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Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock STRC

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Market datapartial · fetched 2026-10-22T18:08:03.496Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:07:52.408685918Z

FundamentalsAlpha Vantage · unavailable

Share price$99.02
1D+0.2%
$98.77$98.87$98.98$99.08$99.195:30 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$0.30$2.78$5.27$7.76$10.24$90.74$96.12$101.49$106.87$112.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STRC spot · $99.02STRC PRICE$1.07$1.14$1.21$1.28$1.35$1.42$1.49$1.56$1.64$1.71$1.78$1.85$1.92$0.57$0.78$1.00$1.23$1.54$1.86$2.17$2.67$4.02$5.36$6.70$8.10$9.53
PutsExpensive2.01×
CallsExpensive3.99×
SkewBullish-17.71 pp
Implied moveBearish±$3.66
TiltBearish40.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.9968.0%32.4%95.5216.8%4.1%
25Δ127.5263.3%29.9%96.2017.2%3.6%
30Δ125.0558.7%27.5%96.8917.7%3.2%
35Δ122.5854.0%25.1%97.5618.1%2.7%
40Δ120.1149.3%22.7%98.2018.2%2.4%
45Δ117.6444.6%20.2%98.8418.3%2.1%
50Δ115.1739.9%17.8%99.4818.5%1.7%
55Δ112.7035.2%15.4%100.2619.3%1.4%
60Δ110.2330.5%13.0%101.6823.0%1.4%
65Δ107.7625.8%10.5%103.1026.8%1.3%
70Δ105.2921.1%8.1%104.5330.6%1.2%
75Δ102.8216.5%5.7%106.1631.9%1.0%
80Δ100.3511.8%3.3%107.9032.0%0.7%

20Δ

Calls
Pseudo strike
129.99
IV
68.0%
B/E move
32.4%
Puts
Pseudo strike
95.52
IV
16.8%
B/E move
4.1%

25Δ

Calls
Pseudo strike
127.52
IV
63.3%
B/E move
29.9%
Puts
Pseudo strike
96.20
IV
17.2%
B/E move
3.6%

30Δ

Calls
Pseudo strike
125.05
IV
58.7%
B/E move
27.5%
Puts
Pseudo strike
96.89
IV
17.7%
B/E move
3.2%

35Δ

Calls
Pseudo strike
122.58
IV
54.0%
B/E move
25.1%
Puts
Pseudo strike
97.56
IV
18.1%
B/E move
2.7%

40Δ

Calls
Pseudo strike
120.11
IV
49.3%
B/E move
22.7%
Puts
Pseudo strike
98.20
IV
18.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
117.64
IV
44.6%
B/E move
20.2%
Puts
Pseudo strike
98.84
IV
18.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
115.17
IV
39.9%
B/E move
17.8%
Puts
Pseudo strike
99.48
IV
18.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
112.70
IV
35.2%
B/E move
15.4%
Puts
Pseudo strike
100.26
IV
19.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
110.23
IV
30.5%
B/E move
13.0%
Puts
Pseudo strike
101.68
IV
23.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
107.76
IV
25.8%
B/E move
10.5%
Puts
Pseudo strike
103.10
IV
26.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
105.29
IV
21.1%
B/E move
8.1%
Puts
Pseudo strike
104.53
IV
30.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
102.82
IV
16.5%
B/E move
5.7%
Puts
Pseudo strike
106.16
IV
31.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
100.35
IV
11.8%
B/E move
3.3%
Puts
Pseudo strike
107.90
IV
32.0%
B/E move
0.7%

Options history

No recorded observations