IntraAlpha
Create free account Start free

MACOM Technology Solutions Holdings Inc MTSI

i

Market datapartial · fetched 2026-10-15T23:38:37.402Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:39:32.694382919Z

FundamentalsAlpha Vantage · unavailable

Share price$271.00
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$4.44$21.82$39.20$56.58$73.96$192.67$237.06$281.45$325.85$370.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTSI spot · $271.00MTSI PRICE$6.32$8.16$10.35$12.76$15.63$18.81$22.01$25.42$29.40$33.97$39.07$44.81$52.07$8.24$10.54$13.62$16.83$20.20$23.85$28.20$33.23$38.19$43.85$51.32$59.75$68.95
PutsFair1.02×
CallsExpensive1.16×
SkewBullish-2.08 pp
Implied moveBearish±$50.22
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ339.7773.9%27.7%228.5776.7%18.7%
25Δ324.6971.4%22.8%239.0373.6%15.7%
30Δ313.9271.4%19.7%247.4573.7%13.7%
35Δ304.2771.4%17.0%255.5873.3%11.9%
40Δ295.8672.7%14.9%263.5172.4%10.2%
45Δ287.9174.3%13.2%271.2671.6%8.7%
50Δ279.6174.5%11.3%279.0271.5%7.4%
55Δ271.4974.2%9.6%287.1171.7%6.3%
60Δ263.4974.5%8.1%295.0670.8%5.2%
65Δ255.3575.2%6.8%303.5070.1%4.2%
70Δ246.9575.9%5.5%313.3070.5%3.3%
75Δ238.1176.3%4.4%323.9370.6%2.5%
80Δ228.1577.7%3.4%335.2469.7%1.7%

20Δ

Calls
Pseudo strike
339.77
IV
73.9%
B/E move
27.7%
Puts
Pseudo strike
228.57
IV
76.7%
B/E move
18.7%

25Δ

Calls
Pseudo strike
324.69
IV
71.4%
B/E move
22.8%
Puts
Pseudo strike
239.03
IV
73.6%
B/E move
15.7%

30Δ

Calls
Pseudo strike
313.92
IV
71.4%
B/E move
19.7%
Puts
Pseudo strike
247.45
IV
73.7%
B/E move
13.7%

35Δ

Calls
Pseudo strike
304.27
IV
71.4%
B/E move
17.0%
Puts
Pseudo strike
255.58
IV
73.3%
B/E move
11.9%

40Δ

Calls
Pseudo strike
295.86
IV
72.7%
B/E move
14.9%
Puts
Pseudo strike
263.51
IV
72.4%
B/E move
10.2%

45Δ

Calls
Pseudo strike
287.91
IV
74.3%
B/E move
13.2%
Puts
Pseudo strike
271.26
IV
71.6%
B/E move
8.7%

50Δ

Calls
Pseudo strike
279.61
IV
74.5%
B/E move
11.3%
Puts
Pseudo strike
279.02
IV
71.5%
B/E move
7.4%

55Δ

Calls
Pseudo strike
271.49
IV
74.2%
B/E move
9.6%
Puts
Pseudo strike
287.11
IV
71.7%
B/E move
6.3%

60Δ

Calls
Pseudo strike
263.49
IV
74.5%
B/E move
8.1%
Puts
Pseudo strike
295.06
IV
70.8%
B/E move
5.2%

65Δ

Calls
Pseudo strike
255.35
IV
75.2%
B/E move
6.8%
Puts
Pseudo strike
303.50
IV
70.1%
B/E move
4.2%

70Δ

Calls
Pseudo strike
246.95
IV
75.9%
B/E move
5.5%
Puts
Pseudo strike
313.30
IV
70.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
238.11
IV
76.3%
B/E move
4.4%
Puts
Pseudo strike
323.93
IV
70.6%
B/E move
2.5%

80Δ

Calls
Pseudo strike
228.15
IV
77.7%
B/E move
3.4%
Puts
Pseudo strike
335.24
IV
69.7%
B/E move
1.7%