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Mastercard Inc MA

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-15T20:02:36.736Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:15.727710906Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:53:56.604901+00:00

Share price$615.02
1D+0.7%
AH$609$612$615$617$6205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMA
Sold putSold callAH

Mastercard Inc options

Live interpolated MA call and put midpoint premiums by absolute delta.Mastercard Inc$0.32$5.27$10.22$15.16$20.11$597.95$606.20$614.45$622.70$630.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $615.02OPTION PRICELive MA spot · $615.02MA PRICE$2.76$1.48$1.88$2.34$2.83$3.58$4.39$5.22$6.06$6.89$8.04$10.11$18.69$0.85$1.10$1.28$1.51$1.89$2.27$2.66$3.08$3.50$3.95$4.92$5.89$6.86
PutsFair1.00×
CallsExpensive1.12×
SkewBullish-18.60 pp
Implied moveBullish±$7.05
TiltBullish30.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ639.7483.1%4.5%608.7023.5%1.2%
25Δ621.9330.8%1.4%610.1722.8%1.0%
30Δ620.4330.9%1.2%611.4821.0%0.8%
35Δ619.0430.9%1.0%612.6819.6%0.6%
40Δ617.7131.0%0.9%613.5020.0%0.6%
45Δ616.4332.6%0.8%614.3120.3%0.5%
50Δ615.1734.5%0.7%615.1220.5%0.4%
55Δ613.7535.1%0.6%615.9320.2%0.4%
60Δ612.3135.4%0.5%616.7319.8%0.3%
65Δ610.8834.8%0.4%617.5619.6%0.2%
70Δ609.2235.2%0.4%618.7420.8%0.2%
75Δ606.8438.6%0.3%619.9322.0%0.2%
80Δ598.6662.3%0.4%621.1123.2%0.1%

20Δ

Calls
Pseudo strike
639.74
IV
83.1%
B/E move
4.5%
Puts
Pseudo strike
608.70
IV
23.5%
B/E move
1.2%

25Δ

Calls
Pseudo strike
621.93
IV
30.8%
B/E move
1.4%
Puts
Pseudo strike
610.17
IV
22.8%
B/E move
1.0%

30Δ

Calls
Pseudo strike
620.43
IV
30.9%
B/E move
1.2%
Puts
Pseudo strike
611.48
IV
21.0%
B/E move
0.8%

35Δ

Calls
Pseudo strike
619.04
IV
30.9%
B/E move
1.0%
Puts
Pseudo strike
612.68
IV
19.6%
B/E move
0.6%

40Δ

Calls
Pseudo strike
617.71
IV
31.0%
B/E move
0.9%
Puts
Pseudo strike
613.50
IV
20.0%
B/E move
0.6%

45Δ

Calls
Pseudo strike
616.43
IV
32.6%
B/E move
0.8%
Puts
Pseudo strike
614.31
IV
20.3%
B/E move
0.5%

50Δ

Calls
Pseudo strike
615.17
IV
34.5%
B/E move
0.7%
Puts
Pseudo strike
615.12
IV
20.5%
B/E move
0.4%

55Δ

Calls
Pseudo strike
613.75
IV
35.1%
B/E move
0.6%
Puts
Pseudo strike
615.93
IV
20.2%
B/E move
0.4%

60Δ

Calls
Pseudo strike
612.31
IV
35.4%
B/E move
0.5%
Puts
Pseudo strike
616.73
IV
19.8%
B/E move
0.3%

65Δ

Calls
Pseudo strike
610.88
IV
34.8%
B/E move
0.4%
Puts
Pseudo strike
617.56
IV
19.6%
B/E move
0.2%

70Δ

Calls
Pseudo strike
609.22
IV
35.2%
B/E move
0.4%
Puts
Pseudo strike
618.74
IV
20.8%
B/E move
0.2%

75Δ

Calls
Pseudo strike
606.84
IV
38.6%
B/E move
0.3%
Puts
Pseudo strike
619.93
IV
22.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
598.66
IV
62.3%
B/E move
0.4%
Puts
Pseudo strike
621.11
IV
23.2%
B/E move
0.1%