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MicroStrategy Incorporated MSTR

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-16T00:14:55.982Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:58:08.470000771Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:54.823090+00:00

Share price$148.87
1D+5.7%
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$2.67$10.41$18.15$25.89$33.62$107.52$128.97$150.42$171.87$193.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSTR spot · $148.87MSTR PRICE$3.51$4.65$5.87$7.23$8.76$10.46$12.32$14.37$16.69$19.50$22.56$26.31$31.39$3.92$5.20$6.56$8.05$9.73$11.48$13.48$15.67$18.02$20.66$23.62$26.92$30.60
PutsCheap0.89×
CallsFair1.01×
SkewBullish-14.35 pp
Implied moveBearish±$25.80
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ187.2574.7%28.1%127.8067.5%16.8%
25Δ179.8874.5%24.0%132.5866.6%14.4%
30Δ173.5074.0%20.5%136.9565.7%12.4%
35Δ168.0074.1%17.7%141.0464.9%10.7%
40Δ163.0274.6%15.4%144.9164.7%9.2%
45Δ158.3475.3%13.4%148.6763.7%7.8%
50Δ153.7776.0%11.6%152.4463.2%6.7%
55Δ149.2676.7%9.9%156.2362.8%5.6%
60Δ144.7377.6%8.4%160.0662.2%4.6%
65Δ140.0479.6%7.2%164.0461.5%3.7%
70Δ135.1180.8%5.9%168.2260.6%2.9%
75Δ129.6982.9%4.8%172.6559.6%2.1%
80Δ123.1687.1%3.8%177.3558.2%1.4%

20Δ

Calls
Pseudo strike
187.25
IV
74.7%
B/E move
28.1%
Puts
Pseudo strike
127.80
IV
67.5%
B/E move
16.8%

25Δ

Calls
Pseudo strike
179.88
IV
74.5%
B/E move
24.0%
Puts
Pseudo strike
132.58
IV
66.6%
B/E move
14.4%

30Δ

Calls
Pseudo strike
173.50
IV
74.0%
B/E move
20.5%
Puts
Pseudo strike
136.95
IV
65.7%
B/E move
12.4%

35Δ

Calls
Pseudo strike
168.00
IV
74.1%
B/E move
17.7%
Puts
Pseudo strike
141.04
IV
64.9%
B/E move
10.7%

40Δ

Calls
Pseudo strike
163.02
IV
74.6%
B/E move
15.4%
Puts
Pseudo strike
144.91
IV
64.7%
B/E move
9.2%

45Δ

Calls
Pseudo strike
158.34
IV
75.3%
B/E move
13.4%
Puts
Pseudo strike
148.67
IV
63.7%
B/E move
7.8%

50Δ

Calls
Pseudo strike
153.77
IV
76.0%
B/E move
11.6%
Puts
Pseudo strike
152.44
IV
63.2%
B/E move
6.7%

55Δ

Calls
Pseudo strike
149.26
IV
76.7%
B/E move
9.9%
Puts
Pseudo strike
156.23
IV
62.8%
B/E move
5.6%

60Δ

Calls
Pseudo strike
144.73
IV
77.6%
B/E move
8.4%
Puts
Pseudo strike
160.06
IV
62.2%
B/E move
4.6%

65Δ

Calls
Pseudo strike
140.04
IV
79.6%
B/E move
7.2%
Puts
Pseudo strike
164.04
IV
61.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
135.11
IV
80.8%
B/E move
5.9%
Puts
Pseudo strike
168.22
IV
60.6%
B/E move
2.9%

75Δ

Calls
Pseudo strike
129.69
IV
82.9%
B/E move
4.8%
Puts
Pseudo strike
172.65
IV
59.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
123.16
IV
87.1%
B/E move
3.8%
Puts
Pseudo strike
177.35
IV
58.2%
B/E move
1.4%