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Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock STRC

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T15:29:55.383Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T15:29:37.803793969Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:29:53.896854+00:00

Share price$99.66
1D-0.0%
$99.54$99.62$99.71$99.79$99.885:30 AM6:30 AM9:00 AM1:00 PMSTRC
Sold putSold call

Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock options

Live interpolated STRC call and put midpoint premiums by absolute delta.Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock$1.32$3.34$5.36$7.37$9.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESTRC PRICE$2.45$1.72$2.28$1.54$2.75$3.96$5.17$6.38$7.60$8.81
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.1078.3%30.0%91.6737.8%9.7%
25Δ92.3143.3%9.7%
30Δ
35Δ
40Δ
45Δ
50Δ100.2910.8%0.9%
55Δ101.6112.9%0.8%
60Δ102.9315.0%0.7%
65Δ104.2517.1%0.6%
70Δ105.5719.1%0.5%
75Δ106.8921.2%0.4%
80Δ108.2123.3%0.3%

20Δ

Calls
Pseudo strike
127.10
IV
78.3%
B/E move
30.0%
Puts
Pseudo strike
91.67
IV
37.8%
B/E move
9.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.31
IV
43.3%
B/E move
9.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.29
IV
10.8%
B/E move
0.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.61
IV
12.9%
B/E move
0.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.93
IV
15.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.25
IV
17.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.57
IV
19.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.89
IV
21.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.21
IV
23.3%
B/E move
0.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations