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Strategy Inc 10.00% Series A Perpetual Stride Preferred Stock STRD

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Market datapartial · fetched 2026-10-22T20:14:50.616Z

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 · 2026-10-22T20:00:00.282296741Z

FundamentalsAlpha Vantage · unavailable

Share price$69.65
1D-0.8%
AH$69.02$69.34$69.65$69.97$70.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTRD
Sold putSold callAH

Strategy Inc 10.00% Series A Perpetual Stride Preferred Stock options

Live interpolated STRD call and put midpoint premiums by absolute delta.Strategy Inc 10.00% Series A Perpetual Stride Preferred Stock$0.30$1.46$2.62$3.78$4.94$62.56$65.92$69.28$72.64$76.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STRD spot · $69.65STRD PRICE$0.43$0.53$0.64$0.74$0.84$0.95$1.14$1.63$2.12$2.61$3.10$3.59$4.08$0.44$0.56$0.67$0.78$0.90$1.01$1.12$1.61$2.21$2.81$3.41$4.00$4.60
PutsCheap0.59×
CallsCheap0.67×
SkewNeutral+0.23 pp
Implied moveBalanced±$2.26
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.1120.9%7.0%66.0720.3%5.8%
25Δ73.4019.7%6.1%66.7019.3%5.0%
30Δ72.6918.5%5.3%67.3318.2%4.3%
35Δ71.9817.3%4.4%67.9617.2%3.5%
40Δ71.2616.1%3.5%68.5916.1%2.8%
45Δ70.5514.8%2.6%69.2215.1%2.1%
50Δ69.8614.1%1.9%69.8514.1%1.3%
55Δ69.2514.9%1.8%70.5414.7%1.0%
60Δ68.6415.7%1.6%71.2415.9%0.9%
65Δ68.0316.5%1.4%71.9517.0%0.7%
70Δ67.4217.3%1.3%72.6518.2%0.6%
75Δ66.8218.1%1.1%73.3619.3%0.4%
80Δ66.2118.9%0.9%74.0620.5%0.3%

20Δ

Calls
Pseudo strike
74.11
IV
20.9%
B/E move
7.0%
Puts
Pseudo strike
66.07
IV
20.3%
B/E move
5.8%

25Δ

Calls
Pseudo strike
73.40
IV
19.7%
B/E move
6.1%
Puts
Pseudo strike
66.70
IV
19.3%
B/E move
5.0%

30Δ

Calls
Pseudo strike
72.69
IV
18.5%
B/E move
5.3%
Puts
Pseudo strike
67.33
IV
18.2%
B/E move
4.3%

35Δ

Calls
Pseudo strike
71.98
IV
17.3%
B/E move
4.4%
Puts
Pseudo strike
67.96
IV
17.2%
B/E move
3.5%

40Δ

Calls
Pseudo strike
71.26
IV
16.1%
B/E move
3.5%
Puts
Pseudo strike
68.59
IV
16.1%
B/E move
2.8%

45Δ

Calls
Pseudo strike
70.55
IV
14.8%
B/E move
2.6%
Puts
Pseudo strike
69.22
IV
15.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
69.86
IV
14.1%
B/E move
1.9%
Puts
Pseudo strike
69.85
IV
14.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
69.25
IV
14.9%
B/E move
1.8%
Puts
Pseudo strike
70.54
IV
14.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
68.64
IV
15.7%
B/E move
1.6%
Puts
Pseudo strike
71.24
IV
15.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
68.03
IV
16.5%
B/E move
1.4%
Puts
Pseudo strike
71.95
IV
17.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
67.42
IV
17.3%
B/E move
1.3%
Puts
Pseudo strike
72.65
IV
18.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
66.82
IV
18.1%
B/E move
1.1%
Puts
Pseudo strike
73.36
IV
19.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
66.21
IV
18.9%
B/E move
0.9%
Puts
Pseudo strike
74.06
IV
20.5%
B/E move
0.3%

Options history

No recorded observations