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Microsoft Corporation MSFT

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:58:38.570Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:58:27.176855144Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:58:37.955542+00:00

Share price$536.65
1D+1.3%
AH$529$532$536$539$5425:30 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$0.00$6.30$12.60$18.90$25.20$527.51$533.29$539.07$544.85$550.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFT spot · $536.65MSFT PRICE$1.01$1.38$1.83$2.34$2.93$3.61$4.47$5.51$6.90$8.71$12.26$15.59$23.38$0.63$0.80$0.97$1.15$1.32$1.49$1.67$1.84
PutsCheap0.81×
CallsExpensive1.67×
SkewBullish-30.06 pp
Implied moveBullish±$6.13
TiltBullish80.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ544.4832.2%1.6%531.9919.9%1.0%
25Δ543.1033.0%1.5%533.0618.9%0.8%
30Δ541.8334.0%1.3%533.9518.1%0.7%
35Δ540.6335.3%1.2%534.8317.3%0.6%
40Δ539.4036.6%1.1%535.4516.5%0.5%
45Δ538.1338.0%0.9%536.0215.7%0.4%
50Δ536.7740.0%0.9%536.5814.9%0.3%
55Δ535.3142.6%0.8%537.1514.0%0.2%
60Δ533.5346.0%0.7%
65Δ531.3850.6%0.6%
70Δ527.8462.5%0.6%
75Δ524.0769.2%0.6%
80Δ516.2490.8%0.6%

20Δ

Calls
Pseudo strike
544.48
IV
32.2%
B/E move
1.6%
Puts
Pseudo strike
531.99
IV
19.9%
B/E move
1.0%

25Δ

Calls
Pseudo strike
543.10
IV
33.0%
B/E move
1.5%
Puts
Pseudo strike
533.06
IV
18.9%
B/E move
0.8%

30Δ

Calls
Pseudo strike
541.83
IV
34.0%
B/E move
1.3%
Puts
Pseudo strike
533.95
IV
18.1%
B/E move
0.7%

35Δ

Calls
Pseudo strike
540.63
IV
35.3%
B/E move
1.2%
Puts
Pseudo strike
534.83
IV
17.3%
B/E move
0.6%

40Δ

Calls
Pseudo strike
539.40
IV
36.6%
B/E move
1.1%
Puts
Pseudo strike
535.45
IV
16.5%
B/E move
0.5%

45Δ

Calls
Pseudo strike
538.13
IV
38.0%
B/E move
0.9%
Puts
Pseudo strike
536.02
IV
15.7%
B/E move
0.4%

50Δ

Calls
Pseudo strike
536.77
IV
40.0%
B/E move
0.9%
Puts
Pseudo strike
536.58
IV
14.9%
B/E move
0.3%

55Δ

Calls
Pseudo strike
535.31
IV
42.6%
B/E move
0.8%
Puts
Pseudo strike
537.15
IV
14.0%
B/E move
0.2%

60Δ

Calls
Pseudo strike
533.53
IV
46.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
531.38
IV
50.6%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
527.84
IV
62.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
524.07
IV
69.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
516.24
IV
90.8%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move