IntraAlpha
Create free account Start free

International Business Machines Corporation IBM

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-05T21:43:41.103Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-05T21:31:04.820364181Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T21:43:39.795463+00:00

Share price$245.63
1D-4.0%
AH$245$248$251$254$2575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBM
Sold putSold callAH

International Business Machines Corporation options

Live interpolated IBM call and put midpoint premiums by absolute delta.International Business Machines Corporation$0.25$4.08$7.90$11.72$15.55$235.68$241.42$247.15$252.89$258.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IBM spot · $245.63IBM PRICE$0.89$1.20$1.52$2.03$2.55$3.14$3.83$4.64$5.72$7.18$8.93$14.44$0.67$0.84$1.03$1.24$1.44$1.64$1.84$2.04$2.23$2.43
Puts——
Calls——
Skew——
Implied moveBullish±$5.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ252.6762.5%3.2%240.6946.0%2.3%
25Δ251.3863.0%2.8%241.8843.6%1.9%
30Δ250.1063.2%2.4%242.8641.6%1.5%
35Δ249.0866.4%2.2%243.6240.1%1.3%
40Δ248.0769.9%2.0%244.3738.7%1.1%
45Δ246.9973.0%1.8%245.0837.2%0.9%
50Δ245.8175.6%1.6%245.5935.4%0.8%
55Δ244.5579.1%1.4%246.1033.6%0.6%
60Δ243.1084.5%1.3%246.6131.9%0.5%
65Δ241.3392.2%1.2%247.1130.1%0.4%
70Δ239.26100.5%1.0%
75Δ
80Δ233.06124.1%0.8%

20Δ

Calls
Pseudo strike
252.67
IV
62.5%
B/E move
3.2%
Puts
Pseudo strike
240.69
IV
46.0%
B/E move
2.3%

25Δ

Calls
Pseudo strike
251.38
IV
63.0%
B/E move
2.8%
Puts
Pseudo strike
241.88
IV
43.6%
B/E move
1.9%

30Δ

Calls
Pseudo strike
250.10
IV
63.2%
B/E move
2.4%
Puts
Pseudo strike
242.86
IV
41.6%
B/E move
1.5%

35Δ

Calls
Pseudo strike
249.08
IV
66.4%
B/E move
2.2%
Puts
Pseudo strike
243.62
IV
40.1%
B/E move
1.3%

40Δ

Calls
Pseudo strike
248.07
IV
69.9%
B/E move
2.0%
Puts
Pseudo strike
244.37
IV
38.7%
B/E move
1.1%

45Δ

Calls
Pseudo strike
246.99
IV
73.0%
B/E move
1.8%
Puts
Pseudo strike
245.08
IV
37.2%
B/E move
0.9%

50Δ

Calls
Pseudo strike
245.81
IV
75.6%
B/E move
1.6%
Puts
Pseudo strike
245.59
IV
35.4%
B/E move
0.8%

55Δ

Calls
Pseudo strike
244.55
IV
79.1%
B/E move
1.4%
Puts
Pseudo strike
246.10
IV
33.6%
B/E move
0.6%

60Δ

Calls
Pseudo strike
243.10
IV
84.5%
B/E move
1.3%
Puts
Pseudo strike
246.61
IV
31.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
241.33
IV
92.2%
B/E move
1.2%
Puts
Pseudo strike
247.11
IV
30.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
239.26
IV
100.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
233.06
IV
124.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

History unavailable

0 observations