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The Macerich Company MAC

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Market datapartial · fetched 2026-10-23T02:01:42.117Z

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 · 2026-10-22T23:00:00.003051476Z

FundamentalsAlpha Vantage · unavailable

Share price$23.95
1D+3.5%
AH$23.08$23.32$23.56$23.81$24.055:30 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$0.15$1.98$3.81$5.63$7.46$19.39$21.33$23.27$25.21$27.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAC spot · $23.95MAC PRICE$0.37$0.44$0.57$0.53$0.64$0.76$0.89$1.01$1.12$1.23$1.33$1.56$1.85$0.35$0.95$0.59$0.64$0.83$1.01$1.48$2.19$2.44$2.66$3.47$4.58$6.93
PutsExpensive2.21×
CallsExpensive1.33×
SkewBearish+20.21 pp
Implied moveBearish±$2.37
TiltBearish39.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.6153.0%16.8%21.8043.8%10.5%
25Δ26.4145.8%12.1%20.8488.4%16.9%
30Δ26.2850.0%12.1%22.5945.1%8.1%
35Δ25.1435.7%7.2%23.2436.5%5.7%
40Δ24.7434.2%5.9%23.5538.5%5.1%
45Δ24.4434.4%5.2%23.8640.4%4.6%
50Δ24.1434.7%4.5%24.3348.4%4.6%
55Δ23.8734.0%3.9%24.9561.5%5.0%
60Δ23.6132.5%3.2%25.4159.6%4.1%
65Δ23.3530.9%2.6%25.8556.3%3.1%
70Δ23.1029.3%2.0%26.7961.0%2.6%
75Δ22.7729.1%1.6%27.9869.8%2.3%
80Δ22.4129.8%1.3%30.3986.8%2.1%

20Δ

Calls
Pseudo strike
27.61
IV
53.0%
B/E move
16.8%
Puts
Pseudo strike
21.80
IV
43.8%
B/E move
10.5%

25Δ

Calls
Pseudo strike
26.41
IV
45.8%
B/E move
12.1%
Puts
Pseudo strike
20.84
IV
88.4%
B/E move
16.9%

30Δ

Calls
Pseudo strike
26.28
IV
50.0%
B/E move
12.1%
Puts
Pseudo strike
22.59
IV
45.1%
B/E move
8.1%

35Δ

Calls
Pseudo strike
25.14
IV
35.7%
B/E move
7.2%
Puts
Pseudo strike
23.24
IV
36.5%
B/E move
5.7%

40Δ

Calls
Pseudo strike
24.74
IV
34.2%
B/E move
5.9%
Puts
Pseudo strike
23.55
IV
38.5%
B/E move
5.1%

45Δ

Calls
Pseudo strike
24.44
IV
34.4%
B/E move
5.2%
Puts
Pseudo strike
23.86
IV
40.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
24.14
IV
34.7%
B/E move
4.5%
Puts
Pseudo strike
24.33
IV
48.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
23.87
IV
34.0%
B/E move
3.9%
Puts
Pseudo strike
24.95
IV
61.5%
B/E move
5.0%

60Δ

Calls
Pseudo strike
23.61
IV
32.5%
B/E move
3.2%
Puts
Pseudo strike
25.41
IV
59.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
23.35
IV
30.9%
B/E move
2.6%
Puts
Pseudo strike
25.85
IV
56.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
23.10
IV
29.3%
B/E move
2.0%
Puts
Pseudo strike
26.79
IV
61.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
22.77
IV
29.1%
B/E move
1.6%
Puts
Pseudo strike
27.98
IV
69.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
22.41
IV
29.8%
B/E move
1.3%
Puts
Pseudo strike
30.39
IV
86.8%
B/E move
2.1%

Options history

No recorded observations