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Mastercard Incorporated MA

i

Market datapartial · fetched 2026-11-07T03:36:39.043Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:00:00.003714599Z

FundamentalsAlpha Vantage · unavailable

Share price$652.70
1D+1.2%
AH$638$644$649$655$6615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMA
Sold putSold callAH

Mastercard Incorporated options

Live interpolated MA call and put midpoint premiums by absolute delta.Mastercard Incorporated$0.00$0.27$0.54$0.81$1.08$-0.65$-0.08$0.50$1.08$1.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMA PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.52%
Daily close
MA17.6%26.9%36.1%2026-08-10: 22.34%2026-08-11: 21.94%2026-08-12: 20.66%2026-08-13: 25.76%2026-08-14: 19.45%2026-08-17: 21.29%2026-08-18: 21.77%2026-08-19: 21.39%2026-08-20: 21.88%2026-08-21: 20.19%2026-08-24: 21.58%2026-08-25: 21.79%2026-08-26: 21.29%2026-08-27: 20.84%2026-08-28: 19.05%2026-08-31: 20.36%2026-09-01: 21.71%2026-09-02: 20.57%2026-09-03: 19.83%2026-09-04: 18.90%2026-09-08: 22.19%2026-09-09: 22.01%2026-09-10: 22.10%2026-09-11: 19.41%2026-09-14: 22.51%2026-09-15: 22.71%2026-09-16: 22.12%2026-09-17: 21.38%2026-09-18: 19.42%2026-09-21: 20.48%2026-09-22: 22.09%2026-09-23: 22.31%2026-09-24: 21.84%2026-09-25: 20.36%2026-09-28: 21.56%2026-09-29: 21.50%2026-09-30: 23.51%2026-10-01: 22.96%2026-10-02: 21.60%2026-10-05: 22.75%2026-10-06: 22.85%2026-10-07: 22.70%2026-10-08: 26.60%2026-10-09: 22.51%2026-10-12: 24.15%2026-10-13: 25.38%2026-10-14: 27.21%2026-10-15: 26.15%2026-10-16: 25.27%2026-10-19: 26.75%2026-10-20: 26.63%2026-10-21: 27.27%2026-10-22: 31.78%2026-10-23: 29.26%2026-10-26: 32.57%2026-10-27: 34.87%2026-10-28: 33.32%2026-10-29: 24.98%2026-10-30: 22.52%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
22.34%
21.94%
20.66%
25.76%
19.45%
21.29%
21.77%
21.39%
21.88%
20.19%
21.58%
21.79%
21.29%
20.84%
19.05%
20.36%
21.71%
20.57%
19.83%
18.90%
22.19%
22.01%
22.10%
19.41%
22.51%
22.71%
22.12%
21.38%
19.42%
20.48%
22.09%
22.31%
21.84%
20.36%
21.56%
21.50%
23.51%
22.96%
21.60%
22.75%
22.85%
22.70%
26.60%
22.51%
24.15%
25.38%
27.21%
26.15%
25.27%
26.75%
26.63%
27.27%
31.78%
29.26%
32.57%
34.87%
33.32%
24.98%
22.52%