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Mobileye Global Inc. Class A Common Stock MBLY

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-21T17:01:46.230Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:01:24.340862275Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:45.519119+00:00

Share price$7.04
1D+0.1%
$6.94$6.99$7.04$7.09$7.145:30 AM6:30 AM9:00 AM1:00 PMMBLY
Sold putSold call

Mobileye Global Inc. Class A Common Stock options

Live interpolated MBLY call and put midpoint premiums by absolute delta.Mobileye Global Inc. Class A Common Stock$0.06$0.87$1.68$2.50$3.31$5.11$6.23$7.35$8.47$9.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MBLY spot · $7.04MBLY PRICE$1.06$1.06$1.06$0.91$0.73$0.54$0.36$0.19$0.44$0.69$0.94$1.19$1.44$0.35$0.31$0.27$0.23$0.19$0.15$0.54$0.97$1.39$1.81$2.23$2.65$3.07
PutsExpensive3.03×
CallsExpensive6.43×
SkewBullish-118.19 pp
Implied moveBearish±$0.90
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.21800.0%117.1%5.22556.4%30.7%
25Δ12.80800.0%97.1%5.57461.9%25.1%
30Δ11.68800.0%81.2%5.93367.4%19.6%
35Δ10.72674.1%65.3%6.28272.8%14.0%
40Δ9.77523.1%49.3%6.63178.3%8.4%
45Δ8.83372.0%33.2%6.9883.8%2.9%
50Δ7.89220.9%17.2%7.40117.8%2.5%
55Δ6.9979.4%2.1%7.83159.4%2.4%
60Δ6.73112.1%1.9%8.26201.1%2.3%
65Δ6.47144.7%1.7%8.69242.7%2.3%
70Δ6.21177.3%1.6%9.11284.4%2.2%
75Δ5.95209.9%1.4%9.54326.0%2.1%
80Δ5.69242.6%1.3%9.97367.7%2.0%

20Δ

Calls
Pseudo strike
14.21
IV
800.0%
B/E move
117.1%
Puts
Pseudo strike
5.22
IV
556.4%
B/E move
30.7%

25Δ

Calls
Pseudo strike
12.80
IV
800.0%
B/E move
97.1%
Puts
Pseudo strike
5.57
IV
461.9%
B/E move
25.1%

30Δ

Calls
Pseudo strike
11.68
IV
800.0%
B/E move
81.2%
Puts
Pseudo strike
5.93
IV
367.4%
B/E move
19.6%

35Δ

Calls
Pseudo strike
10.72
IV
674.1%
B/E move
65.3%
Puts
Pseudo strike
6.28
IV
272.8%
B/E move
14.0%

40Δ

Calls
Pseudo strike
9.77
IV
523.1%
B/E move
49.3%
Puts
Pseudo strike
6.63
IV
178.3%
B/E move
8.4%

45Δ

Calls
Pseudo strike
8.83
IV
372.0%
B/E move
33.2%
Puts
Pseudo strike
6.98
IV
83.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
7.89
IV
220.9%
B/E move
17.2%
Puts
Pseudo strike
7.40
IV
117.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
6.99
IV
79.4%
B/E move
2.1%
Puts
Pseudo strike
7.83
IV
159.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
6.73
IV
112.1%
B/E move
1.9%
Puts
Pseudo strike
8.26
IV
201.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
6.47
IV
144.7%
B/E move
1.7%
Puts
Pseudo strike
8.69
IV
242.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
6.21
IV
177.3%
B/E move
1.6%
Puts
Pseudo strike
9.11
IV
284.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
5.95
IV
209.9%
B/E move
1.4%
Puts
Pseudo strike
9.54
IV
326.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
5.69
IV
242.6%
B/E move
1.3%
Puts
Pseudo strike
9.97
IV
367.7%
B/E move
2.0%

Options history

MBLY156.74161.86166.992026-10-19: 166.29%2026-10-20: 157.44%Oct 19Oct 20
Table
DateIV
166.29%
157.44%