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Dell Technologies Inc. DELL

i

Market datapartial · fetched 2026-11-04T09:39:21.922Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T09:35:01.718694439Z

FundamentalsAlpha Vantage · unavailable

Share price$415.65
1D
Price history unavailable.

Dell Technologies Inc. options

Live interpolated DELL call and put midpoint premiums by absolute delta.Dell Technologies Inc.$0.00$0.27$0.54$0.81$1.08$-0.42$0.04$0.50$0.96$1.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEDELL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend74.83%
Daily close
DELL50.4%79.0%107.6%2026-08-06: 82.50%2026-08-07: 80.77%2026-08-10: 83.55%2026-08-11: 81.25%2026-08-12: 81.65%2026-08-13: 75.52%2026-08-14: 73.61%2026-08-17: 76.87%2026-08-18: 80.14%2026-08-19: 79.04%2026-08-20: 77.48%2026-08-21: 79.81%2026-08-24: 85.72%2026-08-25: 85.05%2026-08-26: 86.45%2026-08-27: 84.06%2026-08-28: 83.27%2026-08-31: 90.34%2026-09-01: 103.66%2026-09-02: 66.86%2026-09-03: 63.67%2026-09-04: 59.00%2026-09-08: 66.47%2026-09-09: 64.12%2026-09-10: 61.08%2026-09-11: 61.28%2026-09-14: 62.51%2026-09-15: 63.33%2026-09-16: 65.84%2026-09-17: 61.26%2026-09-18: 56.95%2026-09-21: 61.27%2026-09-22: 62.64%2026-09-23: 61.39%2026-09-24: 62.19%2026-09-25: 58.33%2026-09-28: 60.96%2026-09-29: 61.84%2026-09-30: 61.34%2026-10-01: 58.50%2026-10-02: 55.03%2026-10-05: 54.74%2026-10-06: 56.23%2026-10-07: 56.07%2026-10-08: 58.45%2026-10-09: 54.38%2026-10-12: 58.21%2026-10-13: 61.91%2026-10-14: 68.74%2026-10-15: 73.25%2026-10-16: 68.61%2026-10-19: 68.37%2026-10-20: 70.10%2026-10-21: 66.52%2026-10-22: 72.94%2026-10-23: 65.82%2026-10-26: 70.36%2026-10-27: 68.55%2026-10-28: 68.26%2026-10-29: 68.18%2026-10-30: 74.83%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
82.50%
80.77%
83.55%
81.25%
81.65%
75.52%
73.61%
76.87%
80.14%
79.04%
77.48%
79.81%
85.72%
85.05%
86.45%
84.06%
83.27%
90.34%
103.66%
66.86%
63.67%
59.00%
66.47%
64.12%
61.08%
61.28%
62.51%
63.33%
65.84%
61.26%
56.95%
61.27%
62.64%
61.39%
62.19%
58.33%
60.96%
61.84%
61.34%
58.50%
55.03%
54.74%
56.23%
56.07%
58.45%
54.38%
58.21%
61.91%
68.74%
73.25%
68.61%
68.37%
70.10%
66.52%
72.94%
65.82%
70.36%
68.55%
68.26%
68.18%
74.83%