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International Business Machines IBM

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-15T20:03:26.341Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:45.503000325Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:26.053380+00:00

Share price$233.40
1D+3.2%
AH$226$228$230$232$2355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBM
Sold putSold callAH

International Business Machines options

Live interpolated IBM call and put midpoint premiums by absolute delta.International Business Machines$0.42$1.91$3.40$4.90$6.39$224.20$228.84$233.48$238.13$242.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $233.40OPTION PRICELive IBM spot · $233.40IBM PRICE$0.58$0.79$1.03$1.26$1.53$1.90$2.27$2.64$3.11$3.63$4.16$4.93$5.96$0.61$0.66$0.82$0.99$1.15$1.48$1.83$2.18$2.53$2.98$3.57$4.16$4.96
PutsCheap0.94×
CallsCheap0.74×
SkewBullish-8.02 pp
Implied moveBullish±$4.10
TiltBullish9.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ237.9742.5%2.2%226.6757.1%3.1%
25Δ237.0742.7%1.9%230.4535.6%1.5%
30Δ236.3243.1%1.7%231.1134.6%1.3%
35Δ235.5843.6%1.5%231.7733.6%1.1%
40Δ234.8544.1%1.3%232.4432.6%0.9%
45Δ234.1545.0%1.1%233.0033.6%0.8%
50Δ233.4645.9%1.0%233.5634.7%0.7%
55Δ232.7646.8%0.9%234.1135.9%0.6%
60Δ232.0047.3%0.7%234.6737.0%0.5%
65Δ231.2047.6%0.6%235.3138.0%0.5%
70Δ230.4147.9%0.5%236.0838.8%0.4%
75Δ229.4049.2%0.4%236.8639.6%0.3%
80Δ228.1751.5%0.3%237.8341.5%0.2%

20Δ

Calls
Pseudo strike
237.97
IV
42.5%
B/E move
2.2%
Puts
Pseudo strike
226.67
IV
57.1%
B/E move
3.1%

25Δ

Calls
Pseudo strike
237.07
IV
42.7%
B/E move
1.9%
Puts
Pseudo strike
230.45
IV
35.6%
B/E move
1.5%

30Δ

Calls
Pseudo strike
236.32
IV
43.1%
B/E move
1.7%
Puts
Pseudo strike
231.11
IV
34.6%
B/E move
1.3%

35Δ

Calls
Pseudo strike
235.58
IV
43.6%
B/E move
1.5%
Puts
Pseudo strike
231.77
IV
33.6%
B/E move
1.1%

40Δ

Calls
Pseudo strike
234.85
IV
44.1%
B/E move
1.3%
Puts
Pseudo strike
232.44
IV
32.6%
B/E move
0.9%

45Δ

Calls
Pseudo strike
234.15
IV
45.0%
B/E move
1.1%
Puts
Pseudo strike
233.00
IV
33.6%
B/E move
0.8%

50Δ

Calls
Pseudo strike
233.46
IV
45.9%
B/E move
1.0%
Puts
Pseudo strike
233.56
IV
34.7%
B/E move
0.7%

55Δ

Calls
Pseudo strike
232.76
IV
46.8%
B/E move
0.9%
Puts
Pseudo strike
234.11
IV
35.9%
B/E move
0.6%

60Δ

Calls
Pseudo strike
232.00
IV
47.3%
B/E move
0.7%
Puts
Pseudo strike
234.67
IV
37.0%
B/E move
0.5%

65Δ

Calls
Pseudo strike
231.20
IV
47.6%
B/E move
0.6%
Puts
Pseudo strike
235.31
IV
38.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
230.41
IV
47.9%
B/E move
0.5%
Puts
Pseudo strike
236.08
IV
38.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
229.40
IV
49.2%
B/E move
0.4%
Puts
Pseudo strike
236.86
IV
39.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
228.17
IV
51.5%
B/E move
0.3%
Puts
Pseudo strike
237.83
IV
41.5%
B/E move
0.2%