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MongoDB MDB

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:33:49.821Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:25:32.402568592Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:33:48.932805+00:00

Share price$366.00
1D+5.6%
AH$343$350$356$362$3695:30 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$0.83$6.07$11.30$16.53$21.76$340.37$352.34$364.31$376.29$388.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $366.00OPTION PRICELive MDB spot · $366.00MDB PRICE$1.40$1.88$2.52$3.16$3.83$4.56$5.04$5.52$6.44$7.16$7.74$10.89$13.13$1.62$2.31$2.84$3.51$4.56$4.76$5.72$6.73$7.39$10.11$11.43$13.15$20.26
PutsExpensive1.10×
CallsCheap0.72×
SkewBearish+10.94 pp
Implied moveBearish±$10.76
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ377.1266.2%3.4%354.4874.3%3.6%
25Δ375.0567.1%3.0%356.3978.1%3.3%
30Δ373.3669.7%2.7%358.6576.5%2.8%
35Δ371.6171.2%2.4%360.9174.8%2.4%
40Δ369.8071.6%2.1%362.4481.4%2.2%
45Δ368.0371.5%1.8%364.5271.8%1.7%
50Δ366.3567.6%1.5%366.3572.4%1.5%
55Δ364.7263.1%1.2%368.0673.6%1.3%
60Δ363.1563.6%1.0%369.6869.9%1.0%
65Δ361.7561.6%0.8%372.5282.4%1.0%
70Δ360.4857.7%0.6%374.5880.8%0.8%
75Δ357.2170.6%0.6%376.9480.4%0.6%
80Δ354.5171.5%0.4%384.3798.7%0.5%

20Δ

Calls
Pseudo strike
377.12
IV
66.2%
B/E move
3.4%
Puts
Pseudo strike
354.48
IV
74.3%
B/E move
3.6%

25Δ

Calls
Pseudo strike
375.05
IV
67.1%
B/E move
3.0%
Puts
Pseudo strike
356.39
IV
78.1%
B/E move
3.3%

30Δ

Calls
Pseudo strike
373.36
IV
69.7%
B/E move
2.7%
Puts
Pseudo strike
358.65
IV
76.5%
B/E move
2.8%

35Δ

Calls
Pseudo strike
371.61
IV
71.2%
B/E move
2.4%
Puts
Pseudo strike
360.91
IV
74.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
369.80
IV
71.6%
B/E move
2.1%
Puts
Pseudo strike
362.44
IV
81.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
368.03
IV
71.5%
B/E move
1.8%
Puts
Pseudo strike
364.52
IV
71.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
366.35
IV
67.6%
B/E move
1.5%
Puts
Pseudo strike
366.35
IV
72.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
364.72
IV
63.1%
B/E move
1.2%
Puts
Pseudo strike
368.06
IV
73.6%
B/E move
1.3%

60Δ

Calls
Pseudo strike
363.15
IV
63.6%
B/E move
1.0%
Puts
Pseudo strike
369.68
IV
69.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
361.75
IV
61.6%
B/E move
0.8%
Puts
Pseudo strike
372.52
IV
82.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
360.48
IV
57.7%
B/E move
0.6%
Puts
Pseudo strike
374.58
IV
80.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
357.21
IV
70.6%
B/E move
0.6%
Puts
Pseudo strike
376.94
IV
80.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
354.51
IV
71.5%
B/E move
0.4%
Puts
Pseudo strike
384.37
IV
98.7%
B/E move
0.5%