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Microchip Technology Inc MCHP

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-16T01:05:03.058Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:05:02.522363+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$1.00$4.53$8.06$11.59$15.12$57.68$65.98$74.28$82.59$90.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCHP spot · $74.00MCHP PRICE$1.38$1.85$2.35$2.92$3.55$4.23$4.95$5.92$6.89$7.46$8.68$9.82$10.66$1.70$2.29$2.97$3.69$4.27$4.85$5.59$7.00$7.89$8.88$10.51$11.56$14.11
PutsExpensive1.10×
CallsExpensive1.19×
SkewBullish-2.44 pp
Implied moveBearish±$10.55
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.9957.7%20.8%64.5959.4%15.0%
25Δ85.4458.1%18.0%66.6059.6%13.1%
30Δ83.1558.1%15.5%68.4960.1%11.5%
35Δ81.1258.5%13.6%70.2860.5%10.0%
40Δ79.2259.1%11.8%72.1057.9%8.3%
45Δ77.4259.8%10.3%73.7455.2%6.9%
50Δ75.6159.7%8.9%75.3953.8%5.7%
55Δ73.8361.5%7.8%77.2457.2%5.1%
60Δ72.0962.6%6.7%78.8255.6%4.1%
65Δ70.4158.7%5.2%80.4954.0%3.2%
70Δ68.5059.5%4.3%82.5955.2%2.6%
75Δ66.7258.9%3.4%84.1952.6%1.9%
80Δ65.1655.3%2.5%87.1354.7%1.3%

20Δ

Calls
Pseudo strike
87.99
IV
57.7%
B/E move
20.8%
Puts
Pseudo strike
64.59
IV
59.4%
B/E move
15.0%

25Δ

Calls
Pseudo strike
85.44
IV
58.1%
B/E move
18.0%
Puts
Pseudo strike
66.60
IV
59.6%
B/E move
13.1%

30Δ

Calls
Pseudo strike
83.15
IV
58.1%
B/E move
15.5%
Puts
Pseudo strike
68.49
IV
60.1%
B/E move
11.5%

35Δ

Calls
Pseudo strike
81.12
IV
58.5%
B/E move
13.6%
Puts
Pseudo strike
70.28
IV
60.5%
B/E move
10.0%

40Δ

Calls
Pseudo strike
79.22
IV
59.1%
B/E move
11.8%
Puts
Pseudo strike
72.10
IV
57.9%
B/E move
8.3%

45Δ

Calls
Pseudo strike
77.42
IV
59.8%
B/E move
10.3%
Puts
Pseudo strike
73.74
IV
55.2%
B/E move
6.9%

50Δ

Calls
Pseudo strike
75.61
IV
59.7%
B/E move
8.9%
Puts
Pseudo strike
75.39
IV
53.8%
B/E move
5.7%

55Δ

Calls
Pseudo strike
73.83
IV
61.5%
B/E move
7.8%
Puts
Pseudo strike
77.24
IV
57.2%
B/E move
5.1%

60Δ

Calls
Pseudo strike
72.09
IV
62.6%
B/E move
6.7%
Puts
Pseudo strike
78.82
IV
55.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
70.41
IV
58.7%
B/E move
5.2%
Puts
Pseudo strike
80.49
IV
54.0%
B/E move
3.2%

70Δ

Calls
Pseudo strike
68.50
IV
59.5%
B/E move
4.3%
Puts
Pseudo strike
82.59
IV
55.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
66.72
IV
58.9%
B/E move
3.4%
Puts
Pseudo strike
84.19
IV
52.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
65.16
IV
55.3%
B/E move
2.5%
Puts
Pseudo strike
87.13
IV
54.7%
B/E move
1.3%