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MongoDB, Inc. Class A Common Stock MDB

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-06T20:56:32.873Z

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 · 2026-11-06T20:56:29.216711585Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-06T20:56:31.633386+00:00

Share price$312.22
1D-1.3%
$307$311$314$318$3225:30 AM6:30 AM9:00 AM1:00 PMMDB
Sold putSold call

MongoDB, Inc. Class A Common Stock options

Live interpolated MDB call and put midpoint premiums by absolute delta.MongoDB, Inc. Class A Common Stock$2.42$10.25$18.09$25.92$33.76$247.33$278.44$309.55$340.65$371.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDB spot · $312.22MDB PRICE$3.26$4.40$5.60$6.97$8.46$10.18$12.08$14.16$16.53$19.20$22.28$26.10$31.50$4.15$5.45$6.84$8.36$10.00$11.81$13.77$15.87$18.20$20.91$24.00$27.90$31.24
PutsCheap0.61×
CallsCheap0.91×
SkewNeutral-0.09 pp
Implied moveBearish±$25.85
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ340.9070.7%10.2%285.9581.3%9.7%
25Δ335.6471.5%8.9%291.7379.8%8.3%
30Δ330.7371.6%7.7%296.8778.3%7.1%
35Δ326.3372.2%6.8%301.5077.3%6.1%
40Δ322.1072.6%5.9%305.8576.2%5.2%
45Δ318.0973.6%5.1%310.0275.5%4.5%
50Δ314.0874.6%4.5%314.0974.6%3.8%
55Δ310.0275.3%3.8%318.1073.7%3.2%
60Δ305.8676.2%3.3%322.1372.9%2.7%
65Δ301.5377.0%2.7%326.3472.3%2.2%
70Δ296.9378.0%2.2%330.8071.9%1.7%
75Δ291.7479.8%1.8%335.9072.2%1.4%
80Δ285.1884.0%1.4%340.4169.8%1.0%

20Δ

Calls
Pseudo strike
340.90
IV
70.7%
B/E move
10.2%
Puts
Pseudo strike
285.95
IV
81.3%
B/E move
9.7%

25Δ

Calls
Pseudo strike
335.64
IV
71.5%
B/E move
8.9%
Puts
Pseudo strike
291.73
IV
79.8%
B/E move
8.3%

30Δ

Calls
Pseudo strike
330.73
IV
71.6%
B/E move
7.7%
Puts
Pseudo strike
296.87
IV
78.3%
B/E move
7.1%

35Δ

Calls
Pseudo strike
326.33
IV
72.2%
B/E move
6.8%
Puts
Pseudo strike
301.50
IV
77.3%
B/E move
6.1%

40Δ

Calls
Pseudo strike
322.10
IV
72.6%
B/E move
5.9%
Puts
Pseudo strike
305.85
IV
76.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
318.09
IV
73.6%
B/E move
5.1%
Puts
Pseudo strike
310.02
IV
75.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
314.08
IV
74.6%
B/E move
4.5%
Puts
Pseudo strike
314.09
IV
74.6%
B/E move
3.8%

55Δ

Calls
Pseudo strike
310.02
IV
75.3%
B/E move
3.8%
Puts
Pseudo strike
318.10
IV
73.7%
B/E move
3.2%

60Δ

Calls
Pseudo strike
305.86
IV
76.2%
B/E move
3.3%
Puts
Pseudo strike
322.13
IV
72.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
301.53
IV
77.0%
B/E move
2.7%
Puts
Pseudo strike
326.34
IV
72.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
296.93
IV
78.0%
B/E move
2.2%
Puts
Pseudo strike
330.80
IV
71.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
291.74
IV
79.8%
B/E move
1.8%
Puts
Pseudo strike
335.90
IV
72.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
285.18
IV
84.0%
B/E move
1.4%
Puts
Pseudo strike
340.41
IV
69.8%
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%