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Visa Inc. Class A V

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-15T20:34:37.014Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:25:11.177461841Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:36.426273+00:00

Share price$399.64
1D+1.0%
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$0.46$2.12$3.79$5.45$7.11$389.14$394.59$400.05$405.51$410.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $399.64OPTION PRICELive V spot · $399.64V PRICE$0.64$0.85$1.06$1.31$1.57$1.83$2.19$2.67$3.15$3.65$4.47$5.30$6.63$0.64$0.85$1.06$1.29$1.57$1.86$2.14$2.51$2.95$3.39$3.83$4.54$5.25
PutsExpensive1.13×
CallsCheap0.62×
SkewBullish-2.11 pp
Implied moveBalanced±$4.33
TiltBullish5.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ404.6527.5%1.4%394.9327.3%1.3%
25Δ403.6727.1%1.2%395.8626.7%1.2%
30Δ402.6826.7%1.0%396.7726.2%1.0%
35Δ401.9026.4%0.9%397.6425.8%0.8%
40Δ401.1626.1%0.8%398.3225.6%0.7%
45Δ400.4325.8%0.7%399.0125.4%0.6%
50Δ399.6926.0%0.6%399.7025.2%0.5%
55Δ398.9426.7%0.5%400.4025.2%0.4%
60Δ398.2027.5%0.4%401.1025.3%0.4%
65Δ397.4428.3%0.4%401.8025.3%0.3%
70Δ396.4029.6%0.3%402.5125.4%0.2%
75Δ395.3530.8%0.3%403.4225.4%0.2%
80Δ393.8233.3%0.2%404.3225.5%0.1%

20Δ

Calls
Pseudo strike
404.65
IV
27.5%
B/E move
1.4%
Puts
Pseudo strike
394.93
IV
27.3%
B/E move
1.3%

25Δ

Calls
Pseudo strike
403.67
IV
27.1%
B/E move
1.2%
Puts
Pseudo strike
395.86
IV
26.7%
B/E move
1.2%

30Δ

Calls
Pseudo strike
402.68
IV
26.7%
B/E move
1.0%
Puts
Pseudo strike
396.77
IV
26.2%
B/E move
1.0%

35Δ

Calls
Pseudo strike
401.90
IV
26.4%
B/E move
0.9%
Puts
Pseudo strike
397.64
IV
25.8%
B/E move
0.8%

40Δ

Calls
Pseudo strike
401.16
IV
26.1%
B/E move
0.8%
Puts
Pseudo strike
398.32
IV
25.6%
B/E move
0.7%

45Δ

Calls
Pseudo strike
400.43
IV
25.8%
B/E move
0.7%
Puts
Pseudo strike
399.01
IV
25.4%
B/E move
0.6%

50Δ

Calls
Pseudo strike
399.69
IV
26.0%
B/E move
0.6%
Puts
Pseudo strike
399.70
IV
25.2%
B/E move
0.5%

55Δ

Calls
Pseudo strike
398.94
IV
26.7%
B/E move
0.5%
Puts
Pseudo strike
400.40
IV
25.2%
B/E move
0.4%

60Δ

Calls
Pseudo strike
398.20
IV
27.5%
B/E move
0.4%
Puts
Pseudo strike
401.10
IV
25.3%
B/E move
0.4%

65Δ

Calls
Pseudo strike
397.44
IV
28.3%
B/E move
0.4%
Puts
Pseudo strike
401.80
IV
25.3%
B/E move
0.3%

70Δ

Calls
Pseudo strike
396.40
IV
29.6%
B/E move
0.3%
Puts
Pseudo strike
402.51
IV
25.4%
B/E move
0.2%

75Δ

Calls
Pseudo strike
395.35
IV
30.8%
B/E move
0.3%
Puts
Pseudo strike
403.42
IV
25.4%
B/E move
0.2%

80Δ

Calls
Pseudo strike
393.82
IV
33.3%
B/E move
0.2%
Puts
Pseudo strike
404.32
IV
25.5%
B/E move
0.1%