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Eagle Materials, Inc. EXP

i

Market dataready · fetched 2026-11-11T13:46:26.410Z

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: 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 · 2026-11-11T12:53:42.054154206Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:46:25.838522+00:00

Share price$188.10
1D
Price history unavailable.

Eagle Materials, Inc. options

Live interpolated EXP call and put midpoint premiums by absolute delta.Eagle Materials, Inc.$0.92$5.10$9.27$13.44$17.61$169.35$179.53$189.70$199.88$210.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXP spot · $188.10EXP PRICE$1.38$1.97$2.57$3.10$3.51$3.93$4.67$5.44$6.22$7.22$8.37$9.52$10.73$1.63$2.13$2.87$3.64$4.41$5.23$6.06$6.99$8.11$9.24$10.80$12.60$16.41
PutsFair0.98×
CallsCheap0.70×
SkewBearish+6.57 pp
Implied moveBearish±$10.72
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ199.1440.8%6.6%177.2746.5%6.6%
25Δ197.5843.3%6.1%179.6746.4%5.6%
30Δ196.0145.8%5.6%181.5547.5%5.0%
35Δ194.2846.4%4.9%183.3448.8%4.5%
40Δ192.2543.6%4.1%185.1450.0%3.9%
45Δ190.2340.7%3.2%186.9749.3%3.4%
50Δ188.6640.5%2.8%188.8048.6%2.9%
55Δ187.1540.5%2.4%190.6348.1%2.4%
60Δ185.6340.5%2.0%192.4847.7%2.0%
65Δ184.0240.6%1.7%194.3347.4%1.6%
70Δ182.3240.7%1.4%196.4947.6%1.3%
75Δ180.6340.8%1.1%198.8348.2%1.0%
80Δ178.9539.4%0.8%203.0652.7%0.8%

20Δ

Calls
Pseudo strike
199.14
IV
40.8%
B/E move
6.6%
Puts
Pseudo strike
177.27
IV
46.5%
B/E move
6.6%

25Δ

Calls
Pseudo strike
197.58
IV
43.3%
B/E move
6.1%
Puts
Pseudo strike
179.67
IV
46.4%
B/E move
5.6%

30Δ

Calls
Pseudo strike
196.01
IV
45.8%
B/E move
5.6%
Puts
Pseudo strike
181.55
IV
47.5%
B/E move
5.0%

35Δ

Calls
Pseudo strike
194.28
IV
46.4%
B/E move
4.9%
Puts
Pseudo strike
183.34
IV
48.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
192.25
IV
43.6%
B/E move
4.1%
Puts
Pseudo strike
185.14
IV
50.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
190.23
IV
40.7%
B/E move
3.2%
Puts
Pseudo strike
186.97
IV
49.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
188.66
IV
40.5%
B/E move
2.8%
Puts
Pseudo strike
188.80
IV
48.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
187.15
IV
40.5%
B/E move
2.4%
Puts
Pseudo strike
190.63
IV
48.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
185.63
IV
40.5%
B/E move
2.0%
Puts
Pseudo strike
192.48
IV
47.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
184.02
IV
40.6%
B/E move
1.7%
Puts
Pseudo strike
194.33
IV
47.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
182.32
IV
40.7%
B/E move
1.4%
Puts
Pseudo strike
196.49
IV
47.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
180.63
IV
40.8%
B/E move
1.1%
Puts
Pseudo strike
198.83
IV
48.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
178.95
IV
39.4%
B/E move
0.8%
Puts
Pseudo strike
203.06
IV
52.7%
B/E move
0.8%

Options history

IV · four-Friday blend37.63%
Daily close
EXP32.4%37.2%42.0%2026-08-13: 36.01%2026-08-14: 35.39%2026-08-17: 37.25%2026-08-18: 36.38%2026-08-21: 33.85%2026-08-24: 35.48%2026-08-25: 34.68%2026-08-26: 33.77%2026-08-27: 34.02%2026-08-28: 33.86%2026-08-31: 33.55%2026-09-01: 34.04%2026-09-02: 33.79%2026-09-03: 33.08%2026-09-04: 33.24%2026-09-08: 34.46%2026-09-09: 34.00%2026-09-10: 34.57%2026-09-11: 33.12%2026-09-14: 35.87%2026-09-15: 35.87%2026-09-16: 38.36%2026-09-17: 40.36%2026-09-18: 33.74%2026-09-21: 34.38%2026-09-22: 33.63%2026-09-23: 34.19%2026-09-24: 34.51%2026-09-25: 34.26%2026-09-28: 34.62%2026-09-29: 34.40%2026-09-30: 34.62%2026-10-01: 33.94%2026-10-02: 34.20%2026-10-05: 33.93%2026-10-06: 33.82%2026-10-07: 34.47%2026-10-08: 35.54%2026-10-09: 34.14%2026-10-12: 36.11%2026-10-13: 36.17%2026-10-14: 39.11%2026-10-15: 41.31%2026-10-16: 35.51%2026-10-19: 35.52%2026-10-20: 35.64%2026-10-21: 36.09%2026-10-22: 36.83%2026-10-23: 37.40%2026-10-26: 38.14%2026-10-27: 37.86%2026-10-28: 36.13%2026-10-29: 37.03%2026-10-30: 37.63%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
36.01%
35.39%
37.25%
36.38%
33.85%
35.48%
34.68%
33.77%
34.02%
33.86%
33.55%
34.04%
33.79%
33.08%
33.24%
34.46%
34.00%
34.57%
33.12%
35.87%
35.87%
38.36%
40.36%
33.74%
34.38%
33.63%
34.19%
34.51%
34.26%
34.62%
34.40%
34.62%
33.94%
34.20%
33.93%
33.82%
34.47%
35.54%
34.14%
36.11%
36.17%
39.11%
41.31%
35.51%
35.52%
35.64%
36.09%
36.83%
37.40%
38.14%
37.86%
36.13%
37.03%
37.63%