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monday.com Ltd. Ordinary Shares MNDY

i

Market datapartial · fetched 2026-11-12T03:14:31.195Z

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

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 · 2026-11-11T23:19:04.74844931Z

FundamentalsAlpha Vantage · unavailable

Share price$77.05
1D+0.2%
AH$75.07$75.80$76.54$77.27$78.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMNDY
Sold putSold callAH

monday.com Ltd. Ordinary Shares options

Live interpolated MNDY call and put midpoint premiums by absolute delta.monday.com Ltd. Ordinary Shares$0.65$3.08$5.52$7.95$10.38$57.18$68.62$80.06$91.49$102.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MNDY spot · $77.05MNDY PRICE$0.92$1.26$1.63$1.99$2.36$2.81$3.27$3.73$4.18$5.12$6.48$7.85$9.68$0.98$1.32$1.66$2.00$2.40$2.85$3.31$3.76$4.21$4.74$5.48$6.22$6.96
PutsCheap0.47×
CallsCheap0.61×
SkewBullish-13.22 pp
Implied moveBalanced±$6.58
TiltBullish5.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.3571.3%12.0%70.8866.1%9.3%
25Δ83.8671.4%10.5%72.0765.8%8.2%
30Δ82.5471.9%9.2%73.2765.5%7.1%
35Δ81.2272.4%8.0%74.4665.2%6.0%
40Δ79.9272.8%6.8%75.5164.4%5.1%
45Δ78.8271.7%6.0%76.4663.2%4.5%
50Δ77.7270.6%5.1%77.4162.1%3.8%
55Δ76.6269.5%4.3%78.3560.9%3.2%
60Δ75.5268.4%3.4%79.3059.7%2.5%
65Δ74.1571.5%2.9%80.2758.3%2.0%
70Δ72.5278.4%2.5%81.2856.6%1.6%
75Δ70.8985.3%2.2%82.2954.8%1.3%
80Δ68.7792.8%1.8%83.3053.1%0.9%

20Δ

Calls
Pseudo strike
85.35
IV
71.3%
B/E move
12.0%
Puts
Pseudo strike
70.88
IV
66.1%
B/E move
9.3%

25Δ

Calls
Pseudo strike
83.86
IV
71.4%
B/E move
10.5%
Puts
Pseudo strike
72.07
IV
65.8%
B/E move
8.2%

30Δ

Calls
Pseudo strike
82.54
IV
71.9%
B/E move
9.2%
Puts
Pseudo strike
73.27
IV
65.5%
B/E move
7.1%

35Δ

Calls
Pseudo strike
81.22
IV
72.4%
B/E move
8.0%
Puts
Pseudo strike
74.46
IV
65.2%
B/E move
6.0%

40Δ

Calls
Pseudo strike
79.92
IV
72.8%
B/E move
6.8%
Puts
Pseudo strike
75.51
IV
64.4%
B/E move
5.1%

45Δ

Calls
Pseudo strike
78.82
IV
71.7%
B/E move
6.0%
Puts
Pseudo strike
76.46
IV
63.2%
B/E move
4.5%

50Δ

Calls
Pseudo strike
77.72
IV
70.6%
B/E move
5.1%
Puts
Pseudo strike
77.41
IV
62.1%
B/E move
3.8%

55Δ

Calls
Pseudo strike
76.62
IV
69.5%
B/E move
4.3%
Puts
Pseudo strike
78.35
IV
60.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
75.52
IV
68.4%
B/E move
3.4%
Puts
Pseudo strike
79.30
IV
59.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
74.15
IV
71.5%
B/E move
2.9%
Puts
Pseudo strike
80.27
IV
58.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
72.52
IV
78.4%
B/E move
2.5%
Puts
Pseudo strike
81.28
IV
56.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
70.89
IV
85.3%
B/E move
2.2%
Puts
Pseudo strike
82.29
IV
54.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
68.77
IV
92.8%
B/E move
1.8%
Puts
Pseudo strike
83.30
IV
53.1%
B/E move
0.9%

Options history

IV · four-Friday blend87.64%
Daily EOD
MNDY75.2%81.9%88.6%2026-10-19: 76.10%2026-10-20: 77.99%2026-10-21: 79.83%2026-10-22: 83.20%2026-10-23: 82.73%2026-10-26: 84.92%2026-10-27: 84.64%2026-10-28: 87.72%2026-10-29: 82.64%2026-10-30: 87.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.10%
77.99%
79.83%
83.20%
82.73%
84.92%
84.64%
87.72%
82.64%
87.64%