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International Business Machines IBM

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-15T20:34:33.035Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:28:05.059507424Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:32.611464+00:00

Share price$234.12
1D+3.5%
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$0.30$2.40$4.50$6.59$8.69$224.13$228.97$233.81$238.65$243.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $234.12OPTION PRICELive IBM spot · $234.12IBM PRICE$0.53$0.69$0.90$1.11$1.32$1.57$1.88$2.20$2.51$2.83$3.21$3.59$3.97$0.56$0.75$0.94$1.13$1.49$1.90$2.30$2.70$3.39$4.10$5.05$6.86$8.09
PutsExpensive1.35×
CallsCheap0.60×
SkewBearish+10.58 pp
Implied moveBearish±$4.19
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ238.3138.4%2.0%230.0440.5%2.0%
25Δ237.3737.9%1.7%230.8239.9%1.7%
30Δ236.7137.8%1.5%231.5939.2%1.5%
35Δ236.0637.8%1.3%232.3638.6%1.2%
40Δ235.4037.7%1.1%233.0240.2%1.1%
45Δ234.7737.7%0.9%233.6642.3%1.0%
50Δ234.1837.7%0.8%234.3044.4%0.9%
55Δ233.5937.8%0.7%234.9446.5%0.8%
60Δ233.0137.8%0.6%235.8549.0%0.7%
65Δ232.4237.6%0.5%236.7851.6%0.6%
70Δ231.8436.2%0.4%237.9255.9%0.5%
75Δ231.2734.9%0.3%239.8265.9%0.5%
80Δ230.6933.5%0.2%241.3366.4%0.4%

20Δ

Calls
Pseudo strike
238.31
IV
38.4%
B/E move
2.0%
Puts
Pseudo strike
230.04
IV
40.5%
B/E move
2.0%

25Δ

Calls
Pseudo strike
237.37
IV
37.9%
B/E move
1.7%
Puts
Pseudo strike
230.82
IV
39.9%
B/E move
1.7%

30Δ

Calls
Pseudo strike
236.71
IV
37.8%
B/E move
1.5%
Puts
Pseudo strike
231.59
IV
39.2%
B/E move
1.5%

35Δ

Calls
Pseudo strike
236.06
IV
37.8%
B/E move
1.3%
Puts
Pseudo strike
232.36
IV
38.6%
B/E move
1.2%

40Δ

Calls
Pseudo strike
235.40
IV
37.7%
B/E move
1.1%
Puts
Pseudo strike
233.02
IV
40.2%
B/E move
1.1%

45Δ

Calls
Pseudo strike
234.77
IV
37.7%
B/E move
0.9%
Puts
Pseudo strike
233.66
IV
42.3%
B/E move
1.0%

50Δ

Calls
Pseudo strike
234.18
IV
37.7%
B/E move
0.8%
Puts
Pseudo strike
234.30
IV
44.4%
B/E move
0.9%

55Δ

Calls
Pseudo strike
233.59
IV
37.8%
B/E move
0.7%
Puts
Pseudo strike
234.94
IV
46.5%
B/E move
0.8%

60Δ

Calls
Pseudo strike
233.01
IV
37.8%
B/E move
0.6%
Puts
Pseudo strike
235.85
IV
49.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
232.42
IV
37.6%
B/E move
0.5%
Puts
Pseudo strike
236.78
IV
51.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
231.84
IV
36.2%
B/E move
0.4%
Puts
Pseudo strike
237.92
IV
55.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
231.27
IV
34.9%
B/E move
0.3%
Puts
Pseudo strike
239.82
IV
65.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
230.69
IV
33.5%
B/E move
0.2%
Puts
Pseudo strike
241.33
IV
66.4%
B/E move
0.4%