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The Macerich Company MAC

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Market dataready · fetched 2026-11-12T00:46:54.347Z

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 · 2026-11-12T00:00:00.002274029Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:46:53.972244+00:00

Share price$25.38
1D-1.1%
AH$25.22$25.33$25.45$25.57$25.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAC
Sold putSold callAH

The Macerich Company options

Live interpolated MAC call and put midpoint premiums by absolute delta.The Macerich Company$0.25$0.79$1.33$1.86$2.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMAC PRICE$0.30$0.41$0.51$0.62$0.72$0.82$0.98$1.16$1.34$1.52$0.44$0.47$0.49$0.53$0.57$1.70$2.25
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.6894.1%12.4%
25Δ23.5677.2%9.0%
30Δ24.2063.5%6.6%
35Δ25.9131.6%3.3%24.6056.2%5.2%
40Δ25.7433.1%3.0%24.9948.8%3.8%
45Δ25.5634.7%2.7%
50Δ25.3936.3%2.5%
55Δ25.2237.8%2.2%26.0683.8%4.0%
60Δ25.0539.4%1.9%26.6893.1%3.7%
65Δ24.8240.1%1.7%
70Δ24.5740.6%1.4%
75Δ24.3341.1%1.1%
80Δ24.0841.6%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.68
IV
94.1%
B/E move
12.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.56
IV
77.2%
B/E move
9.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.20
IV
63.5%
B/E move
6.6%

35Δ

Calls
Pseudo strike
25.91
IV
31.6%
B/E move
3.3%
Puts
Pseudo strike
24.60
IV
56.2%
B/E move
5.2%

40Δ

Calls
Pseudo strike
25.74
IV
33.1%
B/E move
3.0%
Puts
Pseudo strike
24.99
IV
48.8%
B/E move
3.8%

45Δ

Calls
Pseudo strike
25.56
IV
34.7%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
25.39
IV
36.3%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.22
IV
37.8%
B/E move
2.2%
Puts
Pseudo strike
26.06
IV
83.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
25.05
IV
39.4%
B/E move
1.9%
Puts
Pseudo strike
26.68
IV
93.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
24.82
IV
40.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.57
IV
40.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.33
IV
41.1%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.08
IV
41.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.90%
Daily close
MAC26.4%41.1%55.8%2026-08-13: 34.12%2026-08-14: 38.92%2026-08-17: 35.90%2026-08-19: 35.97%2026-08-21: 31.26%2026-08-24: 29.74%2026-08-25: 28.61%2026-08-26: 29.56%2026-08-27: 28.40%2026-08-28: 30.34%2026-08-31: 33.76%2026-09-01: 28.68%2026-09-02: 35.16%2026-09-03: 33.24%2026-09-04: 29.14%2026-09-08: 41.27%2026-09-09: 29.76%2026-09-10: 32.45%2026-09-11: 33.19%2026-09-14: 34.21%2026-09-16: 53.77%2026-09-18: 29.87%2026-09-21: 31.05%2026-09-22: 30.59%2026-09-23: 31.98%2026-09-24: 30.72%2026-09-25: 32.69%2026-09-28: 30.15%2026-09-29: 31.08%2026-09-30: 31.30%2026-10-01: 31.99%2026-10-02: 30.83%2026-10-05: 31.70%2026-10-06: 34.32%2026-10-07: 35.48%2026-10-08: 34.88%2026-10-09: 33.10%2026-10-13: 37.25%2026-10-14: 44.73%2026-10-15: 36.14%2026-10-16: 31.69%2026-10-19: 32.85%2026-10-20: 31.55%2026-10-21: 35.37%2026-10-22: 35.31%2026-10-23: 31.14%2026-10-26: 33.82%2026-10-27: 37.78%2026-10-28: 40.13%2026-10-29: 32.33%2026-10-30: 32.90%Aug 13Sep 24Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.12%
38.92%
35.90%
35.97%
31.26%
29.74%
28.61%
29.56%
28.40%
30.34%
33.76%
28.68%
35.16%
33.24%
29.14%
41.27%
29.76%
32.45%
33.19%
34.21%
53.77%
29.87%
31.05%
30.59%
31.98%
30.72%
32.69%
30.15%
31.08%
31.30%
31.99%
30.83%
31.70%
34.32%
35.48%
34.88%
33.10%
37.25%
44.73%
36.14%
31.69%
32.85%
31.55%
35.37%
35.31%
31.14%
33.82%
37.78%
40.13%
32.33%
32.90%