IntraAlpha
Create free account Start free

Alphabet Inc Class A GOOGL

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-10-16T22:53:58.438Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:53:53.863036383Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:53:57.787317+00:00

Share price$339.09
1D-2.4%
AH$338$342$345$348$3515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGOOGL
Sold putSold callAH

Alphabet Inc Class A options

Live interpolated GOOGL call and put midpoint premiums by absolute delta.Alphabet Inc Class A$1.06$6.50$11.95$17.39$22.84$320.98$331.40$341.83$352.25$362.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GOOGL spot · $339.09GOOGL PRICE$1.64$2.20$2.79$3.53$4.17$5.12$6.40$7.65$9.75$10.71$12.79$17.21$21.27$1.70$2.19$2.67$3.24$3.80$4.42$5.15$5.89$6.63$7.33$8.10$9.09$10.12
PutsCheap0.88×
CallsExpensive1.37×
SkewBullish-10.26 pp
Implied moveBullish±$11.56
TiltBullish19.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ352.6032.0%4.5%327.3631.6%4.0%
25Δ350.0532.2%3.9%330.0730.6%3.3%
30Δ347.6632.0%3.4%332.5029.2%2.7%
35Δ345.6532.6%3.0%334.4428.6%2.3%
40Δ343.5431.9%2.5%336.2627.8%2.0%
45Δ341.5732.7%2.2%337.9827.1%1.6%
50Δ339.7435.2%2.1%339.5726.8%1.4%
55Δ337.6336.1%1.8%341.1126.3%1.1%
60Δ335.1240.0%1.7%342.6125.6%0.9%
65Δ332.9938.1%1.4%343.9824.5%0.7%
70Δ330.1939.7%1.1%345.3723.5%0.5%
75Δ325.5146.8%1.1%346.8422.8%0.4%
80Δ320.7950.3%0.9%348.3221.9%0.3%

20Δ

Calls
Pseudo strike
352.60
IV
32.0%
B/E move
4.5%
Puts
Pseudo strike
327.36
IV
31.6%
B/E move
4.0%

25Δ

Calls
Pseudo strike
350.05
IV
32.2%
B/E move
3.9%
Puts
Pseudo strike
330.07
IV
30.6%
B/E move
3.3%

30Δ

Calls
Pseudo strike
347.66
IV
32.0%
B/E move
3.4%
Puts
Pseudo strike
332.50
IV
29.2%
B/E move
2.7%

35Δ

Calls
Pseudo strike
345.65
IV
32.6%
B/E move
3.0%
Puts
Pseudo strike
334.44
IV
28.6%
B/E move
2.3%

40Δ

Calls
Pseudo strike
343.54
IV
31.9%
B/E move
2.5%
Puts
Pseudo strike
336.26
IV
27.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
341.57
IV
32.7%
B/E move
2.2%
Puts
Pseudo strike
337.98
IV
27.1%
B/E move
1.6%

50Δ

Calls
Pseudo strike
339.74
IV
35.2%
B/E move
2.1%
Puts
Pseudo strike
339.57
IV
26.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
337.63
IV
36.1%
B/E move
1.8%
Puts
Pseudo strike
341.11
IV
26.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
335.12
IV
40.0%
B/E move
1.7%
Puts
Pseudo strike
342.61
IV
25.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
332.99
IV
38.1%
B/E move
1.4%
Puts
Pseudo strike
343.98
IV
24.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
330.19
IV
39.7%
B/E move
1.1%
Puts
Pseudo strike
345.37
IV
23.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
325.51
IV
46.8%
B/E move
1.1%
Puts
Pseudo strike
346.84
IV
22.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
320.79
IV
50.3%
B/E move
0.9%
Puts
Pseudo strike
348.32
IV
21.9%
B/E move
0.3%