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International Business Machines IBM

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-20T06:02:47.422Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:40:00.459761059Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:02:46.637789+00:00

Share price$236.50
1D+2.3%
AH$230$232$234$237$2395:30 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$1.98$11.93$21.89$31.84$41.80$196.36$215.48$234.61$253.73$272.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBM spot · $236.50IBM PRICE$3.05$4.07$5.09$6.24$7.53$8.93$10.74$12.23$14.12$16.68$19.07$21.45$25.10$3.74$4.97$6.43$8.01$9.75$11.60$13.94$16.44$19.39$22.82$26.62$31.87$38.93
PutsExpensive1.57×
CallsExpensive1.31×
SkewBearish+5.45 pp
Implied moveBearish±$24.68
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ265.0442.0%13.4%214.0745.5%11.1%
25Δ259.6742.0%11.5%219.0145.2%9.5%
30Δ254.6041.3%9.8%223.2945.5%8.3%
35Δ250.2240.9%8.4%227.4145.8%7.2%
40Δ246.3541.0%7.4%231.4845.8%6.2%
45Δ242.6041.0%6.4%235.4345.7%5.4%
50Δ239.1042.1%5.6%239.4846.4%4.6%
55Δ235.4341.2%4.7%243.6446.8%3.9%
60Δ231.8541.2%4.0%248.0947.4%3.3%
65Δ227.9642.5%3.4%252.9248.1%2.7%
70Δ224.1142.3%2.8%258.0848.3%2.1%
75Δ220.3341.5%2.2%264.4849.8%1.6%
80Δ215.5642.2%1.8%272.6151.8%1.2%

20Δ

Calls
Pseudo strike
265.04
IV
42.0%
B/E move
13.4%
Puts
Pseudo strike
214.07
IV
45.5%
B/E move
11.1%

25Δ

Calls
Pseudo strike
259.67
IV
42.0%
B/E move
11.5%
Puts
Pseudo strike
219.01
IV
45.2%
B/E move
9.5%

30Δ

Calls
Pseudo strike
254.60
IV
41.3%
B/E move
9.8%
Puts
Pseudo strike
223.29
IV
45.5%
B/E move
8.3%

35Δ

Calls
Pseudo strike
250.22
IV
40.9%
B/E move
8.4%
Puts
Pseudo strike
227.41
IV
45.8%
B/E move
7.2%

40Δ

Calls
Pseudo strike
246.35
IV
41.0%
B/E move
7.4%
Puts
Pseudo strike
231.48
IV
45.8%
B/E move
6.2%

45Δ

Calls
Pseudo strike
242.60
IV
41.0%
B/E move
6.4%
Puts
Pseudo strike
235.43
IV
45.7%
B/E move
5.4%

50Δ

Calls
Pseudo strike
239.10
IV
42.1%
B/E move
5.6%
Puts
Pseudo strike
239.48
IV
46.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
235.43
IV
41.2%
B/E move
4.7%
Puts
Pseudo strike
243.64
IV
46.8%
B/E move
3.9%

60Δ

Calls
Pseudo strike
231.85
IV
41.2%
B/E move
4.0%
Puts
Pseudo strike
248.09
IV
47.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
227.96
IV
42.5%
B/E move
3.4%
Puts
Pseudo strike
252.92
IV
48.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
224.11
IV
42.3%
B/E move
2.8%
Puts
Pseudo strike
258.08
IV
48.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
220.33
IV
41.5%
B/E move
2.2%
Puts
Pseudo strike
264.48
IV
49.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
215.56
IV
42.2%
B/E move
1.8%
Puts
Pseudo strike
272.61
IV
51.8%
B/E move
1.2%

Options history

IBM43.5343.5743.622026-10-19T19:47:43.665000+00:00: 43.57%Oct 19Oct 19
Table
ObservationIVSkewImplied move
43.57%3.16 pp10.44%