Share price$6.96
1D-0.8%
Sold putSold call
Mobileye Global Inc. Class A Common Stock MBLY
CONSUMER CYCLICAL · AUTO PARTSi
Market dataready · fetched 2026-10-21T17:52:35.643Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:52:27.573761359Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:52.389676+00:00
Mobileye Global Inc. Class A Common Stock options
PutsExpensive2.59×
CallsExpensive5.61×
SkewBullish-108.85 pp
Implied moveBullish±$0.37
TiltBullish20.9% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.97 | 734.7% | 97.4% | 5.15 | 570.2% | 31.1% |
| 25Δ | 12.57 | 800.0% | 96.0% | 5.43 | 495.0% | 26.7% |
| 30Δ | 11.47 | 795.3% | 80.0% | 5.71 | 419.7% | 22.3% |
| 35Δ | 10.18 | 587.3% | 57.6% | 5.98 | 344.4% | 17.9% |
| 40Δ | 8.88 | 379.3% | 35.2% | 6.26 | 269.2% | 13.5% |
| 45Δ | 7.59 | 171.3% | 12.8% | 6.54 | 193.9% | 9.1% |
| 50Δ | 6.95 | 87.1% | 2.6% | 6.81 | 118.6% | 4.7% |
| 55Δ | 6.85 | 105.7% | 2.5% | 7.05 | 72.2% | 1.7% |
| 60Δ | 6.75 | 124.4% | 2.4% | 7.20 | 85.5% | 1.5% |
| 65Δ | 6.65 | 143.0% | 2.4% | 7.35 | 98.7% | 1.4% |
| 70Δ | 6.55 | 161.6% | 2.3% | 7.50 | 112.0% | 1.2% |
| 75Δ | 6.41 | 177.6% | 2.1% | 7.65 | 125.2% | 1.1% |
| 80Δ | 6.21 | 190.5% | 1.7% | 7.80 | 138.5% | 0.9% |
20Δ
- Pseudo strike
- 12.97
- IV
- 734.7%
- B/E move
- 97.4%
- Pseudo strike
- 5.15
- IV
- 570.2%
- B/E move
- 31.1%
25Δ
- Pseudo strike
- 12.57
- IV
- 800.0%
- B/E move
- 96.0%
- Pseudo strike
- 5.43
- IV
- 495.0%
- B/E move
- 26.7%
30Δ
- Pseudo strike
- 11.47
- IV
- 795.3%
- B/E move
- 80.0%
- Pseudo strike
- 5.71
- IV
- 419.7%
- B/E move
- 22.3%
35Δ
- Pseudo strike
- 10.18
- IV
- 587.3%
- B/E move
- 57.6%
- Pseudo strike
- 5.98
- IV
- 344.4%
- B/E move
- 17.9%
40Δ
- Pseudo strike
- 8.88
- IV
- 379.3%
- B/E move
- 35.2%
- Pseudo strike
- 6.26
- IV
- 269.2%
- B/E move
- 13.5%
45Δ
- Pseudo strike
- 7.59
- IV
- 171.3%
- B/E move
- 12.8%
- Pseudo strike
- 6.54
- IV
- 193.9%
- B/E move
- 9.1%
50Δ
- Pseudo strike
- 6.95
- IV
- 87.1%
- B/E move
- 2.6%
- Pseudo strike
- 6.81
- IV
- 118.6%
- B/E move
- 4.7%
55Δ
- Pseudo strike
- 6.85
- IV
- 105.7%
- B/E move
- 2.5%
- Pseudo strike
- 7.05
- IV
- 72.2%
- B/E move
- 1.7%
60Δ
- Pseudo strike
- 6.75
- IV
- 124.4%
- B/E move
- 2.4%
- Pseudo strike
- 7.20
- IV
- 85.5%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 6.65
- IV
- 143.0%
- B/E move
- 2.4%
- Pseudo strike
- 7.35
- IV
- 98.7%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 6.55
- IV
- 161.6%
- B/E move
- 2.3%
- Pseudo strike
- 7.50
- IV
- 112.0%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 6.41
- IV
- 177.6%
- B/E move
- 2.1%
- Pseudo strike
- 7.65
- IV
- 125.2%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 6.21
- IV
- 190.5%
- B/E move
- 1.7%
- Pseudo strike
- 7.80
- IV
- 138.5%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 166.29% | |
| 157.44% |