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Visa Inc. Class A V

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-15T20:02:51.488Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:18.072606235Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:59:07.164740+00:00

Share price$400.00
1D+1.1%
AH$393$396$398$401$4045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMV
Sold putSold callAH

Visa Inc. Class A options

Live interpolated V call and put midpoint premiums by absolute delta.Visa Inc. Class A$0.44$2.03$3.62$5.20$6.79$388.41$394.20$399.99$405.78$411.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $400.00OPTION PRICELive V spot · $400.00V PRICE$0.61$0.81$1.01$1.23$1.47$1.71$1.96$2.37$2.82$3.26$3.77$4.50$5.24$0.67$0.89$1.12$1.38$1.69$1.99$2.32$2.80$3.29$3.77$4.54$5.35$6.33
PutsExpensive1.24×
CallsCheap0.56×
SkewBearish+3.41 pp
Implied moveBearish±$4.28
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ404.7926.3%1.4%395.0928.4%1.4%
25Δ403.8625.8%1.2%396.0528.0%1.2%
30Δ402.9225.3%1.0%397.0127.6%1.0%
35Δ402.1324.8%0.8%397.8627.4%0.9%
40Δ401.4424.4%0.7%398.6027.4%0.8%
45Δ400.7624.0%0.6%399.3427.4%0.7%
50Δ400.0823.6%0.5%400.0927.4%0.6%
55Δ399.4023.9%0.4%400.8627.8%0.5%
60Δ398.7124.3%0.4%401.6428.2%0.4%
65Δ398.0324.7%0.3%402.4128.6%0.3%
70Δ397.2925.2%0.3%403.4129.4%0.3%
75Δ396.3625.7%0.2%404.4530.2%0.2%
80Δ395.4226.2%0.2%405.6530.9%0.2%

20Δ

Calls
Pseudo strike
404.79
IV
26.3%
B/E move
1.4%
Puts
Pseudo strike
395.09
IV
28.4%
B/E move
1.4%

25Δ

Calls
Pseudo strike
403.86
IV
25.8%
B/E move
1.2%
Puts
Pseudo strike
396.05
IV
28.0%
B/E move
1.2%

30Δ

Calls
Pseudo strike
402.92
IV
25.3%
B/E move
1.0%
Puts
Pseudo strike
397.01
IV
27.6%
B/E move
1.0%

35Δ

Calls
Pseudo strike
402.13
IV
24.8%
B/E move
0.8%
Puts
Pseudo strike
397.86
IV
27.4%
B/E move
0.9%

40Δ

Calls
Pseudo strike
401.44
IV
24.4%
B/E move
0.7%
Puts
Pseudo strike
398.60
IV
27.4%
B/E move
0.8%

45Δ

Calls
Pseudo strike
400.76
IV
24.0%
B/E move
0.6%
Puts
Pseudo strike
399.34
IV
27.4%
B/E move
0.7%

50Δ

Calls
Pseudo strike
400.08
IV
23.6%
B/E move
0.5%
Puts
Pseudo strike
400.09
IV
27.4%
B/E move
0.6%

55Δ

Calls
Pseudo strike
399.40
IV
23.9%
B/E move
0.4%
Puts
Pseudo strike
400.86
IV
27.8%
B/E move
0.5%

60Δ

Calls
Pseudo strike
398.71
IV
24.3%
B/E move
0.4%
Puts
Pseudo strike
401.64
IV
28.2%
B/E move
0.4%

65Δ

Calls
Pseudo strike
398.03
IV
24.7%
B/E move
0.3%
Puts
Pseudo strike
402.41
IV
28.6%
B/E move
0.3%

70Δ

Calls
Pseudo strike
397.29
IV
25.2%
B/E move
0.3%
Puts
Pseudo strike
403.41
IV
29.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
396.36
IV
25.7%
B/E move
0.2%
Puts
Pseudo strike
404.45
IV
30.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
395.42
IV
26.2%
B/E move
0.2%
Puts
Pseudo strike
405.65
IV
30.9%
B/E move
0.2%