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Monday.Com Ltd MNDY

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T21:06:48.606Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:40:11.679376749Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:59:26.096672+00:00

Share price$106.83
1D+6.2%
AH$100$102$105$108$1115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMNDY
Sold putSold callAH

Monday.Com Ltd options

Live interpolated MNDY call and put midpoint premiums by absolute delta.Monday.Com Ltd$1.92$10.19$18.46$26.73$35.00$66.07$85.13$104.19$123.25$142.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MNDY spot · $106.83MNDY PRICE$2.81$3.52$4.68$5.87$7.09$8.50$9.87$11.49$13.18$14.81$17.12$18.59$19.53$3.72$5.09$6.60$8.08$9.12$11.29$13.99$16.45$19.16$21.18$23.22$25.76$32.62
PutsExpensive1.37×
CallsExpensive1.25×
SkewBearish+0.34 pp
Implied moveBearish±$23.86
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.8194.1%32.6%88.4096.3%20.7%
25Δ130.8388.4%25.8%92.4897.1%18.2%
30Δ126.9391.9%23.2%96.2798.3%16.1%
35Δ123.2094.9%20.8%100.1197.1%13.9%
40Δ118.9595.4%18.0%103.7091.1%11.5%
45Δ115.1497.1%15.7%107.4292.7%10.0%
50Δ111.2296.4%13.4%111.2596.8%9.0%
55Δ107.4796.7%11.4%115.1597.0%7.6%
60Δ103.8296.7%9.5%119.2096.7%6.4%
65Δ100.2094.8%7.7%122.6092.7%5.1%
70Δ96.4295.9%6.3%125.9588.2%3.8%
75Δ93.3790.8%4.8%129.5984.8%2.8%
80Δ90.7681.7%3.2%137.1090.2%2.2%

20Δ

Calls
Pseudo strike
138.81
IV
94.1%
B/E move
32.6%
Puts
Pseudo strike
88.40
IV
96.3%
B/E move
20.7%

25Δ

Calls
Pseudo strike
130.83
IV
88.4%
B/E move
25.8%
Puts
Pseudo strike
92.48
IV
97.1%
B/E move
18.2%

30Δ

Calls
Pseudo strike
126.93
IV
91.9%
B/E move
23.2%
Puts
Pseudo strike
96.27
IV
98.3%
B/E move
16.1%

35Δ

Calls
Pseudo strike
123.20
IV
94.9%
B/E move
20.8%
Puts
Pseudo strike
100.11
IV
97.1%
B/E move
13.9%

40Δ

Calls
Pseudo strike
118.95
IV
95.4%
B/E move
18.0%
Puts
Pseudo strike
103.70
IV
91.1%
B/E move
11.5%

45Δ

Calls
Pseudo strike
115.14
IV
97.1%
B/E move
15.7%
Puts
Pseudo strike
107.42
IV
92.7%
B/E move
10.0%

50Δ

Calls
Pseudo strike
111.22
IV
96.4%
B/E move
13.4%
Puts
Pseudo strike
111.25
IV
96.8%
B/E move
9.0%

55Δ

Calls
Pseudo strike
107.47
IV
96.7%
B/E move
11.4%
Puts
Pseudo strike
115.15
IV
97.0%
B/E move
7.6%

60Δ

Calls
Pseudo strike
103.82
IV
96.7%
B/E move
9.5%
Puts
Pseudo strike
119.20
IV
96.7%
B/E move
6.4%

65Δ

Calls
Pseudo strike
100.20
IV
94.8%
B/E move
7.7%
Puts
Pseudo strike
122.60
IV
92.7%
B/E move
5.1%

70Δ

Calls
Pseudo strike
96.42
IV
95.9%
B/E move
6.3%
Puts
Pseudo strike
125.95
IV
88.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
93.37
IV
90.8%
B/E move
4.8%
Puts
Pseudo strike
129.59
IV
84.8%
B/E move
2.8%

80Δ

Calls
Pseudo strike
90.76
IV
81.7%
B/E move
3.2%
Puts
Pseudo strike
137.10
IV
90.2%
B/E move
2.2%

Options history

No recorded observations