IntraAlpha
Create free account Start free

Microchip Technology Inc MCHP

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-16T01:53:49.072Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:15:23.68734561Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:53:48.642867+00:00

Share price$74.00
1D+5.7%
AH$69$70$72$73$755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCHP
Sold putSold callAH

Microchip Technology Inc options

Live interpolated MCHP call and put midpoint premiums by absolute delta.Microchip Technology Inc$0.18$1.20$2.23$3.25$4.28$67.81$70.91$74.01$77.12$80.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCHP spot · $74.00MCHP PRICE$0.35$0.47$0.60$0.75$0.90$1.05$1.20$1.33$1.45$1.58$2.40$2.94$3.98$0.29$0.39$0.50$0.62$0.75$0.87$1.00$1.14$1.29$1.43$2.97$3.77$3.45
PutsFair0.96×
CallsCheap0.56×
SkewBullish-11.28 pp
Implied moveBullish±$2.20
TiltBalanced1.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.8683.1%4.3%71.9265.9%3.2%
25Δ76.2882.3%3.7%72.3565.6%2.8%
30Δ75.7882.4%3.2%72.7266.2%2.4%
35Δ75.3583.5%2.8%73.0666.7%2.1%
40Δ74.9283.9%2.5%73.3965.5%1.8%
45Δ74.5081.7%2.1%73.7264.3%1.6%
50Δ74.0879.4%1.7%74.0563.1%1.3%
55Δ73.7375.6%1.4%74.3361.4%1.1%
60Δ73.4071.4%1.1%74.6259.7%0.9%
65Δ73.0767.2%0.9%74.9157.9%0.7%
70Δ72.2989.7%0.9%76.25101.6%1.0%
75Δ71.6395.1%0.8%77.17109.9%0.8%
80Δ70.51109.0%0.7%77.0889.7%0.5%

20Δ

Calls
Pseudo strike
76.86
IV
83.1%
B/E move
4.3%
Puts
Pseudo strike
71.92
IV
65.9%
B/E move
3.2%

25Δ

Calls
Pseudo strike
76.28
IV
82.3%
B/E move
3.7%
Puts
Pseudo strike
72.35
IV
65.6%
B/E move
2.8%

30Δ

Calls
Pseudo strike
75.78
IV
82.4%
B/E move
3.2%
Puts
Pseudo strike
72.72
IV
66.2%
B/E move
2.4%

35Δ

Calls
Pseudo strike
75.35
IV
83.5%
B/E move
2.8%
Puts
Pseudo strike
73.06
IV
66.7%
B/E move
2.1%

40Δ

Calls
Pseudo strike
74.92
IV
83.9%
B/E move
2.5%
Puts
Pseudo strike
73.39
IV
65.5%
B/E move
1.8%

45Δ

Calls
Pseudo strike
74.50
IV
81.7%
B/E move
2.1%
Puts
Pseudo strike
73.72
IV
64.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
74.08
IV
79.4%
B/E move
1.7%
Puts
Pseudo strike
74.05
IV
63.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
73.73
IV
75.6%
B/E move
1.4%
Puts
Pseudo strike
74.33
IV
61.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
73.40
IV
71.4%
B/E move
1.1%
Puts
Pseudo strike
74.62
IV
59.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
73.07
IV
67.2%
B/E move
0.9%
Puts
Pseudo strike
74.91
IV
57.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
72.29
IV
89.7%
B/E move
0.9%
Puts
Pseudo strike
76.25
IV
101.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
71.63
IV
95.1%
B/E move
0.8%
Puts
Pseudo strike
77.17
IV
109.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
70.51
IV
109.0%
B/E move
0.7%
Puts
Pseudo strike
77.08
IV
89.7%
B/E move
0.5%