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Micron Technology, Inc. Common Stock MU

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-04T03:03:47.413Z

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 · 2026-11-04T00:59:57.929892762Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-01T23:54:51.474711+00:00

NewsAlpha Vantage · collected 2026-11-01T23:56:03.718192+00:00

Earnings observationsAlpha Vantage · collected 2026-11-01T23:54:39.570551+00:00

Share price$849.60
1D-0.5%
AH$844$852$859$867$8755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMU
Sold putSold callAH

Micron Technology, Inc. Common Stock options

Live interpolated MU call and put midpoint premiums by absolute delta.Micron Technology, Inc. Common Stock$4.71$23.66$42.61$61.56$80.51$783.49$820.42$857.35$894.28$931.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MU spot · $849.60MU PRICE$6.76$9.12$11.77$14.74$18.04$21.80$26.06$30.88$36.50$43.13$51.03$61.24$75.05$7.04$9.24$11.59$14.12$16.77$19.66$22.73$25.92$29.48$33.09$37.02$41.30$45.85
PutsExpensive1.12×
CallsExpensive1.57×
SkewBullish-21.04 pp
Implied moveBullish±$48.79
TiltBullish12.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ906.8181.4%7.5%802.1479.1%6.4%
25Δ896.2482.3%6.6%812.4677.6%5.5%
30Δ886.7983.4%5.8%821.5976.1%4.7%
35Δ877.9584.6%5.1%829.8274.9%4.0%
40Δ869.4385.9%4.5%837.4973.4%3.4%
45Δ861.0687.3%3.9%844.7172.3%2.9%
50Δ852.6489.1%3.4%851.6271.0%2.4%
55Δ843.9690.9%3.0%858.3069.4%2.0%
60Δ834.8593.1%2.6%864.9268.1%1.7%
65Δ825.0095.9%2.2%871.3266.2%1.3%
70Δ814.0699.0%1.8%877.7464.3%1.0%
75Δ801.13103.8%1.5%884.2362.2%0.8%
80Δ784.82111.0%1.2%890.7359.6%0.6%

20Δ

Calls
Pseudo strike
906.81
IV
81.4%
B/E move
7.5%
Puts
Pseudo strike
802.14
IV
79.1%
B/E move
6.4%

25Δ

Calls
Pseudo strike
896.24
IV
82.3%
B/E move
6.6%
Puts
Pseudo strike
812.46
IV
77.6%
B/E move
5.5%

30Δ

Calls
Pseudo strike
886.79
IV
83.4%
B/E move
5.8%
Puts
Pseudo strike
821.59
IV
76.1%
B/E move
4.7%

35Δ

Calls
Pseudo strike
877.95
IV
84.6%
B/E move
5.1%
Puts
Pseudo strike
829.82
IV
74.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
869.43
IV
85.9%
B/E move
4.5%
Puts
Pseudo strike
837.49
IV
73.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
861.06
IV
87.3%
B/E move
3.9%
Puts
Pseudo strike
844.71
IV
72.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
852.64
IV
89.1%
B/E move
3.4%
Puts
Pseudo strike
851.62
IV
71.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
843.96
IV
90.9%
B/E move
3.0%
Puts
Pseudo strike
858.30
IV
69.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
834.85
IV
93.1%
B/E move
2.6%
Puts
Pseudo strike
864.92
IV
68.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
825.00
IV
95.9%
B/E move
2.2%
Puts
Pseudo strike
871.32
IV
66.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
814.06
IV
99.0%
B/E move
1.8%
Puts
Pseudo strike
877.74
IV
64.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
801.13
IV
103.8%
B/E move
1.5%
Puts
Pseudo strike
884.23
IV
62.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
784.82
IV
111.0%
B/E move
1.2%
Puts
Pseudo strike
890.73
IV
59.6%
B/E move
0.6%

Options history

IV · four-Friday blend58.87%
Daily close
MU39.6%70.0%100.4%2026-08-05: 96.20%2026-08-06: 80.74%2026-08-07: 71.69%2026-08-10: 72.61%2026-08-11: 68.60%2026-08-12: 69.28%2026-08-13: 67.31%2026-08-14: 62.38%2026-08-17: 65.96%2026-08-18: 67.47%2026-08-19: 65.92%2026-08-20: 67.22%2026-08-21: 60.84%2026-08-24: 65.28%2026-08-25: 63.91%2026-08-26: 67.67%2026-08-27: 60.11%2026-08-28: 51.13%2026-08-31: 52.95%2026-09-01: 54.64%2026-09-02: 52.81%2026-09-03: 55.57%2026-09-04: 58.99%2026-09-08: 64.34%2026-09-09: 61.24%2026-09-10: 60.93%2026-09-11: 54.71%2026-09-14: 58.27%2026-09-15: 57.89%2026-09-16: 59.51%2026-09-17: 58.45%2026-09-18: 58.55%2026-09-21: 65.54%2026-09-22: 68.81%2026-09-23: 67.72%2026-09-24: 66.54%2026-09-25: 66.64%2026-09-28: 73.20%2026-09-29: 76.41%2026-09-30: 81.08%2026-10-01: 56.48%2026-10-02: 46.83%2026-10-05: 45.45%2026-10-06: 44.65%2026-10-07: 47.63%2026-10-08: 49.34%2026-10-09: 43.80%2026-10-12: 47.83%2026-10-13: 51.80%2026-10-14: 56.73%2026-10-15: 57.14%2026-10-16: 54.19%2026-10-19: 52.99%2026-10-20: 54.90%2026-10-21: 54.54%2026-10-22: 64.48%2026-10-23: 55.86%2026-10-26: 57.62%2026-10-27: 55.99%2026-10-28: 57.98%2026-10-29: 56.86%2026-10-30: 58.87%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
96.20%
80.74%
71.69%
72.61%
68.60%
69.28%
67.31%
62.38%
65.96%
67.47%
65.92%
67.22%
60.84%
65.28%
63.91%
67.67%
60.11%
51.13%
52.95%
54.64%
52.81%
55.57%
58.99%
64.34%
61.24%
60.93%
54.71%
58.27%
57.89%
59.51%
58.45%
58.55%
65.54%
68.81%
67.72%
66.54%
66.64%
73.20%
76.41%
81.08%
56.48%
46.83%
45.45%
44.65%
47.63%
49.34%
43.80%
47.83%
51.80%
56.73%
57.14%
54.19%
52.99%
54.90%
54.54%
64.48%
55.86%
57.62%
55.99%
57.98%
56.86%
58.87%

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