IntraAlpha
Create free account Start free

eBay Inc EBAY

i

Market datapartial · fetched 2026-10-16T22:42:03.959Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:18:37.032603639Z

FundamentalsAlpha Vantage · unavailable

Share price$120.28
1D-2.7%
AH$119$120$122$123$1245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEBAY
Sold putSold callAH

eBay Inc options

Live interpolated EBAY call and put midpoint premiums by absolute delta.eBay Inc$0.41$2.45$4.49$6.53$8.57$111.40$115.79$120.19$124.59$128.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EBAY spot · $120.28EBAY PRICE$0.63$0.78$1.03$1.27$1.51$1.93$2.14$2.40$3.13$3.58$4.37$5.09$5.31$0.63$0.85$1.14$1.17$1.43$1.97$2.33$2.81$3.59$3.82$4.26$6.56$7.98
PutsFair1.01×
CallsCheap0.81×
SkewBearish+1.11 pp
Implied moveBearish±$4.47
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ125.3934.1%4.8%115.9533.0%4.1%
25Δ124.1732.2%3.9%116.8133.2%3.6%
30Δ123.3932.8%3.4%117.5234.7%3.2%
35Δ122.6633.1%3.0%118.5729.3%2.4%
40Δ121.8632.5%2.6%119.3828.2%1.9%
45Δ121.2334.8%2.4%119.8633.2%2.0%
50Δ120.5433.3%2.0%120.4934.0%1.8%
55Δ119.8031.7%1.6%121.2734.9%1.5%
60Δ119.0036.1%1.5%122.1738.6%1.4%
65Δ118.2435.7%1.3%122.8235.7%1.1%
70Δ117.2338.1%1.1%123.5634.4%0.8%
75Δ116.2738.6%0.9%125.8645.2%0.8%
80Δ115.8035.0%0.7%127.4748.0%0.7%

20Δ

Calls
Pseudo strike
125.39
IV
34.1%
B/E move
4.8%
Puts
Pseudo strike
115.95
IV
33.0%
B/E move
4.1%

25Δ

Calls
Pseudo strike
124.17
IV
32.2%
B/E move
3.9%
Puts
Pseudo strike
116.81
IV
33.2%
B/E move
3.6%

30Δ

Calls
Pseudo strike
123.39
IV
32.8%
B/E move
3.4%
Puts
Pseudo strike
117.52
IV
34.7%
B/E move
3.2%

35Δ

Calls
Pseudo strike
122.66
IV
33.1%
B/E move
3.0%
Puts
Pseudo strike
118.57
IV
29.3%
B/E move
2.4%

40Δ

Calls
Pseudo strike
121.86
IV
32.5%
B/E move
2.6%
Puts
Pseudo strike
119.38
IV
28.2%
B/E move
1.9%

45Δ

Calls
Pseudo strike
121.23
IV
34.8%
B/E move
2.4%
Puts
Pseudo strike
119.86
IV
33.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
120.54
IV
33.3%
B/E move
2.0%
Puts
Pseudo strike
120.49
IV
34.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
119.80
IV
31.7%
B/E move
1.6%
Puts
Pseudo strike
121.27
IV
34.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
119.00
IV
36.1%
B/E move
1.5%
Puts
Pseudo strike
122.17
IV
38.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
118.24
IV
35.7%
B/E move
1.3%
Puts
Pseudo strike
122.82
IV
35.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
117.23
IV
38.1%
B/E move
1.1%
Puts
Pseudo strike
123.56
IV
34.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
116.27
IV
38.6%
B/E move
0.9%
Puts
Pseudo strike
125.86
IV
45.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
115.80
IV
35.0%
B/E move
0.7%
Puts
Pseudo strike
127.47
IV
48.0%
B/E move
0.7%