IntraAlpha
Create free account Start free

Microsoft Corporation Common Stock MSFT

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-03T13:41:10.597Z

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 · 2026-11-03T13:41:01.608702321Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-02T04:29:21.046428+00:00

Share price$505.57
1D+0.1%
$505.16$505.37$505.59$505.80$506.015:30 AM6:30 AM9:00 AM1:00 PMMSFT
Sold putSold call

Microsoft Corporation Common Stock options

Live interpolated MSFT call and put midpoint premiums by absolute delta.Microsoft Corporation Common Stock$1.65$6.72$11.79$16.87$21.94$477.52$491.79$506.05$520.32$534.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFT spot · $505.57MSFT PRICE$2.20$2.94$3.64$4.47$5.68$7.16$7.98$9.42$11.05$12.88$14.67$17.49$20.48$2.73$3.55$4.46$5.27$6.32$7.65$9.05$10.08$11.44$13.05$14.61$16.98$19.80
PutsExpensive2.03×
CallsExpensive2.38×
SkewBearish+1.60 pp
Implied moveBearish±$17.03
TiltBearish2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ523.7743.7%4.0%486.9252.2%4.2%
25Δ520.3043.7%3.5%491.2350.6%3.5%
30Δ516.8942.5%3.0%494.7949.9%3.0%
35Δ514.0942.2%2.6%498.2647.6%2.5%
40Δ511.6244.0%2.3%501.1847.0%2.1%
45Δ509.3947.2%2.2%503.8947.8%1.8%
50Δ506.5744.6%1.8%506.6448.0%1.6%
55Δ503.9745.3%1.5%509.2446.0%1.3%
60Δ501.2745.9%1.3%511.8545.0%1.0%
65Δ498.4346.5%1.1%514.5144.5%0.8%
70Δ495.6146.1%0.9%517.0743.2%0.6%
75Δ492.0247.9%0.8%520.2343.5%0.5%
80Δ488.2148.5%0.6%523.7643.7%0.3%

20Δ

Calls
Pseudo strike
523.77
IV
43.7%
B/E move
4.0%
Puts
Pseudo strike
486.92
IV
52.2%
B/E move
4.2%

25Δ

Calls
Pseudo strike
520.30
IV
43.7%
B/E move
3.5%
Puts
Pseudo strike
491.23
IV
50.6%
B/E move
3.5%

30Δ

Calls
Pseudo strike
516.89
IV
42.5%
B/E move
3.0%
Puts
Pseudo strike
494.79
IV
49.9%
B/E move
3.0%

35Δ

Calls
Pseudo strike
514.09
IV
42.2%
B/E move
2.6%
Puts
Pseudo strike
498.26
IV
47.6%
B/E move
2.5%

40Δ

Calls
Pseudo strike
511.62
IV
44.0%
B/E move
2.3%
Puts
Pseudo strike
501.18
IV
47.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
509.39
IV
47.2%
B/E move
2.2%
Puts
Pseudo strike
503.89
IV
47.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
506.57
IV
44.6%
B/E move
1.8%
Puts
Pseudo strike
506.64
IV
48.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
503.97
IV
45.3%
B/E move
1.5%
Puts
Pseudo strike
509.24
IV
46.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
501.27
IV
45.9%
B/E move
1.3%
Puts
Pseudo strike
511.85
IV
45.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
498.43
IV
46.5%
B/E move
1.1%
Puts
Pseudo strike
514.51
IV
44.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
495.61
IV
46.1%
B/E move
0.9%
Puts
Pseudo strike
517.07
IV
43.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
492.02
IV
47.9%
B/E move
0.8%
Puts
Pseudo strike
520.23
IV
43.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
488.21
IV
48.5%
B/E move
0.6%
Puts
Pseudo strike
523.76
IV
43.7%
B/E move
0.3%

Options history

IV · four-Friday blend28.72%
Daily close
MSFT20.6%36.4%52.1%2026-08-05: 32.00%2026-08-06: 32.33%2026-08-07: 26.78%2026-08-10: 28.30%2026-08-11: 26.76%2026-08-12: 26.95%2026-08-13: 25.90%2026-08-14: 23.80%2026-08-17: 27.34%2026-08-18: 27.03%2026-08-19: 26.76%2026-08-20: 26.90%2026-08-21: 25.38%2026-08-24: 26.88%2026-08-25: 25.74%2026-08-26: 25.87%2026-08-27: 25.98%2026-08-28: 23.38%2026-08-31: 24.66%2026-09-01: 24.71%2026-09-02: 24.61%2026-09-03: 24.30%2026-09-04: 22.80%2026-09-08: 26.57%2026-09-09: 27.16%2026-09-10: 27.89%2026-09-11: 23.04%2026-09-14: 25.72%2026-09-15: 26.70%2026-09-16: 26.82%2026-09-17: 24.69%2026-09-18: 23.51%2026-09-21: 26.70%2026-09-22: 25.59%2026-09-23: 27.03%2026-09-24: 25.01%2026-09-25: 25.73%2026-09-28: 27.46%2026-09-29: 28.50%2026-09-30: 28.22%2026-10-01: 26.47%2026-10-02: 25.95%2026-10-05: 27.78%2026-10-06: 26.94%2026-10-07: 26.91%2026-10-08: 27.85%2026-10-09: 27.83%2026-10-12: 29.27%2026-10-13: 29.26%2026-10-14: 30.94%2026-10-15: 29.68%2026-10-16: 33.07%2026-10-19: 33.62%2026-10-20: 34.17%2026-10-21: 35.41%2026-10-22: 37.70%2026-10-23: 38.73%2026-10-26: 44.83%2026-10-27: 46.82%2026-10-28: 49.96%2026-10-29: 29.95%2026-10-30: 28.72%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
32.00%
32.33%
26.78%
28.30%
26.76%
26.95%
25.90%
23.80%
27.34%
27.03%
26.76%
26.90%
25.38%
26.88%
25.74%
25.87%
25.98%
23.38%
24.66%
24.71%
24.61%
24.30%
22.80%
26.57%
27.16%
27.89%
23.04%
25.72%
26.70%
26.82%
24.69%
23.51%
26.70%
25.59%
27.03%
25.01%
25.73%
27.46%
28.50%
28.22%
26.47%
25.95%
27.78%
26.94%
26.91%
27.85%
27.83%
29.27%
29.26%
30.94%
29.68%
33.07%
33.62%
34.17%
35.41%
37.70%
38.73%
44.83%
46.82%
49.96%
29.95%
28.72%

Compare options