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Dell Technologies Inc. DELL

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-11-07T02:44:49.920Z

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 · 2026-11-07T00:57:28.924116904Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-07T02:44:49.070168+00:00

Share price$331.70
1D-3.7%
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.$2.63$17.44$32.24$47.05$61.85$264.62$311.23$357.83$404.44$451.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DELL spot · $331.70DELL PRICE$4.23$5.64$7.20$8.93$10.76$12.88$15.19$17.70$20.43$23.56$27.08$30.87$35.23$6.28$8.26$10.42$12.77$15.40$18.21$21.40$25.04$29.04$33.95$39.52$46.65$57.59
PutsFair1.01×
CallsCheap0.88×
SkewBearish+19.82 pp
Implied moveBearish±$36.59
TiltBearish19.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ370.2287.3%12.9%294.44113.4%13.1%
25Δ362.7887.3%11.1%302.73111.4%11.2%
30Δ356.3887.6%9.6%310.07109.8%9.7%
35Δ350.5288.1%8.4%316.84108.4%8.3%
40Δ344.9188.0%7.2%323.21107.7%7.2%
45Δ339.6788.8%6.3%329.41106.6%6.2%
50Δ334.5089.4%5.4%335.55106.2%5.3%
55Δ329.3489.7%4.6%341.81106.1%4.5%
60Δ324.1589.7%3.9%348.23105.8%3.8%
65Δ318.8490.1%3.2%355.25106.7%3.1%
70Δ313.3190.3%2.6%362.80107.2%2.5%
75Δ307.6289.8%2.0%371.69108.9%2.0%
80Δ301.5388.9%1.5%384.11114.4%1.6%

20Δ

Calls
Pseudo strike
370.22
IV
87.3%
B/E move
12.9%
Puts
Pseudo strike
294.44
IV
113.4%
B/E move
13.1%

25Δ

Calls
Pseudo strike
362.78
IV
87.3%
B/E move
11.1%
Puts
Pseudo strike
302.73
IV
111.4%
B/E move
11.2%

30Δ

Calls
Pseudo strike
356.38
IV
87.6%
B/E move
9.6%
Puts
Pseudo strike
310.07
IV
109.8%
B/E move
9.7%

35Δ

Calls
Pseudo strike
350.52
IV
88.1%
B/E move
8.4%
Puts
Pseudo strike
316.84
IV
108.4%
B/E move
8.3%

40Δ

Calls
Pseudo strike
344.91
IV
88.0%
B/E move
7.2%
Puts
Pseudo strike
323.21
IV
107.7%
B/E move
7.2%

45Δ

Calls
Pseudo strike
339.67
IV
88.8%
B/E move
6.3%
Puts
Pseudo strike
329.41
IV
106.6%
B/E move
6.2%

50Δ

Calls
Pseudo strike
334.50
IV
89.4%
B/E move
5.4%
Puts
Pseudo strike
335.55
IV
106.2%
B/E move
5.3%

55Δ

Calls
Pseudo strike
329.34
IV
89.7%
B/E move
4.6%
Puts
Pseudo strike
341.81
IV
106.1%
B/E move
4.5%

60Δ

Calls
Pseudo strike
324.15
IV
89.7%
B/E move
3.9%
Puts
Pseudo strike
348.23
IV
105.8%
B/E move
3.8%

65Δ

Calls
Pseudo strike
318.84
IV
90.1%
B/E move
3.2%
Puts
Pseudo strike
355.25
IV
106.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
313.31
IV
90.3%
B/E move
2.6%
Puts
Pseudo strike
362.80
IV
107.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
307.62
IV
89.8%
B/E move
2.0%
Puts
Pseudo strike
371.69
IV
108.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
301.53
IV
88.9%
B/E move
1.5%
Puts
Pseudo strike
384.11
IV
114.4%
B/E move
1.6%

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%