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Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock STRC

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Market datapartial · fetched 2026-10-23T04:06:50.271Z

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 · 2026-10-22T23:46:43.413054816Z

FundamentalsAlpha Vantage · unavailable

Share price$98.84
1D-0.1%
AH$98.60$98.75$98.90$99.04$99.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTRC
Sold putSold callAH

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$0.00$2.28$4.57$6.85$9.14$92.05$94.68$97.31$99.94$102.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STRC spot · $98.84STRC PRICE$0.18$0.32$0.46$0.60$0.75$0.89$1.03$1.17$1.31$1.46$1.60$1.74$1.88$0.56$0.77$0.98$1.18$1.45$1.71$1.98$2.25$3.35$4.75$6.16$7.45$8.47
PutsExpensive1.92×
CallsCheap0.54×
SkewBearish+15.56 pp
Implied moveBearish±$3.01
TiltBearish50.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.863.4%1.2%95.2217.6%4.2%
25Δ99.663.7%1.2%95.9617.6%3.7%
30Δ99.474.0%1.1%96.7017.6%3.2%
35Δ99.274.3%1.1%97.4417.6%2.6%
40Δ99.084.7%1.0%98.0417.4%2.3%
45Δ98.895.0%0.9%98.6417.3%1.9%
50Δ98.695.3%0.9%99.2417.2%1.6%
55Δ98.505.6%0.8%99.8417.0%1.3%
60Δ98.305.9%0.8%101.0619.9%1.1%
65Δ98.116.2%0.7%102.5224.0%1.1%
70Δ97.916.5%0.7%103.9828.1%1.0%
75Δ97.726.8%0.6%105.3930.5%0.9%
80Δ97.527.1%0.6%106.6929.0%0.6%

20Δ

Calls
Pseudo strike
99.86
IV
3.4%
B/E move
1.2%
Puts
Pseudo strike
95.22
IV
17.6%
B/E move
4.2%

25Δ

Calls
Pseudo strike
99.66
IV
3.7%
B/E move
1.2%
Puts
Pseudo strike
95.96
IV
17.6%
B/E move
3.7%

30Δ

Calls
Pseudo strike
99.47
IV
4.0%
B/E move
1.1%
Puts
Pseudo strike
96.70
IV
17.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
99.27
IV
4.3%
B/E move
1.1%
Puts
Pseudo strike
97.44
IV
17.6%
B/E move
2.6%

40Δ

Calls
Pseudo strike
99.08
IV
4.7%
B/E move
1.0%
Puts
Pseudo strike
98.04
IV
17.4%
B/E move
2.3%

45Δ

Calls
Pseudo strike
98.89
IV
5.0%
B/E move
0.9%
Puts
Pseudo strike
98.64
IV
17.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
98.69
IV
5.3%
B/E move
0.9%
Puts
Pseudo strike
99.24
IV
17.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
98.50
IV
5.6%
B/E move
0.8%
Puts
Pseudo strike
99.84
IV
17.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
98.30
IV
5.9%
B/E move
0.8%
Puts
Pseudo strike
101.06
IV
19.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
98.11
IV
6.2%
B/E move
0.7%
Puts
Pseudo strike
102.52
IV
24.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
97.91
IV
6.5%
B/E move
0.7%
Puts
Pseudo strike
103.98
IV
28.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
97.72
IV
6.8%
B/E move
0.6%
Puts
Pseudo strike
105.39
IV
30.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
97.52
IV
7.1%
B/E move
0.6%
Puts
Pseudo strike
106.69
IV
29.0%
B/E move
0.6%

Options history

No recorded observations