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Monday.Com Ltd MNDY

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-23T00:24:08.808Z

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 · 2026-10-22T23:42:51.940129388Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:24:06.572406+00:00

Share price$107.50
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$1.86$10.46$19.06$27.67$36.27$66.07$85.13$104.19$123.25$142.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MNDY spot · $107.50MNDY PRICE$2.79$3.52$4.61$5.79$6.97$8.35$9.70$11.23$12.90$14.47$16.54$18.29$19.13$3.80$5.24$6.78$8.24$9.32$11.91$14.59$17.21$19.94$21.90$24.38$31.63$33.79
PutsExpensive1.42×
CallsExpensive1.21×
SkewBearish+6.20 pp
Implied moveBearish±$24.30
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.9792.4%31.9%88.7797.7%21.0%
25Δ131.4487.8%25.5%92.8599.1%18.5%
30Δ127.1189.7%22.5%96.75100.1%16.3%
35Δ123.4992.9%20.3%100.6698.3%14.0%
40Δ119.2792.9%17.4%104.3992.2%11.6%
45Δ115.5394.4%15.2%108.2596.5%10.4%
50Δ111.7193.7%12.9%112.2199.7%9.2%
55Δ108.0193.5%10.9%116.29100.1%7.8%
60Δ104.4593.6%9.2%120.4199.5%6.5%
65Δ100.9691.4%7.4%123.8794.9%5.2%
70Δ97.3691.2%6.0%127.6291.3%4.0%
75Δ94.1888.4%4.6%135.5999.7%3.3%
80Δ91.8579.2%3.2%138.9192.4%2.2%

20Δ

Calls
Pseudo strike
138.97
IV
92.4%
B/E move
31.9%
Puts
Pseudo strike
88.77
IV
97.7%
B/E move
21.0%

25Δ

Calls
Pseudo strike
131.44
IV
87.8%
B/E move
25.5%
Puts
Pseudo strike
92.85
IV
99.1%
B/E move
18.5%

30Δ

Calls
Pseudo strike
127.11
IV
89.7%
B/E move
22.5%
Puts
Pseudo strike
96.75
IV
100.1%
B/E move
16.3%

35Δ

Calls
Pseudo strike
123.49
IV
92.9%
B/E move
20.3%
Puts
Pseudo strike
100.66
IV
98.3%
B/E move
14.0%

40Δ

Calls
Pseudo strike
119.27
IV
92.9%
B/E move
17.4%
Puts
Pseudo strike
104.39
IV
92.2%
B/E move
11.6%

45Δ

Calls
Pseudo strike
115.53
IV
94.4%
B/E move
15.2%
Puts
Pseudo strike
108.25
IV
96.5%
B/E move
10.4%

50Δ

Calls
Pseudo strike
111.71
IV
93.7%
B/E move
12.9%
Puts
Pseudo strike
112.21
IV
99.7%
B/E move
9.2%

55Δ

Calls
Pseudo strike
108.01
IV
93.5%
B/E move
10.9%
Puts
Pseudo strike
116.29
IV
100.1%
B/E move
7.8%

60Δ

Calls
Pseudo strike
104.45
IV
93.6%
B/E move
9.2%
Puts
Pseudo strike
120.41
IV
99.5%
B/E move
6.5%

65Δ

Calls
Pseudo strike
100.96
IV
91.4%
B/E move
7.4%
Puts
Pseudo strike
123.87
IV
94.9%
B/E move
5.2%

70Δ

Calls
Pseudo strike
97.36
IV
91.2%
B/E move
6.0%
Puts
Pseudo strike
127.62
IV
91.3%
B/E move
4.0%

75Δ

Calls
Pseudo strike
94.18
IV
88.4%
B/E move
4.6%
Puts
Pseudo strike
135.59
IV
99.7%
B/E move
3.3%

80Δ

Calls
Pseudo strike
91.85
IV
79.2%
B/E move
3.2%
Puts
Pseudo strike
138.91
IV
92.4%
B/E move
2.2%

Options history

No recorded observations