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Visa Inc. Class A V

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-16T00:16:58.576Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:51:37.887514237Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:16:57.838567+00:00

Share price$399.73
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$2.24$10.05$17.85$25.66$33.46$348.38$370.98$393.58$416.18$438.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive V spot · $399.73V PRICE$3.09$4.17$5.30$6.52$7.89$9.36$11.06$12.87$14.71$17.34$20.12$23.03$26.98$3.70$4.88$6.15$7.57$9.18$10.81$12.81$15.01$17.20$19.73$22.98$26.81$31.21
PutsExpensive1.15×
CallsFair0.96×
SkewBearish+1.31 pp
Implied moveBearish±$23.87
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ427.2522.7%7.7%376.4125.3%6.8%
25Δ422.4422.9%6.7%381.7125.0%5.7%
30Δ417.9323.0%5.9%386.4324.6%4.9%
35Δ413.6422.9%5.1%390.7224.5%4.1%
40Δ409.7623.0%4.5%394.7024.5%3.6%
45Δ405.9922.9%3.9%398.5924.2%3.0%
50Δ402.3323.0%3.4%402.4824.3%2.5%
55Δ398.7023.0%3.0%406.3624.4%2.1%
60Δ395.0722.8%2.5%410.2424.1%1.7%
65Δ391.1123.4%2.2%414.2623.9%1.3%
70Δ386.9923.6%1.8%418.7824.1%1.0%
75Δ382.7723.5%1.5%423.7924.3%0.7%
80Δ377.6823.9%1.2%429.3024.4%0.4%

20Δ

Calls
Pseudo strike
427.25
IV
22.7%
B/E move
7.7%
Puts
Pseudo strike
376.41
IV
25.3%
B/E move
6.8%

25Δ

Calls
Pseudo strike
422.44
IV
22.9%
B/E move
6.7%
Puts
Pseudo strike
381.71
IV
25.0%
B/E move
5.7%

30Δ

Calls
Pseudo strike
417.93
IV
23.0%
B/E move
5.9%
Puts
Pseudo strike
386.43
IV
24.6%
B/E move
4.9%

35Δ

Calls
Pseudo strike
413.64
IV
22.9%
B/E move
5.1%
Puts
Pseudo strike
390.72
IV
24.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
409.76
IV
23.0%
B/E move
4.5%
Puts
Pseudo strike
394.70
IV
24.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
405.99
IV
22.9%
B/E move
3.9%
Puts
Pseudo strike
398.59
IV
24.2%
B/E move
3.0%

50Δ

Calls
Pseudo strike
402.33
IV
23.0%
B/E move
3.4%
Puts
Pseudo strike
402.48
IV
24.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
398.70
IV
23.0%
B/E move
3.0%
Puts
Pseudo strike
406.36
IV
24.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
395.07
IV
22.8%
B/E move
2.5%
Puts
Pseudo strike
410.24
IV
24.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
391.11
IV
23.4%
B/E move
2.2%
Puts
Pseudo strike
414.26
IV
23.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
386.99
IV
23.6%
B/E move
1.8%
Puts
Pseudo strike
418.78
IV
24.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
382.77
IV
23.5%
B/E move
1.5%
Puts
Pseudo strike
423.79
IV
24.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
377.68
IV
23.9%
B/E move
1.2%
Puts
Pseudo strike
429.30
IV
24.4%
B/E move
0.4%