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Super Micro Computer Inc SMCI

TECHNOLOGY · COMPUTER HARDWARE
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Market dataready · fetched 2026-10-16T21:48:33.246Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:48:22.132572646Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:32.581736+00:00

Share price$31.51
1D-9.5%
AH$31.27$32.24$33.21$34.18$35.155:30 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$0.27$1.26$2.25$3.25$4.24$26.40$30.65$34.90$39.15$43.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMCI spot · $31.51SMCI PRICE$0.37$0.50$0.64$0.80$0.97$1.17$1.41$1.68$1.95$2.25$2.63$3.11$3.95$0.45$0.59$0.73$0.88$1.04$1.24$1.46$1.68$1.90$2.29$2.52$2.93$3.26
PutsFair0.98×
CallsExpensive1.84×
SkewBullish-9.57 pp
Implied moveBalanced±$2.87
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.8680.6%11.8%28.6787.2%10.5%
25Δ34.2481.1%10.2%29.3184.6%8.8%
30Δ33.6982.0%9.0%29.8982.3%7.5%
35Δ33.1882.8%7.8%30.3880.1%6.4%
40Δ32.6983.4%6.8%30.8578.0%5.4%
45Δ32.2284.6%6.0%31.2977.5%4.6%
50Δ31.7586.5%5.3%31.7277.7%4.0%
55Δ31.2888.6%4.6%32.1476.9%3.3%
60Δ30.7989.8%3.9%32.5574.9%2.7%
65Δ30.2890.0%3.2%33.0677.9%2.3%
70Δ29.7291.7%2.7%33.4774.6%1.8%
75Δ29.0995.4%2.2%34.0075.0%1.4%
80Δ28.14106.8%1.8%34.4772.0%1.0%

20Δ

Calls
Pseudo strike
34.86
IV
80.6%
B/E move
11.8%
Puts
Pseudo strike
28.67
IV
87.2%
B/E move
10.5%

25Δ

Calls
Pseudo strike
34.24
IV
81.1%
B/E move
10.2%
Puts
Pseudo strike
29.31
IV
84.6%
B/E move
8.8%

30Δ

Calls
Pseudo strike
33.69
IV
82.0%
B/E move
9.0%
Puts
Pseudo strike
29.89
IV
82.3%
B/E move
7.5%

35Δ

Calls
Pseudo strike
33.18
IV
82.8%
B/E move
7.8%
Puts
Pseudo strike
30.38
IV
80.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
32.69
IV
83.4%
B/E move
6.8%
Puts
Pseudo strike
30.85
IV
78.0%
B/E move
5.4%

45Δ

Calls
Pseudo strike
32.22
IV
84.6%
B/E move
6.0%
Puts
Pseudo strike
31.29
IV
77.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
31.75
IV
86.5%
B/E move
5.3%
Puts
Pseudo strike
31.72
IV
77.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
31.28
IV
88.6%
B/E move
4.6%
Puts
Pseudo strike
32.14
IV
76.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
30.79
IV
89.8%
B/E move
3.9%
Puts
Pseudo strike
32.55
IV
74.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
30.28
IV
90.0%
B/E move
3.2%
Puts
Pseudo strike
33.06
IV
77.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
29.72
IV
91.7%
B/E move
2.7%
Puts
Pseudo strike
33.47
IV
74.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
29.09
IV
95.4%
B/E move
2.2%
Puts
Pseudo strike
34.00
IV
75.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
28.14
IV
106.8%
B/E move
1.8%
Puts
Pseudo strike
34.47
IV
72.0%
B/E move
1.0%