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Microsoft Corporation MSFT

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:15:12.747Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:11.556617+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$3.95$17.85$31.75$45.66$59.56$475.52$507.75$539.98$572.21$604.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFT spot · $536.65MSFT PRICE$5.45$7.34$9.42$11.75$14.37$17.09$20.34$24.08$28.20$33.10$39.13$45.96$55.55$6.20$8.13$10.18$12.49$14.98$17.64$20.61$23.74$27.24$30.89$35.66$39.76$45.08
PutsExpensive1.16×
CallsExpensive1.18×
SkewBullish-4.09 pp
Implied moveBalanced±$40.94
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ586.3130.3%10.3%498.2031.4%8.3%
25Δ577.4430.6%9.0%507.0730.8%7.0%
30Δ569.4830.8%7.9%514.9430.2%5.9%
35Δ562.1531.2%6.9%521.9029.8%5.1%
40Δ555.2031.6%6.1%528.4829.5%4.3%
45Δ548.1931.6%5.3%534.8129.2%3.6%
50Δ541.4932.1%4.7%540.9528.9%3.0%
55Δ534.6332.8%4.1%547.0328.5%2.5%
60Δ527.5133.3%3.6%553.1328.2%2.0%
65Δ519.9334.1%3.1%559.2127.7%1.6%
70Δ511.4935.2%2.6%566.0027.7%1.2%
75Δ502.2536.1%2.2%572.1626.7%0.8%
80Δ490.6038.1%1.8%579.2326.1%0.5%

20Δ

Calls
Pseudo strike
586.31
IV
30.3%
B/E move
10.3%
Puts
Pseudo strike
498.20
IV
31.4%
B/E move
8.3%

25Δ

Calls
Pseudo strike
577.44
IV
30.6%
B/E move
9.0%
Puts
Pseudo strike
507.07
IV
30.8%
B/E move
7.0%

30Δ

Calls
Pseudo strike
569.48
IV
30.8%
B/E move
7.9%
Puts
Pseudo strike
514.94
IV
30.2%
B/E move
5.9%

35Δ

Calls
Pseudo strike
562.15
IV
31.2%
B/E move
6.9%
Puts
Pseudo strike
521.90
IV
29.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
555.20
IV
31.6%
B/E move
6.1%
Puts
Pseudo strike
528.48
IV
29.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
548.19
IV
31.6%
B/E move
5.3%
Puts
Pseudo strike
534.81
IV
29.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
541.49
IV
32.1%
B/E move
4.7%
Puts
Pseudo strike
540.95
IV
28.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
534.63
IV
32.8%
B/E move
4.1%
Puts
Pseudo strike
547.03
IV
28.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
527.51
IV
33.3%
B/E move
3.6%
Puts
Pseudo strike
553.13
IV
28.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
519.93
IV
34.1%
B/E move
3.1%
Puts
Pseudo strike
559.21
IV
27.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
511.49
IV
35.2%
B/E move
2.6%
Puts
Pseudo strike
566.00
IV
27.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
502.25
IV
36.1%
B/E move
2.2%
Puts
Pseudo strike
572.16
IV
26.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
490.60
IV
38.1%
B/E move
1.8%
Puts
Pseudo strike
579.23
IV
26.1%
B/E move
0.5%