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Super Micro Computer, Inc. Common Stock SMCI

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Market dataready · fetched 2026-11-07T02:57:11.728Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:33.564856035Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:57:11.012486+00:00

Share price$28.86
1D+0.9%
AH$27.76$28.17$28.59$29.00$29.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMCI
Sold putSold callAH

Super Micro Computer, Inc. Common Stock options

Live interpolated SMCI call and put midpoint premiums by absolute delta.Super Micro Computer, Inc. Common Stock$0.22$1.45$2.68$3.91$5.13$23.16$26.42$29.68$32.94$36.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMCI spot · $28.86SMCI PRICE$0.35$0.47$0.60$0.74$0.91$1.08$1.27$1.50$1.73$2.00$2.31$2.72$3.05$0.48$0.62$0.78$0.96$1.16$1.37$1.60$1.83$2.15$2.45$2.86$4.27$4.78
PutsCheap0.85×
CallsCheap0.77×
SkewBearish+10.36 pp
Implied moveBearish±$2.87
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.0683.8%12.3%25.9599.8%11.7%
25Δ31.4383.4%10.5%26.6097.7%10.0%
30Δ30.8983.5%9.1%27.1895.6%8.5%
35Δ30.4183.8%7.9%27.6995.0%7.4%
40Δ29.9684.8%7.0%28.1893.8%6.4%
45Δ29.5285.2%6.0%28.6593.0%5.5%
50Δ29.0885.4%5.2%29.1292.3%4.7%
55Δ28.6586.7%4.5%29.5790.2%3.9%
60Δ28.2287.1%3.8%30.0691.2%3.3%
65Δ27.7787.4%3.1%30.5490.0%2.7%
70Δ27.2988.1%2.6%31.0990.7%2.2%
75Δ26.7490.6%2.1%32.52113.8%2.1%
80Δ26.2588.4%1.5%33.21109.7%1.5%

20Δ

Calls
Pseudo strike
32.06
IV
83.8%
B/E move
12.3%
Puts
Pseudo strike
25.95
IV
99.8%
B/E move
11.7%

25Δ

Calls
Pseudo strike
31.43
IV
83.4%
B/E move
10.5%
Puts
Pseudo strike
26.60
IV
97.7%
B/E move
10.0%

30Δ

Calls
Pseudo strike
30.89
IV
83.5%
B/E move
9.1%
Puts
Pseudo strike
27.18
IV
95.6%
B/E move
8.5%

35Δ

Calls
Pseudo strike
30.41
IV
83.8%
B/E move
7.9%
Puts
Pseudo strike
27.69
IV
95.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
29.96
IV
84.8%
B/E move
7.0%
Puts
Pseudo strike
28.18
IV
93.8%
B/E move
6.4%

45Δ

Calls
Pseudo strike
29.52
IV
85.2%
B/E move
6.0%
Puts
Pseudo strike
28.65
IV
93.0%
B/E move
5.5%

50Δ

Calls
Pseudo strike
29.08
IV
85.4%
B/E move
5.2%
Puts
Pseudo strike
29.12
IV
92.3%
B/E move
4.7%

55Δ

Calls
Pseudo strike
28.65
IV
86.7%
B/E move
4.5%
Puts
Pseudo strike
29.57
IV
90.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
28.22
IV
87.1%
B/E move
3.8%
Puts
Pseudo strike
30.06
IV
91.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
27.77
IV
87.4%
B/E move
3.1%
Puts
Pseudo strike
30.54
IV
90.0%
B/E move
2.7%

70Δ

Calls
Pseudo strike
27.29
IV
88.1%
B/E move
2.6%
Puts
Pseudo strike
31.09
IV
90.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
26.74
IV
90.6%
B/E move
2.1%
Puts
Pseudo strike
32.52
IV
113.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
26.25
IV
88.4%
B/E move
1.5%
Puts
Pseudo strike
33.21
IV
109.7%
B/E move
1.5%

Options history

IV · four-Friday blend104.91%
Daily close
SMCI59.7%99.8%140.0%2026-08-10: 120.04%2026-08-11: 134.43%2026-08-12: 84.18%2026-08-13: 87.82%2026-08-14: 76.39%2026-08-17: 78.67%2026-08-18: 79.02%2026-08-19: 76.94%2026-08-20: 81.05%2026-08-21: 76.97%2026-08-24: 73.51%2026-08-25: 77.96%2026-08-26: 76.98%2026-08-27: 72.74%2026-08-28: 67.22%2026-08-31: 70.78%2026-09-01: 75.27%2026-09-02: 69.84%2026-09-03: 69.46%2026-09-04: 69.33%2026-09-08: 76.82%2026-09-09: 72.65%2026-09-10: 70.73%2026-09-11: 68.18%2026-09-14: 71.29%2026-09-15: 70.67%2026-09-16: 72.36%2026-09-17: 72.07%2026-09-18: 66.80%2026-09-21: 74.75%2026-09-22: 74.44%2026-09-23: 73.10%2026-09-24: 72.55%2026-09-25: 71.05%2026-09-28: 74.32%2026-09-29: 71.91%2026-09-30: 73.00%2026-10-01: 70.40%2026-10-02: 65.26%2026-10-05: 66.68%2026-10-06: 67.70%2026-10-07: 69.76%2026-10-08: 70.06%2026-10-09: 67.31%2026-10-12: 72.50%2026-10-13: 74.41%2026-10-14: 79.31%2026-10-15: 80.72%2026-10-16: 86.34%2026-10-19: 87.73%2026-10-20: 100.74%2026-10-21: 86.47%2026-10-22: 90.75%2026-10-23: 89.45%2026-10-26: 91.29%2026-10-27: 90.58%2026-10-28: 91.95%2026-10-29: 93.99%2026-10-30: 104.91%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
120.04%
134.43%
84.18%
87.82%
76.39%
78.67%
79.02%
76.94%
81.05%
76.97%
73.51%
77.96%
76.98%
72.74%
67.22%
70.78%
75.27%
69.84%
69.46%
69.33%
76.82%
72.65%
70.73%
68.18%
71.29%
70.67%
72.36%
72.07%
66.80%
74.75%
74.44%
73.10%
72.55%
71.05%
74.32%
71.91%
73.00%
70.40%
65.26%
66.68%
67.70%
69.76%
70.06%
67.31%
72.50%
74.41%
79.31%
80.72%
86.34%
87.73%
100.74%
86.47%
90.75%
89.45%
91.29%
90.58%
91.95%
93.99%
104.91%