IntraAlpha
Create free account Start free

MicroStrategy Incorporated 10.00% Series A Perpetual Strife Preferred Stock STRF

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-27T12:47:30.590Z

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 · 2026-10-26T20:00:00.557625969Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-27T12:47:30.253479+00:00

Share price$100.95
1D-0.0%
AH$100.21$100.53$100.85$101.16$101.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTRF
Sold putSold callAH

MicroStrategy Incorporated 10.00% Series A Perpetual Strife Preferred Stock options

Live interpolated STRF call and put midpoint premiums by absolute delta.MicroStrategy Incorporated 10.00% Series A Perpetual Strife Preferred Stock$1.57$5.17$8.78$12.39$16.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESTRF PRICE$2.48$2.42$2.37$2.31$2.25$2.19$2.13$2.07$2.01$1.96$5.95$10.38$14.80$7.49$10.20$14.96
PutsExpensive2.82×
CallsExpensive3.13×
SkewBullish-9.10 pp
Implied move——
TiltBullish24.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.87104.4%35.1%
25Δ130.1494.3%31.3%
30Δ126.4284.2%27.6%
35Δ122.7074.0%23.8%
40Δ118.9863.9%20.1%
45Δ115.2553.8%16.3%
50Δ111.5343.6%12.6%
55Δ107.8133.5%8.8%
60Δ104.0923.4%5.1%
65Δ100.3613.2%1.4%
70Δ95.9823.6%1.0%107.0536.3%1.4%
75Δ91.5236.2%0.9%109.8443.5%1.3%
80Δ87.0748.8%0.9%114.7553.6%1.1%

20Δ

Calls
Pseudo strike
133.87
IV
104.4%
B/E move
35.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
130.14
IV
94.3%
B/E move
31.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
126.42
IV
84.2%
B/E move
27.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
122.70
IV
74.0%
B/E move
23.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
118.98
IV
63.9%
B/E move
20.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
115.25
IV
53.8%
B/E move
16.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
111.53
IV
43.6%
B/E move
12.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
107.81
IV
33.5%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
104.09
IV
23.4%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
100.36
IV
13.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
95.98
IV
23.6%
B/E move
1.0%
Puts
Pseudo strike
107.05
IV
36.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
91.52
IV
36.2%
B/E move
0.9%
Puts
Pseudo strike
109.84
IV
43.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
87.07
IV
48.8%
B/E move
0.9%
Puts
Pseudo strike
114.75
IV
53.6%
B/E move
1.1%

Options history

No recorded observations