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Microchip Technology Incorporated Common Stock MCHP

i

Market datapartial · fetched 2026-11-07T01:53:26.168Z

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 · 2026-11-07T00:59:00.586322072Z

FundamentalsAlpha Vantage · unavailable

Share price$58.42
1D-6.2%
AH$54$57$61$64$685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCHP
Sold putSold callAH

Microchip Technology Incorporated Common Stock options

Live interpolated MCHP call and put midpoint premiums by absolute delta.Microchip Technology Incorporated Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEMCHP 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 blend73.17%
Daily close
MCHP39.1%57.4%75.7%2026-08-10: 53.90%2026-08-11: 50.55%2026-08-12: 46.67%2026-08-13: 46.77%2026-08-14: 45.98%2026-08-17: 49.41%2026-08-18: 51.29%2026-08-19: 48.27%2026-08-20: 48.25%2026-08-21: 43.61%2026-08-24: 48.17%2026-08-25: 47.91%2026-08-26: 47.92%2026-08-27: 45.02%2026-08-28: 41.62%2026-08-31: 43.43%2026-09-01: 45.96%2026-09-02: 44.95%2026-09-03: 45.39%2026-09-04: 44.88%2026-09-08: 51.30%2026-09-09: 49.25%2026-09-10: 48.63%2026-09-11: 44.15%2026-09-14: 49.56%2026-09-15: 48.45%2026-09-16: 47.59%2026-09-17: 45.00%2026-09-18: 43.26%2026-09-21: 46.10%2026-09-22: 47.22%2026-09-23: 47.64%2026-09-24: 48.83%2026-09-25: 45.11%2026-09-28: 50.68%2026-09-29: 49.18%2026-09-30: 47.63%2026-10-01: 51.13%2026-10-02: 44.25%2026-10-05: 48.01%2026-10-06: 46.04%2026-10-07: 46.92%2026-10-08: 52.18%2026-10-09: 51.74%2026-10-12: 52.78%2026-10-13: 52.36%2026-10-14: 57.77%2026-10-15: 61.47%2026-10-16: 62.98%2026-10-19: 65.82%2026-10-20: 67.79%2026-10-21: 72.38%2026-10-22: 65.78%2026-10-23: 64.82%2026-10-26: 67.79%2026-10-27: 71.58%2026-10-28: 69.69%2026-10-29: 71.32%2026-10-30: 73.17%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
53.90%
50.55%
46.67%
46.77%
45.98%
49.41%
51.29%
48.27%
48.25%
43.61%
48.17%
47.91%
47.92%
45.02%
41.62%
43.43%
45.96%
44.95%
45.39%
44.88%
51.30%
49.25%
48.63%
44.15%
49.56%
48.45%
47.59%
45.00%
43.26%
46.10%
47.22%
47.64%
48.83%
45.11%
50.68%
49.18%
47.63%
51.13%
44.25%
48.01%
46.04%
46.92%
52.18%
51.74%
52.78%
52.36%
57.77%
61.47%
62.98%
65.82%
67.79%
72.38%
65.78%
64.82%
67.79%
71.58%
69.69%
71.32%
73.17%