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Mastercard Inc MA

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-15T20:33:27.467Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:26:49.059024319Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:26.590840+00:00

Share price$616.00
1D+0.9%
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$0.69$2.91$5.13$7.35$9.57$597.98$606.14$614.29$622.44$630.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $616.00OPTION PRICELive MA spot · $616.00MA PRICE$2.98$1.36$1.73$2.13$2.56$3.06$3.81$4.56$5.29$6.02$6.69$7.36$8.74$0.93$1.18$1.39$1.79$2.23$2.67$3.18$3.70$4.56$5.65$6.74$7.84$8.93
PutsExpensive1.24×
CallsCheap0.94×
SkewBullish-7.45 pp
Implied moveBullish±$6.99
TiltBullish5.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ642.4790.1%4.8%609.1525.5%1.3%
25Δ622.3728.5%1.3%610.7424.5%1.0%
30Δ620.9828.3%1.1%612.2722.6%0.8%
35Δ619.6528.1%0.9%613.2822.9%0.7%
40Δ618.4527.9%0.8%614.2123.6%0.7%
45Δ617.2528.0%0.7%615.1424.2%0.6%
50Δ616.0829.4%0.6%616.1224.2%0.5%
55Δ614.9030.7%0.6%617.1124.3%0.4%
60Δ613.6430.6%0.5%618.3025.6%0.4%
65Δ612.3830.4%0.4%619.6327.7%0.3%
70Δ611.2229.2%0.3%620.9729.8%0.3%
75Δ610.0628.0%0.2%622.3032.0%0.2%
80Δ608.3628.6%0.2%623.6434.1%0.2%

20Δ

Calls
Pseudo strike
642.47
IV
90.1%
B/E move
4.8%
Puts
Pseudo strike
609.15
IV
25.5%
B/E move
1.3%

25Δ

Calls
Pseudo strike
622.37
IV
28.5%
B/E move
1.3%
Puts
Pseudo strike
610.74
IV
24.5%
B/E move
1.0%

30Δ

Calls
Pseudo strike
620.98
IV
28.3%
B/E move
1.1%
Puts
Pseudo strike
612.27
IV
22.6%
B/E move
0.8%

35Δ

Calls
Pseudo strike
619.65
IV
28.1%
B/E move
0.9%
Puts
Pseudo strike
613.28
IV
22.9%
B/E move
0.7%

40Δ

Calls
Pseudo strike
618.45
IV
27.9%
B/E move
0.8%
Puts
Pseudo strike
614.21
IV
23.6%
B/E move
0.7%

45Δ

Calls
Pseudo strike
617.25
IV
28.0%
B/E move
0.7%
Puts
Pseudo strike
615.14
IV
24.2%
B/E move
0.6%

50Δ

Calls
Pseudo strike
616.08
IV
29.4%
B/E move
0.6%
Puts
Pseudo strike
616.12
IV
24.2%
B/E move
0.5%

55Δ

Calls
Pseudo strike
614.90
IV
30.7%
B/E move
0.6%
Puts
Pseudo strike
617.11
IV
24.3%
B/E move
0.4%

60Δ

Calls
Pseudo strike
613.64
IV
30.6%
B/E move
0.5%
Puts
Pseudo strike
618.30
IV
25.6%
B/E move
0.4%

65Δ

Calls
Pseudo strike
612.38
IV
30.4%
B/E move
0.4%
Puts
Pseudo strike
619.63
IV
27.7%
B/E move
0.3%

70Δ

Calls
Pseudo strike
611.22
IV
29.2%
B/E move
0.3%
Puts
Pseudo strike
620.97
IV
29.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
610.06
IV
28.0%
B/E move
0.2%
Puts
Pseudo strike
622.30
IV
32.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
608.36
IV
28.6%
B/E move
0.2%
Puts
Pseudo strike
623.64
IV
34.1%
B/E move
0.2%