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Mobileye Global Inc. Class A Common Stock MBLY

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-10T22:34:29.837Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:52:20.792620749Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:34:29.044025+00:00

Share price$5.68
1D-1.0%
AH$5.52$5.61$5.69$5.78$5.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMBLY
Sold putSold callAH

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$0.03$0.19$0.35$0.51$0.67$5.24$5.46$5.68$5.91$6.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MBLY spot · $5.68MBLY PRICE$0.11$0.15$0.19$0.22$0.26$0.30$0.34$0.39$0.47$0.55$0.63$0.05$0.06$0.08$0.15$0.22$0.30$0.37$0.44
Puts——
Calls——
Skew——
Implied moveBearish±$0.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.2690.4%8.2%
25Δ5.4077.6%6.0%
30Δ5.9186.7%5.9%5.5271.5%4.3%
35Δ5.8593.5%5.5%5.6086.4%4.2%
40Δ5.79100.4%5.1%5.67101.3%4.1%
45Δ5.72107.3%4.7%5.75116.2%4.0%
50Δ5.66114.2%4.3%5.83131.1%3.9%
55Δ5.60121.1%3.9%5.90146.0%3.8%
60Δ5.54127.9%3.5%
65Δ5.46132.4%3.1%
70Δ5.35133.0%2.6%
75Δ5.25133.6%2.1%
80Δ5.14134.2%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.26
IV
90.4%
B/E move
8.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.40
IV
77.6%
B/E move
6.0%

30Δ

Calls
Pseudo strike
5.91
IV
86.7%
B/E move
5.9%
Puts
Pseudo strike
5.52
IV
71.5%
B/E move
4.3%

35Δ

Calls
Pseudo strike
5.85
IV
93.5%
B/E move
5.5%
Puts
Pseudo strike
5.60
IV
86.4%
B/E move
4.2%

40Δ

Calls
Pseudo strike
5.79
IV
100.4%
B/E move
5.1%
Puts
Pseudo strike
5.67
IV
101.3%
B/E move
4.1%

45Δ

Calls
Pseudo strike
5.72
IV
107.3%
B/E move
4.7%
Puts
Pseudo strike
5.75
IV
116.2%
B/E move
4.0%

50Δ

Calls
Pseudo strike
5.66
IV
114.2%
B/E move
4.3%
Puts
Pseudo strike
5.83
IV
131.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
5.60
IV
121.1%
B/E move
3.9%
Puts
Pseudo strike
5.90
IV
146.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
5.54
IV
127.9%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.46
IV
132.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.35
IV
133.0%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.25
IV
133.6%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.14
IV
134.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.12%
Daily close
MBLY47.2%122.6%197.9%2026-08-12: 74.30%2026-08-13: 89.78%2026-08-14: 58.06%2026-08-17: 64.86%2026-08-18: 61.16%2026-08-19: 58.18%2026-08-20: 76.84%2026-08-21: 108.75%2026-08-24: 114.15%2026-08-25: 129.00%2026-08-26: 114.06%2026-08-27: 177.69%2026-08-28: 78.41%2026-08-31: 96.47%2026-09-01: 72.52%2026-09-02: 88.95%2026-09-03: 133.44%2026-09-04: 126.32%2026-09-08: 89.85%2026-09-09: 115.02%2026-09-11: 79.22%2026-09-14: 82.01%2026-09-15: 74.12%2026-09-17: 141.79%2026-09-18: 87.27%2026-09-21: 57.63%2026-09-22: 147.86%2026-09-23: 133.41%2026-09-25: 85.43%2026-09-28: 117.59%2026-09-29: 110.82%2026-10-01: 98.05%2026-10-02: 68.79%2026-10-05: 136.36%2026-10-06: 126.48%2026-10-12: 65.98%2026-10-13: 99.02%2026-10-15: 95.37%2026-10-16: 96.12%2026-10-19: 175.03%2026-10-20: 160.22%2026-10-21: 128.54%2026-10-23: 115.22%2026-10-26: 178.75%2026-10-27: 129.89%2026-10-28: 187.51%2026-10-29: 165.61%2026-10-30: 73.12%Aug 12Sep 17Oct 30
48 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
74.30%
89.78%
58.06%
64.86%
61.16%
58.18%
76.84%
108.75%
114.15%
129.00%
114.06%
177.69%
78.41%
96.47%
72.52%
88.95%
133.44%
126.32%
89.85%
115.02%
79.22%
82.01%
74.12%
141.79%
87.27%
57.63%
147.86%
133.41%
85.43%
117.59%
110.82%
98.05%
68.79%
136.36%
126.48%
65.98%
99.02%
95.37%
96.12%
175.03%
160.22%
128.54%
115.22%
178.75%
129.89%
187.51%
165.61%
73.12%