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Microsoft Corporation Common Stock MSFT

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Market dataready · fetched 2026-11-12T04:15:17.749Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-12T00:59:48.226347488Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-09T04:55:08.017657+00:00

NewsAlpha Vantage · collected 2026-11-11T23:44:47.968521+00:00

Earnings observationsAlpha Vantage · collected 2026-11-11T23:43:35.928103+00:00

Share price$520.50
1D-2.8%
AH$518$523$528$534$5395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSFT
Sold putSold callAH

Microsoft Corporation Common Stock options

Live interpolated MSFT call and put midpoint premiums by absolute delta.Microsoft Corporation Common Stock$1.02$4.82$8.63$12.43$16.23$494.47$508.70$522.94$537.17$551.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFT spot · $520.50MSFT PRICE$1.43$1.91$2.38$3.07$3.74$4.41$5.27$6.21$7.25$8.69$10.00$12.86$15.14$1.49$1.94$2.42$2.98$3.60$4.26$4.98$5.74$6.60$7.51$8.57$9.48$10.31
PutsCheap0.54×
CallsExpensive1.22×
SkewBullish-4.34 pp
Implied moveBullish±$10.25
TiltBullish8.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ531.8433.5%2.5%509.7433.7%2.4%
25Δ529.6433.2%2.1%512.1633.2%2.0%
30Δ527.4632.9%1.8%514.1932.5%1.7%
35Δ525.8534.0%1.6%515.9732.3%1.4%
40Δ524.1834.4%1.4%517.6132.3%1.2%
45Δ522.4434.2%1.2%519.2032.0%1.1%
50Δ520.7834.7%1.1%520.7531.8%0.9%
55Δ519.0835.1%0.9%522.2831.5%0.8%
60Δ517.3235.5%0.8%523.8131.2%0.6%
65Δ515.3336.9%0.7%525.3530.8%0.5%
70Δ513.3736.9%0.6%526.9630.5%0.4%
75Δ510.1741.5%0.5%528.4029.3%0.3%
80Δ507.3242.3%0.4%529.7427.6%0.2%

20Δ

Calls
Pseudo strike
531.84
IV
33.5%
B/E move
2.5%
Puts
Pseudo strike
509.74
IV
33.7%
B/E move
2.4%

25Δ

Calls
Pseudo strike
529.64
IV
33.2%
B/E move
2.1%
Puts
Pseudo strike
512.16
IV
33.2%
B/E move
2.0%

30Δ

Calls
Pseudo strike
527.46
IV
32.9%
B/E move
1.8%
Puts
Pseudo strike
514.19
IV
32.5%
B/E move
1.7%

35Δ

Calls
Pseudo strike
525.85
IV
34.0%
B/E move
1.6%
Puts
Pseudo strike
515.97
IV
32.3%
B/E move
1.4%

40Δ

Calls
Pseudo strike
524.18
IV
34.4%
B/E move
1.4%
Puts
Pseudo strike
517.61
IV
32.3%
B/E move
1.2%

45Δ

Calls
Pseudo strike
522.44
IV
34.2%
B/E move
1.2%
Puts
Pseudo strike
519.20
IV
32.0%
B/E move
1.1%

50Δ

Calls
Pseudo strike
520.78
IV
34.7%
B/E move
1.1%
Puts
Pseudo strike
520.75
IV
31.8%
B/E move
0.9%

55Δ

Calls
Pseudo strike
519.08
IV
35.1%
B/E move
0.9%
Puts
Pseudo strike
522.28
IV
31.5%
B/E move
0.8%

60Δ

Calls
Pseudo strike
517.32
IV
35.5%
B/E move
0.8%
Puts
Pseudo strike
523.81
IV
31.2%
B/E move
0.6%

65Δ

Calls
Pseudo strike
515.33
IV
36.9%
B/E move
0.7%
Puts
Pseudo strike
525.35
IV
30.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
513.37
IV
36.9%
B/E move
0.6%
Puts
Pseudo strike
526.96
IV
30.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
510.17
IV
41.5%
B/E move
0.5%
Puts
Pseudo strike
528.40
IV
29.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
507.32
IV
42.3%
B/E move
0.4%
Puts
Pseudo strike
529.74
IV
27.6%
B/E move
0.2%

Options history

IV · four-Friday blend29.58%
Daily close
MSFT20.6%36.4%52.1%2026-08-13: 25.90%2026-08-14: 23.80%2026-08-17: 27.34%2026-08-18: 27.03%2026-08-19: 26.76%2026-08-20: 26.90%2026-08-21: 25.38%2026-08-24: 26.88%2026-08-25: 25.74%2026-08-26: 25.87%2026-08-27: 25.98%2026-08-28: 23.38%2026-08-31: 24.66%2026-09-01: 24.71%2026-09-02: 24.61%2026-09-03: 24.30%2026-09-04: 22.80%2026-09-08: 26.57%2026-09-09: 27.16%2026-09-10: 27.89%2026-09-11: 23.04%2026-09-14: 25.72%2026-09-15: 26.70%2026-09-16: 26.82%2026-09-17: 24.69%2026-09-18: 23.51%2026-09-21: 26.70%2026-09-22: 25.59%2026-09-23: 27.03%2026-09-24: 25.01%2026-09-25: 25.73%2026-09-28: 27.46%2026-09-29: 28.50%2026-09-30: 28.22%2026-10-01: 26.47%2026-10-02: 25.95%2026-10-05: 27.78%2026-10-06: 26.94%2026-10-07: 26.91%2026-10-08: 27.85%2026-10-09: 27.83%2026-10-12: 29.27%2026-10-13: 29.26%2026-10-14: 30.94%2026-10-15: 29.68%2026-10-16: 33.07%2026-10-19: 33.62%2026-10-20: 34.17%2026-10-21: 35.41%2026-10-22: 37.70%2026-10-23: 38.73%2026-10-26: 44.83%2026-10-27: 46.82%2026-10-28: 49.96%2026-10-29: 29.95%2026-10-30: 28.72%2026-11-03: 32.07%2026-11-06: 30.71%2026-11-10: 29.43%2026-11-11: 29.58%Aug 13Sep 24Nov 11
60 observations2026-08-13 — 2026-11-11
Table
DateIV (%)
25.90%
23.80%
27.34%
27.03%
26.76%
26.90%
25.38%
26.88%
25.74%
25.87%
25.98%
23.38%
24.66%
24.71%
24.61%
24.30%
22.80%
26.57%
27.16%
27.89%
23.04%
25.72%
26.70%
26.82%
24.69%
23.51%
26.70%
25.59%
27.03%
25.01%
25.73%
27.46%
28.50%
28.22%
26.47%
25.95%
27.78%
26.94%
26.91%
27.85%
27.83%
29.27%
29.26%
30.94%
29.68%
33.07%
33.62%
34.17%
35.41%
37.70%
38.73%
44.83%
46.82%
49.96%
29.95%
28.72%
32.07%
30.71%
29.43%
29.58%

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