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Microchip Technology Incorporated Common Stock MCHP

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-08T09:15:09.640Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · ready · quarter 2026-09-30 · fetched 2026-11-08T09:15:09.228469+00:00

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$0.50$2.68$4.86$7.05$9.23$42.18$52.73$63.28$73.84$84.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MCHP spot · $58.42MCHP PRICE$0.73$0.93$1.15$1.27$1.72$2.15$2.53$2.95$3.02$3.59$4.13$4.47$5.05$1.08$1.41$1.69$1.98$2.45$2.62$3.50$4.16$4.78$5.60$6.57$8.60
Puts——
CallsCheap0.80×
Skew——
Implied moveBearish±$6.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.06101.5%12.6%51.96131.4%12.9%
25Δ63.5296.8%10.3%53.42127.9%11.0%
30Δ62.2993.4%8.6%54.82120.3%9.0%
35Δ60.9482.6%6.5%56.02114.1%7.5%
40Δ60.3892.4%6.3%57.00116.0%6.6%
45Δ59.7198.9%5.9%57.99104.9%5.2%
50Δ58.8599.3%5.1%59.01117.5%5.0%
55Δ57.99100.0%4.3%60.07119.1%4.3%
60Δ57.2988.3%3.2%61.11117.8%3.6%
65Δ56.4090.5%2.7%62.26118.9%3.0%
70Δ55.6091.4%2.2%63.57120.2%2.4%
75Δ54.9085.6%1.6%65.79134.0%2.1%
80Δ54.0783.9%1.2%

20Δ

Calls
Pseudo strike
65.06
IV
101.5%
B/E move
12.6%
Puts
Pseudo strike
51.96
IV
131.4%
B/E move
12.9%

25Δ

Calls
Pseudo strike
63.52
IV
96.8%
B/E move
10.3%
Puts
Pseudo strike
53.42
IV
127.9%
B/E move
11.0%

30Δ

Calls
Pseudo strike
62.29
IV
93.4%
B/E move
8.6%
Puts
Pseudo strike
54.82
IV
120.3%
B/E move
9.0%

35Δ

Calls
Pseudo strike
60.94
IV
82.6%
B/E move
6.5%
Puts
Pseudo strike
56.02
IV
114.1%
B/E move
7.5%

40Δ

Calls
Pseudo strike
60.38
IV
92.4%
B/E move
6.3%
Puts
Pseudo strike
57.00
IV
116.0%
B/E move
6.6%

45Δ

Calls
Pseudo strike
59.71
IV
98.9%
B/E move
5.9%
Puts
Pseudo strike
57.99
IV
104.9%
B/E move
5.2%

50Δ

Calls
Pseudo strike
58.85
IV
99.3%
B/E move
5.1%
Puts
Pseudo strike
59.01
IV
117.5%
B/E move
5.0%

55Δ

Calls
Pseudo strike
57.99
IV
100.0%
B/E move
4.3%
Puts
Pseudo strike
60.07
IV
119.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
57.29
IV
88.3%
B/E move
3.2%
Puts
Pseudo strike
61.11
IV
117.8%
B/E move
3.6%

65Δ

Calls
Pseudo strike
56.40
IV
90.5%
B/E move
2.7%
Puts
Pseudo strike
62.26
IV
118.9%
B/E move
3.0%

70Δ

Calls
Pseudo strike
55.60
IV
91.4%
B/E move
2.2%
Puts
Pseudo strike
63.57
IV
120.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
54.90
IV
85.6%
B/E move
1.6%
Puts
Pseudo strike
65.79
IV
134.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
54.07
IV
83.9%
B/E move
1.2%
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%