IntraAlpha
Create free account Start free

MACOM Technology Solutions Holdings Inc MTSI

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-15T20:02:45.579Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.989777137Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:37.941856+00:00

Share price$271.39
1D-3.1%
AH$261$266$272$277$2825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTSI
Sold putSold callAH

MACOM Technology Solutions Holdings Inc options

Live interpolated MTSI call and put midpoint premiums by absolute delta.MACOM Technology Solutions Holdings Inc$0.90$9.35$17.80$26.26$34.71$245.25$257.09$268.93$280.77$292.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $271.39OPTION PRICELive MTSI spot · $271.39MTSI PRICE$1.81$2.30$2.80$3.44$4.09$4.73$5.38$6.02$7.42$8.86$10.30$11.73$13.30$2.02$2.53$3.06$3.60$4.14$4.69$5.69$6.69$7.68$8.68$9.68$13.73$32.27
PutsCheap0.68×
CallsExpensive1.28×
SkewBearish+1.04 pp
Implied moveBearish±$11.07
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ287.00117.7%6.4%256.90125.2%6.1%
25Δ283.43112.0%5.3%260.78116.0%4.8%
30Δ279.92106.5%4.2%263.11110.5%4.2%
35Δ277.95104.0%3.7%265.44105.0%3.5%
40Δ275.99101.5%3.2%267.7799.5%2.9%
45Δ274.0299.0%2.7%270.0794.3%2.2%
50Δ272.0596.6%2.2%271.7893.3%2.0%
55Δ270.0994.1%1.7%273.4892.3%1.7%
60Δ268.0595.5%1.5%275.1891.4%1.4%
65Δ266.0197.1%1.3%276.8990.4%1.2%
70Δ263.9898.7%1.1%278.5989.5%0.9%
75Δ261.94100.3%0.8%283.2995.6%0.7%
80Δ259.78102.3%0.6%302.18135.8%0.5%

20Δ

Calls
Pseudo strike
287.00
IV
117.7%
B/E move
6.4%
Puts
Pseudo strike
256.90
IV
125.2%
B/E move
6.1%

25Δ

Calls
Pseudo strike
283.43
IV
112.0%
B/E move
5.3%
Puts
Pseudo strike
260.78
IV
116.0%
B/E move
4.8%

30Δ

Calls
Pseudo strike
279.92
IV
106.5%
B/E move
4.2%
Puts
Pseudo strike
263.11
IV
110.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
277.95
IV
104.0%
B/E move
3.7%
Puts
Pseudo strike
265.44
IV
105.0%
B/E move
3.5%

40Δ

Calls
Pseudo strike
275.99
IV
101.5%
B/E move
3.2%
Puts
Pseudo strike
267.77
IV
99.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
274.02
IV
99.0%
B/E move
2.7%
Puts
Pseudo strike
270.07
IV
94.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
272.05
IV
96.6%
B/E move
2.2%
Puts
Pseudo strike
271.78
IV
93.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
270.09
IV
94.1%
B/E move
1.7%
Puts
Pseudo strike
273.48
IV
92.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
268.05
IV
95.5%
B/E move
1.5%
Puts
Pseudo strike
275.18
IV
91.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
266.01
IV
97.1%
B/E move
1.3%
Puts
Pseudo strike
276.89
IV
90.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
263.98
IV
98.7%
B/E move
1.1%
Puts
Pseudo strike
278.59
IV
89.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
261.94
IV
100.3%
B/E move
0.8%
Puts
Pseudo strike
283.29
IV
95.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
259.78
IV
102.3%
B/E move
0.6%
Puts
Pseudo strike
302.18
IV
135.8%
B/E move
0.5%