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MongoDB, Inc. Class A Common Stock MDB

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-07T04:26:22.951Z

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 · 2026-11-07T00:42:44.160760958Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-07T04:26:22.358781+00:00

Share price$313.30
1D-2.0%
AH$307$311$314$318$3225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDB
Sold putSold callAH

MongoDB, Inc. Class A Common Stock options

Live interpolated MDB call and put midpoint premiums by absolute delta.MongoDB, Inc. Class A Common Stock$2.37$10.23$18.10$25.97$33.83$248.20$279.06$309.93$340.80$371.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDB spot · $313.30MDB PRICE$3.22$4.31$5.53$6.85$8.37$9.97$11.77$13.88$16.07$18.69$21.60$25.13$29.38$4.23$5.49$6.95$8.49$10.18$11.94$14.09$16.24$18.66$21.47$25.06$28.65$31.56
PutsCheap0.61×
CallsCheap0.88×
SkewBearish+3.47 pp
Implied moveBearish±$25.87
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ341.5569.4%10.0%286.6382.5%9.9%
25Δ336.2569.8%8.7%292.7380.1%8.3%
30Δ331.5370.3%7.6%297.7679.4%7.2%
35Δ327.1470.6%6.6%302.4878.2%6.2%
40Δ323.0871.5%5.8%306.9077.2%5.3%
45Δ319.0571.8%5.0%311.1376.0%4.5%
50Δ315.1172.3%4.3%315.2876.1%3.9%
55Δ311.1673.4%3.7%319.3875.0%3.2%
60Δ307.1373.6%3.2%323.5374.3%2.7%
65Δ302.9174.5%2.6%327.8773.9%2.2%
70Δ298.4875.1%2.2%332.7674.6%1.8%
75Δ293.6076.2%1.7%337.6673.8%1.4%
80Δ288.0977.5%1.3%341.8670.2%1.0%

20Δ

Calls
Pseudo strike
341.55
IV
69.4%
B/E move
10.0%
Puts
Pseudo strike
286.63
IV
82.5%
B/E move
9.9%

25Δ

Calls
Pseudo strike
336.25
IV
69.8%
B/E move
8.7%
Puts
Pseudo strike
292.73
IV
80.1%
B/E move
8.3%

30Δ

Calls
Pseudo strike
331.53
IV
70.3%
B/E move
7.6%
Puts
Pseudo strike
297.76
IV
79.4%
B/E move
7.2%

35Δ

Calls
Pseudo strike
327.14
IV
70.6%
B/E move
6.6%
Puts
Pseudo strike
302.48
IV
78.2%
B/E move
6.2%

40Δ

Calls
Pseudo strike
323.08
IV
71.5%
B/E move
5.8%
Puts
Pseudo strike
306.90
IV
77.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
319.05
IV
71.8%
B/E move
5.0%
Puts
Pseudo strike
311.13
IV
76.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
315.11
IV
72.3%
B/E move
4.3%
Puts
Pseudo strike
315.28
IV
76.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
311.16
IV
73.4%
B/E move
3.7%
Puts
Pseudo strike
319.38
IV
75.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
307.13
IV
73.6%
B/E move
3.2%
Puts
Pseudo strike
323.53
IV
74.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
302.91
IV
74.5%
B/E move
2.6%
Puts
Pseudo strike
327.87
IV
73.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
298.48
IV
75.1%
B/E move
2.2%
Puts
Pseudo strike
332.76
IV
74.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
293.60
IV
76.2%
B/E move
1.7%
Puts
Pseudo strike
337.66
IV
73.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
288.09
IV
77.5%
B/E move
1.3%
Puts
Pseudo strike
341.86
IV
70.2%
B/E move
1.0%

Options history

IV · four-Friday blend71.42%
Daily close
MDB43.5%92.7%141.8%2026-08-10: 66.83%2026-08-11: 68.23%2026-08-12: 65.55%2026-08-13: 70.60%2026-08-14: 69.82%2026-08-17: 76.02%2026-08-18: 76.09%2026-08-19: 75.42%2026-08-20: 77.69%2026-08-21: 83.61%2026-08-24: 92.18%2026-08-25: 95.18%2026-08-26: 97.66%2026-08-27: 100.04%2026-08-28: 109.31%2026-08-31: 126.81%2026-09-01: 135.04%2026-09-02: 60.00%2026-09-03: 54.89%2026-09-04: 51.99%2026-09-08: 56.86%2026-09-09: 55.76%2026-09-10: 57.13%2026-09-11: 50.32%2026-09-14: 57.54%2026-09-15: 57.71%2026-09-16: 57.65%2026-09-17: 57.18%2026-09-18: 53.91%2026-09-21: 60.36%2026-09-22: 62.73%2026-09-23: 64.91%2026-09-24: 63.63%2026-09-25: 62.47%2026-09-28: 72.88%2026-09-29: 66.01%2026-09-30: 61.23%2026-10-01: 64.83%2026-10-02: 54.15%2026-10-05: 60.07%2026-10-06: 56.28%2026-10-07: 55.52%2026-10-08: 58.43%2026-10-09: 55.41%2026-10-12: 57.22%2026-10-13: 62.52%2026-10-14: 64.21%2026-10-15: 64.28%2026-10-16: 67.38%2026-10-19: 64.87%2026-10-20: 64.46%2026-10-21: 68.02%2026-10-22: 71.27%2026-10-23: 67.96%2026-10-26: 70.18%2026-10-27: 69.21%2026-10-28: 70.61%2026-10-29: 71.53%2026-10-30: 71.42%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
66.83%
68.23%
65.55%
70.60%
69.82%
76.02%
76.09%
75.42%
77.69%
83.61%
92.18%
95.18%
97.66%
100.04%
109.31%
126.81%
135.04%
60.00%
54.89%
51.99%
56.86%
55.76%
57.13%
50.32%
57.54%
57.71%
57.65%
57.18%
53.91%
60.36%
62.73%
64.91%
63.63%
62.47%
72.88%
66.01%
61.23%
64.83%
54.15%
60.07%
56.28%
55.52%
58.43%
55.41%
57.22%
62.52%
64.21%
64.28%
67.38%
64.87%
64.46%
68.02%
71.27%
67.96%
70.18%
69.21%
70.61%
71.53%
71.42%