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Mama's Creations, Inc. Common Stock MAMA

i

Market dataready · fetched 2026-11-13T00:47:51.860Z

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 · 2026-11-13T00:10:09.078845931Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-13T00:47:50.924870+00:00

Share price$13.23
1D-4.0%
AH$13.14$13.31$13.49$13.66$13.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAMA
Sold putSold callAH

Mama's Creations, Inc. Common Stock options

Live interpolated MAMA call and put midpoint premiums by absolute delta.Mama's Creations, Inc. Common Stock$0.23$1.20$2.17$3.14$4.11$12.09$12.71$13.32$13.93$14.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MAMA spot · $13.23MAMA PRICE$0.33$0.44$0.54$0.65$0.75$0.86$0.97$1.07$1.18$1.58$2.24$2.89$0.46$0.80$1.13$1.47$1.81$2.15$2.48$2.82$3.16$3.50$3.83
Puts——
Calls——
Skew——
Implied moveBearish±$2.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.4981.4%12.0%
30Δ14.2584.3%11.0%12.7871.9%6.9%
35Δ14.0287.1%10.0%13.1878.2%6.4%
40Δ13.7890.0%9.1%13.5984.6%5.9%
45Δ13.5592.8%8.1%13.9990.9%5.4%
50Δ13.3195.7%7.1%14.4097.3%4.9%
55Δ13.0898.5%6.1%14.80103.6%4.4%
60Δ12.84101.4%5.2%15.20110.0%3.8%
65Δ12.61104.3%4.2%15.61116.3%3.3%
70Δ12.12121.9%3.6%16.01122.7%2.8%
75Δ11.43151.6%3.3%16.42129.0%2.3%
80Δ10.74181.4%3.1%16.82135.4%1.8%

20Δ

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

25Δ

Calls
Pseudo strike
14.49
IV
81.4%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.25
IV
84.3%
B/E move
11.0%
Puts
Pseudo strike
12.78
IV
71.9%
B/E move
6.9%

35Δ

Calls
Pseudo strike
14.02
IV
87.1%
B/E move
10.0%
Puts
Pseudo strike
13.18
IV
78.2%
B/E move
6.4%

40Δ

Calls
Pseudo strike
13.78
IV
90.0%
B/E move
9.1%
Puts
Pseudo strike
13.59
IV
84.6%
B/E move
5.9%

45Δ

Calls
Pseudo strike
13.55
IV
92.8%
B/E move
8.1%
Puts
Pseudo strike
13.99
IV
90.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
13.31
IV
95.7%
B/E move
7.1%
Puts
Pseudo strike
14.40
IV
97.3%
B/E move
4.9%

55Δ

Calls
Pseudo strike
13.08
IV
98.5%
B/E move
6.1%
Puts
Pseudo strike
14.80
IV
103.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
12.84
IV
101.4%
B/E move
5.2%
Puts
Pseudo strike
15.20
IV
110.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
12.61
IV
104.3%
B/E move
4.2%
Puts
Pseudo strike
15.61
IV
116.3%
B/E move
3.3%

70Δ

Calls
Pseudo strike
12.12
IV
121.9%
B/E move
3.6%
Puts
Pseudo strike
16.01
IV
122.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
11.43
IV
151.6%
B/E move
3.3%
Puts
Pseudo strike
16.42
IV
129.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
10.74
IV
181.4%
B/E move
3.1%
Puts
Pseudo strike
16.82
IV
135.4%
B/E move
1.8%

Options history

IV · four-Friday blend66.73%
Daily close
MAMA54.6%61.1%67.6%2026-08-21: 62.02%2026-08-24: 58.99%2026-08-25: 62.49%2026-08-26: 65.31%2026-08-27: 63.40%2026-08-28: 62.65%2026-08-31: 65.70%2026-09-01: 64.71%2026-09-03: 63.54%2026-09-11: 59.89%2026-09-14: 61.26%2026-09-21: 56.67%2026-09-24: 64.29%2026-10-16: 58.62%2026-10-19: 56.27%2026-10-20: 59.64%2026-10-21: 59.16%2026-10-22: 60.16%2026-10-23: 58.88%2026-10-26: 55.46%2026-10-27: 62.65%2026-10-28: 66.73%Aug 21Sep 14Oct 28
22 observations2026-08-21 — 2026-10-28
Table
DateIV (%)
62.02%
58.99%
62.49%
65.31%
63.40%
62.65%
65.70%
64.71%
63.54%
59.89%
61.26%
56.67%
64.29%
58.62%
56.27%
59.64%
59.16%
60.16%
58.88%
55.46%
62.65%
66.73%