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MongoDB MDB

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:03:18.927Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.236162694Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:54:07.626659+00:00

Share price$366.49
1D+5.8%
AH$343$350$356$362$3685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDB
Sold putSold callAH

MongoDB options

Live interpolated MDB call and put midpoint premiums by absolute delta.MongoDB$0.97$4.55$8.13$11.71$15.29$340.31$352.43$364.56$376.68$388.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $366.49OPTION PRICELive MDB spot · $366.49MDB PRICE$1.36$1.83$2.43$3.06$3.70$4.39$4.93$5.28$6.05$6.88$7.39$7.89$11.59$1.66$2.39$2.86$3.69$4.63$4.83$6.07$6.96$8.17$10.65$12.20$13.73$14.26
PutsExpensive1.13×
CallsCheap0.68×
SkewBearish+16.20 pp
Implied moveBearish±$11.00
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ377.2964.3%3.3%354.7276.1%3.7%
25Δ375.2765.0%2.9%356.5780.7%3.4%
30Δ373.5867.1%2.6%359.1176.9%2.8%
35Δ371.9068.8%2.3%361.1778.4%2.5%
40Δ370.1469.0%2.0%362.8382.7%2.3%
45Δ368.4468.7%1.7%365.0572.5%1.7%
50Δ366.8266.0%1.4%366.8676.8%1.6%
55Δ365.2960.5%1.1%368.6276.0%1.3%
60Δ363.8159.5%0.9%370.6276.5%1.1%
65Δ362.3859.1%0.8%373.3686.4%1.0%
70Δ361.2555.0%0.6%375.6685.8%0.8%
75Δ360.1351.0%0.4%377.8783.9%0.6%
80Δ356.3663.5%0.4%379.1375.5%0.4%

20Δ

Calls
Pseudo strike
377.29
IV
64.3%
B/E move
3.3%
Puts
Pseudo strike
354.72
IV
76.1%
B/E move
3.7%

25Δ

Calls
Pseudo strike
375.27
IV
65.0%
B/E move
2.9%
Puts
Pseudo strike
356.57
IV
80.7%
B/E move
3.4%

30Δ

Calls
Pseudo strike
373.58
IV
67.1%
B/E move
2.6%
Puts
Pseudo strike
359.11
IV
76.9%
B/E move
2.8%

35Δ

Calls
Pseudo strike
371.90
IV
68.8%
B/E move
2.3%
Puts
Pseudo strike
361.17
IV
78.4%
B/E move
2.5%

40Δ

Calls
Pseudo strike
370.14
IV
69.0%
B/E move
2.0%
Puts
Pseudo strike
362.83
IV
82.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
368.44
IV
68.7%
B/E move
1.7%
Puts
Pseudo strike
365.05
IV
72.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
366.82
IV
66.0%
B/E move
1.4%
Puts
Pseudo strike
366.86
IV
76.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
365.29
IV
60.5%
B/E move
1.1%
Puts
Pseudo strike
368.62
IV
76.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
363.81
IV
59.5%
B/E move
0.9%
Puts
Pseudo strike
370.62
IV
76.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
362.38
IV
59.1%
B/E move
0.8%
Puts
Pseudo strike
373.36
IV
86.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
361.25
IV
55.0%
B/E move
0.6%
Puts
Pseudo strike
375.66
IV
85.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
360.13
IV
51.0%
B/E move
0.4%
Puts
Pseudo strike
377.87
IV
83.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
356.36
IV
63.5%
B/E move
0.4%
Puts
Pseudo strike
379.13
IV
75.5%
B/E move
0.4%