IntraAlpha
Create free account Start free

Dell Technologies Inc DELL

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-10-16T01:05:27.147Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:19.798228202Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T01:05:26.504195+00:00

Share price$470.00
1D-2.5%
AH$453$462$470$479$4875:30 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$7.21$30.72$54.23$77.74$101.24$353.85$421.51$489.18$556.84$624.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DELL spot · $470.00DELL PRICE$9.76$12.81$16.47$20.40$24.82$29.35$34.72$40.67$46.87$54.44$62.85$73.25$85.99$11.65$15.46$19.78$24.24$29.58$34.86$41.09$47.63$55.17$63.35$71.77$84.43$94.47
PutsFair1.01×
CallsExpensive1.07×
SkewBullish-6.26 pp
Implied moveBearish±$75.81
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ572.0565.0%23.8%406.4763.9%16.0%
25Δ551.5564.1%20.1%420.8563.3%13.7%
30Δ536.1664.9%17.6%433.6263.1%11.9%
35Δ521.5365.3%15.3%445.9862.3%10.3%
40Δ508.2266.2%13.4%457.6962.4%8.9%
45Δ494.7065.9%11.5%469.2061.6%7.6%
50Δ482.3566.8%10.0%480.7161.5%6.5%
55Δ469.9067.7%8.6%492.2360.8%5.4%
60Δ457.2867.7%7.3%504.1760.5%4.5%
65Δ444.3568.7%6.1%516.4560.0%3.6%
70Δ430.8769.6%5.0%528.7558.8%2.8%
75Δ415.9971.2%4.1%544.5359.4%2.1%
80Δ399.1073.3%3.2%557.9257.3%1.4%

20Δ

Calls
Pseudo strike
572.05
IV
65.0%
B/E move
23.8%
Puts
Pseudo strike
406.47
IV
63.9%
B/E move
16.0%

25Δ

Calls
Pseudo strike
551.55
IV
64.1%
B/E move
20.1%
Puts
Pseudo strike
420.85
IV
63.3%
B/E move
13.7%

30Δ

Calls
Pseudo strike
536.16
IV
64.9%
B/E move
17.6%
Puts
Pseudo strike
433.62
IV
63.1%
B/E move
11.9%

35Δ

Calls
Pseudo strike
521.53
IV
65.3%
B/E move
15.3%
Puts
Pseudo strike
445.98
IV
62.3%
B/E move
10.3%

40Δ

Calls
Pseudo strike
508.22
IV
66.2%
B/E move
13.4%
Puts
Pseudo strike
457.69
IV
62.4%
B/E move
8.9%

45Δ

Calls
Pseudo strike
494.70
IV
65.9%
B/E move
11.5%
Puts
Pseudo strike
469.20
IV
61.6%
B/E move
7.6%

50Δ

Calls
Pseudo strike
482.35
IV
66.8%
B/E move
10.0%
Puts
Pseudo strike
480.71
IV
61.5%
B/E move
6.5%

55Δ

Calls
Pseudo strike
469.90
IV
67.7%
B/E move
8.6%
Puts
Pseudo strike
492.23
IV
60.8%
B/E move
5.4%

60Δ

Calls
Pseudo strike
457.28
IV
67.7%
B/E move
7.3%
Puts
Pseudo strike
504.17
IV
60.5%
B/E move
4.5%

65Δ

Calls
Pseudo strike
444.35
IV
68.7%
B/E move
6.1%
Puts
Pseudo strike
516.45
IV
60.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
430.87
IV
69.6%
B/E move
5.0%
Puts
Pseudo strike
528.75
IV
58.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
415.99
IV
71.2%
B/E move
4.1%
Puts
Pseudo strike
544.53
IV
59.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
399.10
IV
73.3%
B/E move
3.2%
Puts
Pseudo strike
557.92
IV
57.3%
B/E move
1.4%