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Super Micro Computer Inc SMCI

TECHNOLOGY · COMPUTER HARDWARE
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Market dataready · fetched 2026-10-16T00:17:54.654Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:40.771343209Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:50.490614+00:00

Share price$35.03
1D+1.2%
AH$32.21$33.04$33.86$34.69$35.525:30 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$0.62$3.48$6.33$9.19$12.04$23.44$29.57$35.71$41.84$47.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMCI spot · $35.03SMCI PRICE$0.93$1.23$1.55$1.89$2.27$2.69$3.18$3.66$4.22$4.87$5.60$6.44$7.50$1.20$1.61$2.05$2.53$3.07$3.70$4.36$5.15$5.94$6.92$8.36$9.50$11.22
PutsExpensive1.28×
CallsExpensive1.36×
SkewBullish-1.12 pp
Implied moveBearish±$7.54
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.7285.5%33.2%29.1085.1%20.3%
25Δ43.6284.8%28.0%30.4385.0%17.7%
30Δ41.8884.6%24.0%31.6984.4%15.4%
35Δ40.2983.8%20.4%32.8983.8%13.3%
40Δ38.8983.4%17.5%34.0683.5%11.5%
45Δ37.6383.7%15.1%35.2283.7%10.0%
50Δ36.4384.7%13.1%36.4083.4%8.6%
55Δ35.2384.2%11.0%37.6383.8%7.3%
60Δ34.0684.6%9.3%38.8682.9%6.0%
65Δ32.8785.4%7.8%40.2383.0%4.9%
70Δ31.6586.1%6.3%41.9985.7%4.0%
75Δ30.3687.0%5.1%43.4883.8%3.0%
80Δ28.9089.0%3.9%45.5184.2%2.1%

20Δ

Calls
Pseudo strike
45.72
IV
85.5%
B/E move
33.2%
Puts
Pseudo strike
29.10
IV
85.1%
B/E move
20.3%

25Δ

Calls
Pseudo strike
43.62
IV
84.8%
B/E move
28.0%
Puts
Pseudo strike
30.43
IV
85.0%
B/E move
17.7%

30Δ

Calls
Pseudo strike
41.88
IV
84.6%
B/E move
24.0%
Puts
Pseudo strike
31.69
IV
84.4%
B/E move
15.4%

35Δ

Calls
Pseudo strike
40.29
IV
83.8%
B/E move
20.4%
Puts
Pseudo strike
32.89
IV
83.8%
B/E move
13.3%

40Δ

Calls
Pseudo strike
38.89
IV
83.4%
B/E move
17.5%
Puts
Pseudo strike
34.06
IV
83.5%
B/E move
11.5%

45Δ

Calls
Pseudo strike
37.63
IV
83.7%
B/E move
15.1%
Puts
Pseudo strike
35.22
IV
83.7%
B/E move
10.0%

50Δ

Calls
Pseudo strike
36.43
IV
84.7%
B/E move
13.1%
Puts
Pseudo strike
36.40
IV
83.4%
B/E move
8.6%

55Δ

Calls
Pseudo strike
35.23
IV
84.2%
B/E move
11.0%
Puts
Pseudo strike
37.63
IV
83.8%
B/E move
7.3%

60Δ

Calls
Pseudo strike
34.06
IV
84.6%
B/E move
9.3%
Puts
Pseudo strike
38.86
IV
82.9%
B/E move
6.0%

65Δ

Calls
Pseudo strike
32.87
IV
85.4%
B/E move
7.8%
Puts
Pseudo strike
40.23
IV
83.0%
B/E move
4.9%

70Δ

Calls
Pseudo strike
31.65
IV
86.1%
B/E move
6.3%
Puts
Pseudo strike
41.99
IV
85.7%
B/E move
4.0%

75Δ

Calls
Pseudo strike
30.36
IV
87.0%
B/E move
5.1%
Puts
Pseudo strike
43.48
IV
83.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
28.90
IV
89.0%
B/E move
3.9%
Puts
Pseudo strike
45.51
IV
84.2%
B/E move
2.1%