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MicroStrategy Incorporated MSTR

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-15T20:33:41.158Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:40.934445778Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:39.937736+00:00

Share price$151.17
1D+8.5%
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$2.44$4.27$6.11$7.95$133.88$140.93$147.99$155.04$162.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $151.17OPTION PRICELive MSTR spot · $151.17MSTR PRICE$0.82$1.09$1.36$1.68$2.02$2.38$2.81$3.24$3.73$4.29$4.91$5.66$6.58$0.80$1.07$1.36$1.69$2.05$2.48$2.94$3.40$4.00$4.62$5.31$6.22$7.42
PutsExpensive1.32×
CallsCheap0.87×
SkewBullish-1.77 pp
Implied moveBearish±$5.75
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.9394.6%5.0%145.6188.6%4.2%
25Δ156.5893.3%4.3%146.7788.2%3.6%
30Δ155.3592.3%3.7%147.7988.1%3.1%
35Δ154.3091.6%3.2%148.7588.0%2.7%
40Δ153.3191.2%2.8%149.6588.3%2.4%
45Δ152.3490.7%2.3%150.5488.7%2.1%
50Δ151.4490.4%2.0%151.4389.0%1.8%
55Δ150.5390.1%1.7%152.3289.3%1.5%
60Δ149.6290.1%1.4%153.2689.5%1.3%
65Δ148.6990.1%1.2%154.2389.7%1.0%
70Δ147.7389.7%1.0%155.2390.0%0.8%
75Δ146.6889.9%0.8%156.4290.5%0.6%
80Δ145.5090.4%0.6%157.8793.5%0.5%

20Δ

Calls
Pseudo strike
157.93
IV
94.6%
B/E move
5.0%
Puts
Pseudo strike
145.61
IV
88.6%
B/E move
4.2%

25Δ

Calls
Pseudo strike
156.58
IV
93.3%
B/E move
4.3%
Puts
Pseudo strike
146.77
IV
88.2%
B/E move
3.6%

30Δ

Calls
Pseudo strike
155.35
IV
92.3%
B/E move
3.7%
Puts
Pseudo strike
147.79
IV
88.1%
B/E move
3.1%

35Δ

Calls
Pseudo strike
154.30
IV
91.6%
B/E move
3.2%
Puts
Pseudo strike
148.75
IV
88.0%
B/E move
2.7%

40Δ

Calls
Pseudo strike
153.31
IV
91.2%
B/E move
2.8%
Puts
Pseudo strike
149.65
IV
88.3%
B/E move
2.4%

45Δ

Calls
Pseudo strike
152.34
IV
90.7%
B/E move
2.3%
Puts
Pseudo strike
150.54
IV
88.7%
B/E move
2.1%

50Δ

Calls
Pseudo strike
151.44
IV
90.4%
B/E move
2.0%
Puts
Pseudo strike
151.43
IV
89.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
150.53
IV
90.1%
B/E move
1.7%
Puts
Pseudo strike
152.32
IV
89.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
149.62
IV
90.1%
B/E move
1.4%
Puts
Pseudo strike
153.26
IV
89.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
148.69
IV
90.1%
B/E move
1.2%
Puts
Pseudo strike
154.23
IV
89.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
147.73
IV
89.7%
B/E move
1.0%
Puts
Pseudo strike
155.23
IV
90.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
146.68
IV
89.9%
B/E move
0.8%
Puts
Pseudo strike
156.42
IV
90.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
145.50
IV
90.4%
B/E move
0.6%
Puts
Pseudo strike
157.87
IV
93.5%
B/E move
0.5%