IntraAlpha
Create free account Start free

Microvision Inc MVIS

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-10-21T16:58:57.539Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:58:41.820324904Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:57.274220+00:00

Share price$1.22
1D+3.0%
$1.17$1.19$1.21$1.23$1.255:30 AM6:30 AM9:00 AM1:00 PMMVIS
Sold putSold call

Microvision Inc options

Live interpolated MVIS call and put midpoint premiums by absolute delta.Microvision Inc$0.00$0.35$0.69$1.04$1.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMVIS PRICE$0.03$0.04$0.06$0.07$0.08$0.10$0.11$0.13$0.14$0.15$0.17$0.18$0.20$0.39$0.58$0.77$1.28
PutsExpensive4.35×
CallsExpensive1.21×
SkewBearish+364.22 pp
Implied move——
TiltBearish35.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.49280.6%25.2%
25Δ1.46275.6%23.5%
30Δ1.42270.7%21.7%
35Δ1.39265.7%20.0%
40Δ1.35260.8%18.3%
45Δ1.32255.8%16.5%
50Δ1.28250.9%14.8%
55Δ1.25246.0%13.0%
60Δ1.21241.0%11.3%
65Δ1.18236.1%9.6%1.52498.8%7.3%
70Δ1.14231.1%7.8%1.72565.2%6.5%
75Δ1.11226.2%6.1%1.92631.6%5.7%
80Δ1.07221.2%4.4%2.38764.9%10.0%

20Δ

Calls
Pseudo strike
1.49
IV
280.6%
B/E move
25.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.46
IV
275.6%
B/E move
23.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.42
IV
270.7%
B/E move
21.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.39
IV
265.7%
B/E move
20.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.35
IV
260.8%
B/E move
18.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.32
IV
255.8%
B/E move
16.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.28
IV
250.9%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.25
IV
246.0%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.21
IV
241.0%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.18
IV
236.1%
B/E move
9.6%
Puts
Pseudo strike
1.52
IV
498.8%
B/E move
7.3%

70Δ

Calls
Pseudo strike
1.14
IV
231.1%
B/E move
7.8%
Puts
Pseudo strike
1.72
IV
565.2%
B/E move
6.5%

75Δ

Calls
Pseudo strike
1.11
IV
226.2%
B/E move
6.1%
Puts
Pseudo strike
1.92
IV
631.6%
B/E move
5.7%

80Δ

Calls
Pseudo strike
1.07
IV
221.2%
B/E move
4.4%
Puts
Pseudo strike
2.38
IV
764.9%
B/E move
10.0%

Options history

No recorded observations