IntraAlpha
Create free account Start free

MongoDB, Inc. Class A Common Stock MDB

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-03T23:07:33.440Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T23:03:36.762853749Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-03T23:07:33.028831+00:00

Share price$335.99
1D+0.4%
AH$328$331$334$337$3405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDB
Sold putSold callAH

MongoDB, Inc. Class A Common Stock options

Live interpolated MDB call and put midpoint premiums by absolute delta.MongoDB, Inc. Class A Common Stock$2.20$9.47$16.74$24.01$31.28$301.72$317.77$333.83$349.88$365.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MDB spot · $335.99MDB PRICE$2.99$4.16$5.40$6.55$7.69$9.17$11.29$13.75$18.74$21.47$23.86$27.53$3.56$4.69$5.95$7.21$8.58$10.33$12.03$14.03$15.59$17.23$20.71$23.73$29.18
PutsExpensive1.17×
Calls——
Skew——
Implied moveBearish±$23.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ361.5991.2%8.5%312.65100.1%8.0%
25Δ357.6695.5%7.7%317.7298.5%6.8%
30Δ353.3797.2%6.8%322.0697.9%5.9%
35Δ348.8795.8%5.8%326.2795.6%5.0%
40Δ344.5392.7%4.8%330.1194.0%4.3%
45Δ340.9493.3%4.2%333.7194.8%3.8%
50Δ337.4398.1%3.8%337.3193.8%3.2%
55Δ333.60102.9%3.4%340.8893.7%2.7%
60Δ344.2589.7%2.2%
65Δ325.38106.0%2.4%347.4186.1%1.7%
70Δ321.08105.7%2.0%351.8389.4%1.5%
75Δ317.10102.1%1.5%355.9788.6%1.1%
80Δ312.20102.3%1.1%362.2493.4%0.9%

20Δ

Calls
Pseudo strike
361.59
IV
91.2%
B/E move
8.5%
Puts
Pseudo strike
312.65
IV
100.1%
B/E move
8.0%

25Δ

Calls
Pseudo strike
357.66
IV
95.5%
B/E move
7.7%
Puts
Pseudo strike
317.72
IV
98.5%
B/E move
6.8%

30Δ

Calls
Pseudo strike
353.37
IV
97.2%
B/E move
6.8%
Puts
Pseudo strike
322.06
IV
97.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
348.87
IV
95.8%
B/E move
5.8%
Puts
Pseudo strike
326.27
IV
95.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
344.53
IV
92.7%
B/E move
4.8%
Puts
Pseudo strike
330.11
IV
94.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
340.94
IV
93.3%
B/E move
4.2%
Puts
Pseudo strike
333.71
IV
94.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
337.43
IV
98.1%
B/E move
3.8%
Puts
Pseudo strike
337.31
IV
93.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
333.60
IV
102.9%
B/E move
3.4%
Puts
Pseudo strike
340.88
IV
93.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
344.25
IV
89.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
325.38
IV
106.0%
B/E move
2.4%
Puts
Pseudo strike
347.41
IV
86.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
321.08
IV
105.7%
B/E move
2.0%
Puts
Pseudo strike
351.83
IV
89.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
317.10
IV
102.1%
B/E move
1.5%
Puts
Pseudo strike
355.97
IV
88.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
312.20
IV
102.3%
B/E move
1.1%
Puts
Pseudo strike
362.24
IV
93.4%
B/E move
0.9%

Options history

IV · four-Friday blend71.42%
Daily close
MDB43.5%92.7%141.8%2026-08-05: 73.71%2026-08-06: 65.51%2026-08-07: 63.77%2026-08-10: 66.83%2026-08-11: 68.23%2026-08-12: 65.55%2026-08-13: 70.60%2026-08-14: 69.82%2026-08-17: 76.02%2026-08-18: 76.09%2026-08-19: 75.42%2026-08-20: 77.69%2026-08-21: 83.61%2026-08-24: 92.18%2026-08-25: 95.18%2026-08-26: 97.66%2026-08-27: 100.04%2026-08-28: 109.31%2026-08-31: 126.81%2026-09-01: 135.04%2026-09-02: 60.00%2026-09-03: 54.89%2026-09-04: 51.99%2026-09-08: 56.86%2026-09-09: 55.76%2026-09-10: 57.13%2026-09-11: 50.32%2026-09-14: 57.54%2026-09-15: 57.71%2026-09-16: 57.65%2026-09-17: 57.18%2026-09-18: 53.91%2026-09-21: 60.36%2026-09-22: 62.73%2026-09-23: 64.91%2026-09-24: 63.63%2026-09-25: 62.47%2026-09-28: 72.88%2026-09-29: 66.01%2026-09-30: 61.23%2026-10-01: 64.83%2026-10-02: 54.15%2026-10-05: 60.07%2026-10-06: 56.28%2026-10-07: 55.52%2026-10-08: 58.43%2026-10-09: 55.41%2026-10-12: 57.22%2026-10-13: 62.52%2026-10-14: 64.21%2026-10-15: 64.28%2026-10-16: 67.38%2026-10-19: 64.87%2026-10-20: 64.46%2026-10-21: 68.02%2026-10-22: 71.27%2026-10-23: 67.96%2026-10-26: 70.18%2026-10-27: 69.21%2026-10-28: 70.61%2026-10-29: 71.53%2026-10-30: 71.42%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
73.71%
65.51%
63.77%
66.83%
68.23%
65.55%
70.60%
69.82%
76.02%
76.09%
75.42%
77.69%
83.61%
92.18%
95.18%
97.66%
100.04%
109.31%
126.81%
135.04%
60.00%
54.89%
51.99%
56.86%
55.76%
57.13%
50.32%
57.54%
57.71%
57.65%
57.18%
53.91%
60.36%
62.73%
64.91%
63.63%
62.47%
72.88%
66.01%
61.23%
64.83%
54.15%
60.07%
56.28%
55.52%
58.43%
55.41%
57.22%
62.52%
64.21%
64.28%
67.38%
64.87%
64.46%
68.02%
71.27%
67.96%
70.18%
69.21%
70.61%
71.53%
71.42%