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Masco Corporation MAS

i

Market dataready · fetched 2026-11-14T01:11:10.329Z

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 · 2026-11-14T00:00:00.002878229Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-14T01:11:09.986478+00:00

Share price$84.68
1D+0.1%
AH$83.79$84.11$84.43$84.74$85.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAS
Sold putSold callAH

Masco Corporation options

Live interpolated MAS call and put midpoint premiums by absolute delta.Masco Corporation$0.36$1.59$2.83$4.06$5.29$79.66$82.29$84.91$87.54$90.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAS spot · $84.68MAS PRICE$0.49$0.62$0.74$0.86$0.99$1.11$1.37$1.78$2.18$2.59$3.00$3.40$3.81$0.53$0.68$0.83$0.98$1.13$1.28$1.43$1.85$2.47$3.08$3.70$4.32$4.94
PutsFair1.03×
CallsCheap0.80×
SkewBearish+3.58 pp
Implied moveBearish±$2.80
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.2739.7%6.0%80.7039.7%5.3%
25Δ88.5037.5%5.2%81.3738.1%4.7%
30Δ87.7335.4%4.5%82.0436.4%4.1%
35Δ86.9533.2%3.7%82.7034.8%3.5%
40Δ86.1831.0%2.9%83.3733.2%2.9%
45Δ85.4128.9%2.2%84.0431.5%2.3%
50Δ84.7427.8%1.7%84.7129.9%1.7%
55Δ84.1827.9%1.5%85.4230.1%1.3%
60Δ83.6328.0%1.3%86.1831.8%1.1%
65Δ83.0828.2%1.2%86.9333.5%1.0%
70Δ82.5228.3%1.0%87.6835.1%0.8%
75Δ81.9728.4%0.8%88.4436.8%0.7%
80Δ81.4128.6%0.6%89.1938.5%0.5%

20Δ

Calls
Pseudo strike
89.27
IV
39.7%
B/E move
6.0%
Puts
Pseudo strike
80.70
IV
39.7%
B/E move
5.3%

25Δ

Calls
Pseudo strike
88.50
IV
37.5%
B/E move
5.2%
Puts
Pseudo strike
81.37
IV
38.1%
B/E move
4.7%

30Δ

Calls
Pseudo strike
87.73
IV
35.4%
B/E move
4.5%
Puts
Pseudo strike
82.04
IV
36.4%
B/E move
4.1%

35Δ

Calls
Pseudo strike
86.95
IV
33.2%
B/E move
3.7%
Puts
Pseudo strike
82.70
IV
34.8%
B/E move
3.5%

40Δ

Calls
Pseudo strike
86.18
IV
31.0%
B/E move
2.9%
Puts
Pseudo strike
83.37
IV
33.2%
B/E move
2.9%

45Δ

Calls
Pseudo strike
85.41
IV
28.9%
B/E move
2.2%
Puts
Pseudo strike
84.04
IV
31.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
84.74
IV
27.8%
B/E move
1.7%
Puts
Pseudo strike
84.71
IV
29.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
84.18
IV
27.9%
B/E move
1.5%
Puts
Pseudo strike
85.42
IV
30.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
83.63
IV
28.0%
B/E move
1.3%
Puts
Pseudo strike
86.18
IV
31.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
83.08
IV
28.2%
B/E move
1.2%
Puts
Pseudo strike
86.93
IV
33.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
82.52
IV
28.3%
B/E move
1.0%
Puts
Pseudo strike
87.68
IV
35.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
81.97
IV
28.4%
B/E move
0.8%
Puts
Pseudo strike
88.44
IV
36.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
81.41
IV
28.6%
B/E move
0.6%
Puts
Pseudo strike
89.19
IV
38.5%
B/E move
0.5%

Options history

IV · four-Friday blend28.37%
Daily EOD
MAS27.7%32.4%37.0%2026-10-19: 33.89%2026-10-20: 34.17%2026-10-21: 34.83%2026-10-22: 35.58%2026-10-23: 35.06%2026-10-26: 36.33%2026-10-27: 35.23%2026-10-28: 30.77%2026-10-29: 29.32%2026-10-30: 28.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.89%
34.17%
34.83%
35.58%
35.06%
36.33%
35.23%
30.77%
29.32%
28.37%