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Super Micro Computer Inc SMCI

TECHNOLOGY · COMPUTER HARDWARE
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Market dataready · fetched 2026-10-15T20:05:00.807Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:39.405451495Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:57:08.467253+00:00

Share price$35.11
1D+2.1%
AH$32.22$33.02$33.83$34.64$35.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMCI
Sold putSold callAH

Super Micro Computer Inc options

Live interpolated SMCI call and put midpoint premiums by absolute delta.Super Micro Computer Inc$0.14$0.59$1.04$1.48$1.93$32.35$33.57$34.79$36.00$37.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $35.11OPTION PRICELive SMCI spot · $35.11SMCI PRICE$0.19$0.25$0.31$0.39$0.46$0.55$0.65$0.74$0.86$0.97$1.11$1.26$1.46$0.20$0.26$0.33$0.41$0.49$0.58$0.68$0.79$0.92$1.10$1.31$1.56$1.80
PutsCheap0.85×
CallsExpensive1.19×
SkewBearish+2.89 pp
Implied moveBearish±$1.33
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.6694.1%5.0%33.7393.1%4.5%
25Δ36.3493.0%4.2%34.0292.7%3.8%
30Δ36.0591.6%3.6%34.2791.9%3.3%
35Δ35.8190.9%3.1%34.5191.1%2.9%
40Δ35.5890.4%2.7%34.7390.7%2.5%
45Δ35.3690.1%2.3%34.9490.3%2.1%
50Δ35.1589.9%2.0%35.1589.8%1.8%
55Δ34.9589.5%1.7%35.3689.1%1.5%
60Δ34.7488.6%1.4%35.5889.6%1.3%
65Δ34.5387.8%1.1%35.8392.3%1.1%
70Δ34.3286.7%0.9%36.1095.1%0.9%
75Δ34.1085.6%0.7%36.4198.0%0.7%
80Δ33.8385.7%0.5%36.7297.6%0.6%

20Δ

Calls
Pseudo strike
36.66
IV
94.1%
B/E move
5.0%
Puts
Pseudo strike
33.73
IV
93.1%
B/E move
4.5%

25Δ

Calls
Pseudo strike
36.34
IV
93.0%
B/E move
4.2%
Puts
Pseudo strike
34.02
IV
92.7%
B/E move
3.8%

30Δ

Calls
Pseudo strike
36.05
IV
91.6%
B/E move
3.6%
Puts
Pseudo strike
34.27
IV
91.9%
B/E move
3.3%

35Δ

Calls
Pseudo strike
35.81
IV
90.9%
B/E move
3.1%
Puts
Pseudo strike
34.51
IV
91.1%
B/E move
2.9%

40Δ

Calls
Pseudo strike
35.58
IV
90.4%
B/E move
2.7%
Puts
Pseudo strike
34.73
IV
90.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
35.36
IV
90.1%
B/E move
2.3%
Puts
Pseudo strike
34.94
IV
90.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
35.15
IV
89.9%
B/E move
2.0%
Puts
Pseudo strike
35.15
IV
89.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
34.95
IV
89.5%
B/E move
1.7%
Puts
Pseudo strike
35.36
IV
89.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
34.74
IV
88.6%
B/E move
1.4%
Puts
Pseudo strike
35.58
IV
89.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
34.53
IV
87.8%
B/E move
1.1%
Puts
Pseudo strike
35.83
IV
92.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
34.32
IV
86.7%
B/E move
0.9%
Puts
Pseudo strike
36.10
IV
95.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
34.10
IV
85.6%
B/E move
0.7%
Puts
Pseudo strike
36.41
IV
98.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
33.83
IV
85.7%
B/E move
0.5%
Puts
Pseudo strike
36.72
IV
97.6%
B/E move
0.6%