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Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock STRC

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Market datapartial · fetched 2026-10-22T21:16:10.213Z

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 · 2026-10-22T21:15:18.786550463Z

FundamentalsAlpha Vantage · unavailable

Share price$98.67
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$2.78$5.57$8.35$11.13$92.20$94.76$97.32$99.88$102.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STRC spot · $98.67STRC PRICE$0.23$0.38$0.54$0.69$0.85$1.00$1.16$1.31$1.47$1.62$1.77$2.02$2.70$0.54$0.75$0.95$1.15$1.39$1.65$1.90$2.16$2.83$4.26$5.68$7.10$10.32
PutsExpensive1.82×
CallsCheap0.66×
SkewBearish+13.10 pp
Implied moveBearish±$3.06
TiltBearish44.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.793.9%1.4%95.1616.9%4.1%
25Δ99.584.4%1.3%95.8816.9%3.6%
30Δ99.364.8%1.3%96.5916.9%3.1%
35Δ99.155.3%1.2%97.3116.9%2.5%
40Δ98.945.7%1.1%97.9216.7%2.2%
45Δ98.736.1%1.1%98.4916.5%1.9%
50Δ98.526.6%1.0%99.0616.3%1.5%
55Δ98.317.0%1.0%99.6316.0%1.2%
60Δ98.107.4%0.9%100.5317.3%1.0%
65Δ97.887.9%0.8%102.0021.1%0.9%
70Δ97.678.3%0.8%103.4725.0%0.9%
75Δ97.348.8%0.7%104.9528.9%0.8%
80Δ96.479.8%0.5%108.4130.9%0.6%

20Δ

Calls
Pseudo strike
99.79
IV
3.9%
B/E move
1.4%
Puts
Pseudo strike
95.16
IV
16.9%
B/E move
4.1%

25Δ

Calls
Pseudo strike
99.58
IV
4.4%
B/E move
1.3%
Puts
Pseudo strike
95.88
IV
16.9%
B/E move
3.6%

30Δ

Calls
Pseudo strike
99.36
IV
4.8%
B/E move
1.3%
Puts
Pseudo strike
96.59
IV
16.9%
B/E move
3.1%

35Δ

Calls
Pseudo strike
99.15
IV
5.3%
B/E move
1.2%
Puts
Pseudo strike
97.31
IV
16.9%
B/E move
2.5%

40Δ

Calls
Pseudo strike
98.94
IV
5.7%
B/E move
1.1%
Puts
Pseudo strike
97.92
IV
16.7%
B/E move
2.2%

45Δ

Calls
Pseudo strike
98.73
IV
6.1%
B/E move
1.1%
Puts
Pseudo strike
98.49
IV
16.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
98.52
IV
6.6%
B/E move
1.0%
Puts
Pseudo strike
99.06
IV
16.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
98.31
IV
7.0%
B/E move
1.0%
Puts
Pseudo strike
99.63
IV
16.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
98.10
IV
7.4%
B/E move
0.9%
Puts
Pseudo strike
100.53
IV
17.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
97.88
IV
7.9%
B/E move
0.8%
Puts
Pseudo strike
102.00
IV
21.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
97.67
IV
8.3%
B/E move
0.8%
Puts
Pseudo strike
103.47
IV
25.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
97.34
IV
8.8%
B/E move
0.7%
Puts
Pseudo strike
104.95
IV
28.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
96.47
IV
9.8%
B/E move
0.5%
Puts
Pseudo strike
108.41
IV
30.9%
B/E move
0.6%

Options history

No recorded observations