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Microsoft Corporation MSFT

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-22T00:17:07.417Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T23:59:31.971763166Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T00:17:06.961199+00:00

Share price$530.30
1D+0.3%
AH$528$530$531$532$5345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSFT
Sold putSold callAH

Microsoft Corporation options

Live interpolated MSFT call and put midpoint premiums by absolute delta.Microsoft Corporation$0.47$6.67$12.87$19.06$25.26$513.77$522.71$531.64$540.58$549.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFT spot · $530.30MSFT PRICE$1.42$1.94$2.51$3.21$3.99$4.88$5.97$7.26$8.82$10.88$13.69$17.70$23.48$1.14$1.47$1.80$2.15$2.52$2.91$3.29$3.66$4.03$4.42$4.81$5.20
PutsCheap0.60×
CallsExpensive2.03×
SkewBullish-21.11 pp
Implied moveBullish±$9.26
TiltBullish47.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ541.5032.6%2.4%522.0025.8%1.8%
25Δ539.4833.3%2.1%523.9124.8%1.5%
30Δ537.6434.0%1.9%525.5623.9%1.2%
35Δ535.9134.9%1.7%526.9823.0%1.0%
40Δ534.1836.0%1.5%528.2322.3%0.9%
45Δ532.4537.2%1.3%529.3821.6%0.7%
50Δ530.6138.6%1.2%530.4320.8%0.6%
55Δ528.6240.3%1.1%531.3819.8%0.5%
60Δ526.4342.4%0.9%532.3318.9%0.4%
65Δ523.8145.6%0.8%533.1317.9%0.3%
70Δ520.5350.1%0.7%533.8916.9%0.2%
75Δ516.0956.5%0.7%534.6515.9%0.2%
80Δ509.8665.3%0.6%

20Δ

Calls
Pseudo strike
541.50
IV
32.6%
B/E move
2.4%
Puts
Pseudo strike
522.00
IV
25.8%
B/E move
1.8%

25Δ

Calls
Pseudo strike
539.48
IV
33.3%
B/E move
2.1%
Puts
Pseudo strike
523.91
IV
24.8%
B/E move
1.5%

30Δ

Calls
Pseudo strike
537.64
IV
34.0%
B/E move
1.9%
Puts
Pseudo strike
525.56
IV
23.9%
B/E move
1.2%

35Δ

Calls
Pseudo strike
535.91
IV
34.9%
B/E move
1.7%
Puts
Pseudo strike
526.98
IV
23.0%
B/E move
1.0%

40Δ

Calls
Pseudo strike
534.18
IV
36.0%
B/E move
1.5%
Puts
Pseudo strike
528.23
IV
22.3%
B/E move
0.9%

45Δ

Calls
Pseudo strike
532.45
IV
37.2%
B/E move
1.3%
Puts
Pseudo strike
529.38
IV
21.6%
B/E move
0.7%

50Δ

Calls
Pseudo strike
530.61
IV
38.6%
B/E move
1.2%
Puts
Pseudo strike
530.43
IV
20.8%
B/E move
0.6%

55Δ

Calls
Pseudo strike
528.62
IV
40.3%
B/E move
1.1%
Puts
Pseudo strike
531.38
IV
19.8%
B/E move
0.5%

60Δ

Calls
Pseudo strike
526.43
IV
42.4%
B/E move
0.9%
Puts
Pseudo strike
532.33
IV
18.9%
B/E move
0.4%

65Δ

Calls
Pseudo strike
523.81
IV
45.6%
B/E move
0.8%
Puts
Pseudo strike
533.13
IV
17.9%
B/E move
0.3%

70Δ

Calls
Pseudo strike
520.53
IV
50.1%
B/E move
0.7%
Puts
Pseudo strike
533.89
IV
16.9%
B/E move
0.2%

75Δ

Calls
Pseudo strike
516.09
IV
56.5%
B/E move
0.7%
Puts
Pseudo strike
534.65
IV
15.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
509.86
IV
65.3%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

MSFT19.0446.2973.552026-07-23: 50.73%2026-07-24: 51.63%2026-07-27: 59.95%2026-07-28: 64.83%2026-07-29: 69.79%2026-07-30: 40.87%2026-07-31: 30.79%2026-08-03: 32.70%2026-08-04: 32.88%2026-08-05: 32.00%2026-08-06: 32.33%2026-08-07: 26.78%2026-08-10: 28.30%2026-08-11: 26.76%2026-08-12: 26.95%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%Jul 23Oct 21
Table
DateIV
50.73%
51.63%
59.95%
64.83%
69.79%
40.87%
30.79%
32.70%
32.88%
32.00%
32.33%
26.78%
28.30%
26.76%
26.95%
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%

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