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International Business Machines Corporation IBM

i

Market dataready · fetched 2026-11-07T03:39:49.695Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:47:52.59895871Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T03:39:48.825584+00:00

Share price$245.70
1D+0.3%
AH$241$242$244$245$2465:30 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$0.32$7.66$15.00$22.33$29.67$224.64$234.30$243.96$253.61$263.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBM spot · $245.70IBM PRICE$1.12$1.47$1.84$2.23$2.66$3.10$3.59$4.10$4.75$5.40$5.97$6.53$7.16$1.79$2.39$3.09$3.82$4.72$5.61$6.72$8.08$9.88$11.98$14.43$19.75$27.55
PutsExpensive1.22×
CallsCheap0.75×
SkewBearish+25.09 pp
Implied moveBearish±$10.31
TiltBearish41.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ254.8630.0%4.2%233.5945.6%5.7%
25Δ253.0129.5%3.6%236.1345.4%4.9%
30Δ251.3729.0%3.1%238.2745.9%4.3%
35Δ249.8428.4%2.6%240.4345.9%3.7%
40Δ248.5327.9%2.2%242.3946.9%3.3%
45Δ247.2527.4%1.9%244.4046.6%2.8%
50Δ246.0826.9%1.6%246.4347.3%2.4%
55Δ244.9226.5%1.3%248.5748.6%2.1%
60Δ243.7726.3%1.1%251.0151.1%1.9%
65Δ242.6326.2%0.9%253.7453.6%1.6%
70Δ241.6225.1%0.8%256.8555.8%1.3%
75Δ240.6223.8%0.6%262.4765.5%1.2%
80Δ239.6122.5%0.4%270.6677.4%1.1%

20Δ

Calls
Pseudo strike
254.86
IV
30.0%
B/E move
4.2%
Puts
Pseudo strike
233.59
IV
45.6%
B/E move
5.7%

25Δ

Calls
Pseudo strike
253.01
IV
29.5%
B/E move
3.6%
Puts
Pseudo strike
236.13
IV
45.4%
B/E move
4.9%

30Δ

Calls
Pseudo strike
251.37
IV
29.0%
B/E move
3.1%
Puts
Pseudo strike
238.27
IV
45.9%
B/E move
4.3%

35Δ

Calls
Pseudo strike
249.84
IV
28.4%
B/E move
2.6%
Puts
Pseudo strike
240.43
IV
45.9%
B/E move
3.7%

40Δ

Calls
Pseudo strike
248.53
IV
27.9%
B/E move
2.2%
Puts
Pseudo strike
242.39
IV
46.9%
B/E move
3.3%

45Δ

Calls
Pseudo strike
247.25
IV
27.4%
B/E move
1.9%
Puts
Pseudo strike
244.40
IV
46.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
246.08
IV
26.9%
B/E move
1.6%
Puts
Pseudo strike
246.43
IV
47.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
244.92
IV
26.5%
B/E move
1.3%
Puts
Pseudo strike
248.57
IV
48.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
243.77
IV
26.3%
B/E move
1.1%
Puts
Pseudo strike
251.01
IV
51.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
242.63
IV
26.2%
B/E move
0.9%
Puts
Pseudo strike
253.74
IV
53.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
241.62
IV
25.1%
B/E move
0.8%
Puts
Pseudo strike
256.85
IV
55.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
240.62
IV
23.8%
B/E move
0.6%
Puts
Pseudo strike
262.47
IV
65.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
239.61
IV
22.5%
B/E move
0.4%
Puts
Pseudo strike
270.66
IV
77.4%
B/E move
1.1%

Options history

IV · four-Friday blend34.53%
Daily close
IBM25.4%50.9%76.5%2026-08-10: 36.17%2026-08-11: 36.51%2026-08-12: 34.44%2026-08-13: 35.45%2026-08-14: 31.80%2026-08-17: 34.91%2026-08-18: 34.44%2026-08-19: 34.01%2026-08-20: 33.87%2026-08-21: 32.71%2026-08-24: 34.21%2026-08-25: 33.99%2026-08-26: 33.12%2026-08-27: 33.07%2026-08-28: 29.46%2026-08-31: 31.01%2026-09-01: 32.32%2026-09-02: 30.70%2026-09-03: 29.66%2026-09-04: 28.89%2026-09-08: 33.66%2026-09-09: 39.45%2026-09-10: 36.69%2026-09-11: 33.87%2026-09-14: 35.44%2026-09-15: 36.36%2026-09-16: 36.31%2026-09-17: 34.72%2026-09-18: 31.97%2026-09-21: 35.94%2026-09-22: 34.85%2026-09-23: 35.06%2026-09-24: 33.36%2026-09-25: 35.48%2026-09-28: 36.95%2026-09-29: 36.40%2026-09-30: 38.08%2026-10-01: 38.59%2026-10-02: 38.04%2026-10-05: 40.14%2026-10-06: 39.85%2026-10-07: 38.85%2026-10-08: 42.23%2026-10-09: 42.28%2026-10-12: 45.04%2026-10-13: 47.71%2026-10-14: 49.92%2026-10-15: 50.50%2026-10-16: 55.21%2026-10-19: 59.01%2026-10-20: 65.28%2026-10-21: 72.97%2026-10-22: 43.75%2026-10-23: 36.06%2026-10-26: 36.54%2026-10-27: 35.37%2026-10-28: 36.67%2026-10-29: 35.38%2026-10-30: 34.53%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
36.17%
36.51%
34.44%
35.45%
31.80%
34.91%
34.44%
34.01%
33.87%
32.71%
34.21%
33.99%
33.12%
33.07%
29.46%
31.01%
32.32%
30.70%
29.66%
28.89%
33.66%
39.45%
36.69%
33.87%
35.44%
36.36%
36.31%
34.72%
31.97%
35.94%
34.85%
35.06%
33.36%
35.48%
36.95%
36.40%
38.08%
38.59%
38.04%
40.14%
39.85%
38.85%
42.23%
42.28%
45.04%
47.71%
49.92%
50.50%
55.21%
59.01%
65.28%
72.97%
43.75%
36.06%
36.54%
35.37%
36.67%
35.38%
34.53%