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Eagle Materials Inc EXP

BASIC MATERIALS · BUILDING MATERIALS
i

Market dataready · fetched 2026-10-22T08:23:30.939Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.003354821Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T08:23:27.948442+00:00

Share price$173.39
1D+0.9%
AH$170.92$171.65$172.39$173.13$173.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXP
Sold putSold callAH

Eagle Materials Inc options

Live interpolated EXP call and put midpoint premiums by absolute delta.Eagle Materials Inc$1.57$6.30$11.03$15.77$20.50$148.53$160.86$173.18$185.50$197.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXP spot · $173.39EXP PRICE$2.08$2.74$3.34$4.14$4.98$6.02$7.07$8.70$10.33$11.63$12.95$15.39$18.09$2.45$3.33$4.37$5.18$5.93$7.38$8.83$10.24$11.68$13.31$14.99$16.86$19.13
PutsExpensive1.22×
CallsExpensive1.34×
SkewBearish+0.86 pp
Implied moveBearish±$15.90
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.6039.7%12.3%158.3042.4%10.1%
25Δ188.8339.7%10.5%161.6542.2%8.7%
30Δ185.0438.0%8.6%164.3043.6%7.8%
35Δ182.3537.9%7.6%167.1942.1%6.6%
40Δ179.7237.8%6.5%170.1439.8%5.3%
45Δ177.3438.3%5.8%172.6440.9%4.7%
50Δ174.9738.8%5.0%175.1541.9%4.1%
55Δ172.4640.7%4.5%177.7241.4%3.4%
60Δ169.9542.5%4.0%180.2840.9%2.8%
65Δ167.4541.4%3.3%182.8840.1%2.2%
70Δ164.9440.3%2.6%185.4939.3%1.7%
75Δ161.7241.5%2.1%188.1638.1%1.2%
80Δ158.2642.5%1.7%191.1737.3%0.8%

20Δ

Calls
Pseudo strike
192.60
IV
39.7%
B/E move
12.3%
Puts
Pseudo strike
158.30
IV
42.4%
B/E move
10.1%

25Δ

Calls
Pseudo strike
188.83
IV
39.7%
B/E move
10.5%
Puts
Pseudo strike
161.65
IV
42.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
185.04
IV
38.0%
B/E move
8.6%
Puts
Pseudo strike
164.30
IV
43.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
182.35
IV
37.9%
B/E move
7.6%
Puts
Pseudo strike
167.19
IV
42.1%
B/E move
6.6%

40Δ

Calls
Pseudo strike
179.72
IV
37.8%
B/E move
6.5%
Puts
Pseudo strike
170.14
IV
39.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
177.34
IV
38.3%
B/E move
5.8%
Puts
Pseudo strike
172.64
IV
40.9%
B/E move
4.7%

50Δ

Calls
Pseudo strike
174.97
IV
38.8%
B/E move
5.0%
Puts
Pseudo strike
175.15
IV
41.9%
B/E move
4.1%

55Δ

Calls
Pseudo strike
172.46
IV
40.7%
B/E move
4.5%
Puts
Pseudo strike
177.72
IV
41.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
169.95
IV
42.5%
B/E move
4.0%
Puts
Pseudo strike
180.28
IV
40.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
167.45
IV
41.4%
B/E move
3.3%
Puts
Pseudo strike
182.88
IV
40.1%
B/E move
2.2%

70Δ

Calls
Pseudo strike
164.94
IV
40.3%
B/E move
2.6%
Puts
Pseudo strike
185.49
IV
39.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
161.72
IV
41.5%
B/E move
2.1%
Puts
Pseudo strike
188.16
IV
38.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
158.26
IV
42.5%
B/E move
1.7%
Puts
Pseudo strike
191.17
IV
37.3%
B/E move
0.8%

Options history

No recorded observations