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Micron Technology, Inc. Common Stock MU

i

Market datapartial · fetched 2026-11-07T06:50:01.070Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:59.303832651Z

FundamentalsAlpha Vantage · unavailable

NewsAlpha Vantage · collected 2026-11-01T23:56:03.718192+00:00

Earnings observationsAlpha Vantage · collected 2026-11-01T23:54:39.570551+00:00

Share price$694.79
1D-2.2%
AH$675$687$699$711$7235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMU
Sold putSold callAH

Micron Technology, Inc. Common Stock options

Live interpolated MU call and put midpoint premiums by absolute delta.Micron Technology, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.69$-0.10$0.50$1.10$1.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMU PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend85.54%
Daily close
MU40.5%64.7%88.9%2026-08-10: 72.61%2026-08-11: 68.60%2026-08-12: 69.28%2026-08-13: 67.31%2026-08-14: 62.38%2026-08-17: 65.96%2026-08-18: 67.47%2026-08-19: 65.92%2026-08-20: 67.22%2026-08-21: 60.84%2026-08-24: 65.28%2026-08-25: 63.91%2026-08-26: 67.67%2026-08-27: 60.11%2026-08-28: 51.13%2026-08-31: 52.95%2026-09-01: 54.64%2026-09-02: 52.81%2026-09-03: 55.57%2026-09-04: 58.99%2026-09-08: 64.34%2026-09-09: 61.24%2026-09-10: 60.93%2026-09-11: 54.71%2026-09-14: 58.27%2026-09-15: 57.89%2026-09-16: 59.51%2026-09-17: 58.45%2026-09-18: 58.55%2026-09-21: 65.54%2026-09-22: 68.81%2026-09-23: 67.72%2026-09-24: 66.54%2026-09-25: 66.64%2026-09-28: 73.20%2026-09-29: 76.41%2026-09-30: 81.08%2026-10-01: 56.48%2026-10-02: 46.83%2026-10-05: 45.45%2026-10-06: 44.65%2026-10-07: 47.63%2026-10-08: 49.34%2026-10-09: 43.80%2026-10-12: 47.83%2026-10-13: 51.80%2026-10-14: 56.73%2026-10-15: 57.14%2026-10-16: 54.19%2026-10-19: 52.99%2026-10-20: 54.90%2026-10-21: 54.54%2026-10-22: 64.48%2026-10-23: 55.86%2026-10-26: 57.62%2026-10-27: 55.99%2026-10-28: 57.98%2026-10-29: 56.86%2026-10-30: 58.87%2026-11-03: 67.59%2026-11-06: 85.54%Aug 10Sep 22Nov 6
61 observations2026-08-10 — 2026-11-06
Table
DateIV (%)
72.61%
68.60%
69.28%
67.31%
62.38%
65.96%
67.47%
65.92%
67.22%
60.84%
65.28%
63.91%
67.67%
60.11%
51.13%
52.95%
54.64%
52.81%
55.57%
58.99%
64.34%
61.24%
60.93%
54.71%
58.27%
57.89%
59.51%
58.45%
58.55%
65.54%
68.81%
67.72%
66.54%
66.64%
73.20%
76.41%
81.08%
56.48%
46.83%
45.45%
44.65%
47.63%
49.34%
43.80%
47.83%
51.80%
56.73%
57.14%
54.19%
52.99%
54.90%
54.54%
64.48%
55.86%
57.62%
55.99%
57.98%
56.86%
58.87%
67.59%
85.54%

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