IntraAlpha
Create free account Start free

MicroStrategy Incorporated MSTR

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-15T20:02:47.410Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:39.780501729Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:34.226416+00:00

Share price$151.05
1D+8.4%
AH$134$139$143$148$1535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSTR
Sold putSold callAH

MicroStrategy Incorporated options

Live interpolated MSTR call and put midpoint premiums by absolute delta.MicroStrategy Incorporated$0.60$2.35$4.10$5.85$7.60$133.89$140.91$147.92$154.94$161.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $151.05OPTION PRICELive MSTR spot · $151.05MSTR PRICE$0.83$1.10$1.39$1.72$2.07$2.45$2.90$3.35$3.88$4.48$5.17$6.02$7.10$0.79$1.04$1.33$1.64$1.99$2.39$2.84$3.28$3.81$4.40$5.00$5.80$6.65
PutsExpensive1.27×
CallsCheap0.91×
SkewBullish-9.00 pp
Implied moveBalanced±$5.74
TiltBalanced1.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.8596.2%5.1%145.5386.9%4.2%
25Δ156.5095.2%4.3%146.6786.3%3.6%
30Δ155.2494.3%3.7%147.6886.0%3.1%
35Δ154.1893.9%3.2%148.6285.8%2.7%
40Δ153.1793.6%2.8%149.5185.8%2.3%
45Δ152.1893.5%2.4%150.3785.9%2.0%
50Δ151.2593.5%2.1%151.2285.9%1.8%
55Δ150.3293.4%1.7%152.0885.9%1.5%
60Δ149.3794.0%1.5%152.9785.8%1.2%
65Δ148.4094.2%1.2%153.8985.5%1.0%
70Δ147.3694.8%1.0%154.8185.1%0.8%
75Δ146.2196.0%0.8%155.8784.6%0.6%
80Δ144.8698.2%0.6%156.9784.0%0.5%

20Δ

Calls
Pseudo strike
157.85
IV
96.2%
B/E move
5.1%
Puts
Pseudo strike
145.53
IV
86.9%
B/E move
4.2%

25Δ

Calls
Pseudo strike
156.50
IV
95.2%
B/E move
4.3%
Puts
Pseudo strike
146.67
IV
86.3%
B/E move
3.6%

30Δ

Calls
Pseudo strike
155.24
IV
94.3%
B/E move
3.7%
Puts
Pseudo strike
147.68
IV
86.0%
B/E move
3.1%

35Δ

Calls
Pseudo strike
154.18
IV
93.9%
B/E move
3.2%
Puts
Pseudo strike
148.62
IV
85.8%
B/E move
2.7%

40Δ

Calls
Pseudo strike
153.17
IV
93.6%
B/E move
2.8%
Puts
Pseudo strike
149.51
IV
85.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
152.18
IV
93.5%
B/E move
2.4%
Puts
Pseudo strike
150.37
IV
85.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
151.25
IV
93.5%
B/E move
2.1%
Puts
Pseudo strike
151.22
IV
85.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
150.32
IV
93.4%
B/E move
1.7%
Puts
Pseudo strike
152.08
IV
85.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
149.37
IV
94.0%
B/E move
1.5%
Puts
Pseudo strike
152.97
IV
85.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
148.40
IV
94.2%
B/E move
1.2%
Puts
Pseudo strike
153.89
IV
85.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
147.36
IV
94.8%
B/E move
1.0%
Puts
Pseudo strike
154.81
IV
85.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
146.21
IV
96.0%
B/E move
0.8%
Puts
Pseudo strike
155.87
IV
84.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
144.86
IV
98.2%
B/E move
0.6%
Puts
Pseudo strike
156.97
IV
84.0%
B/E move
0.5%