 61.34%2026-10-01: 58.50%2026-10-02: 55.03%2026-10-05: 54.74%2026-10-06: 56.23%2026-10-07: 56.07%2026-10-08: 58.45%2026-10-09: 54.38%2026-10-12: 58.21%2026-10-13: 61.91%2026-10-14: 68.74%2026-10-15: 73.25%2026-10-16: 68.61%2026-10-19: 68.37%2026-10-20: 70.10%2026-10-21: 66.52%2026-10-22: 72.94%2026-10-23: 65.82%2026-10-26: 70.36%2026-10-27: 68.55%2026-10-28: 68.26%2026-10-29: 68.18%2026-10-30: 74.83%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
83.55%
81.25%
81.65%
75.52%
73.61%
76.87%
80.14%
79.04%
77.48%
79.81%
85.72%
85.05%
86.45%
84.06%
83.27%
90.34%
103.66%
66.86%
63.67%
59.00%
66.47%
64.12%
61.08%
61.28%
62.51%
63.33%
65.84%
61.26%
56.95%
61.27%
62.64%
61.39%
62.19%
58.33%
60.96%
61.84%
61.34%
58.50%
55.03%
54.74%
56.23%
56.07%
58.45%
54.38%
58.21%
61.91%
68.74%
73.25%
68.61%
68.37%
70.10%
66.52%
72.94%
65.82%
70.36%
68.55%
68.26%
68.18%
74.83%