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Mattel, Inc. Common Stock MAT

i

Market dataready · fetched 2026-11-11T15:48:41.593Z

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 · 2026-11-11T15:48:30.884715345Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:48:40.990613+00:00

Share price$16.10
1D+0.8%
$15.91$16.00$16.10$16.20$16.295:30 AM6:30 AM9:00 AM1:00 PMMAT
Sold putSold call

Mattel, Inc. Common Stock options

Live interpolated MAT call and put midpoint premiums by absolute delta.Mattel, Inc. Common Stock$0.09$0.87$1.65$2.43$3.21$-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 —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMAT PRICE$0.25$0.30$0.35$0.40$0.45$0.49$0.64$0.79$0.95$1.11$1.26$0.17$0.21$0.25$0.28$0.32$2.05$2.24$2.42$2.61$2.80$2.99
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.9858.1%8.0%
25Δ15.2054.7%6.9%
30Δ16.9253.2%6.6%15.4150.9%5.8%
35Δ16.7451.4%5.8%15.6147.2%4.8%
40Δ16.5649.5%5.0%15.8243.5%3.7%
45Δ16.3847.7%4.2%
50Δ16.2045.8%3.4%
55Δ16.0244.0%2.6%17.04148.3%6.9%
60Δ15.8246.0%2.2%17.39139.9%5.9%
65Δ15.6248.5%2.0%17.74131.6%4.9%
70Δ15.4251.0%1.7%18.09123.2%3.8%
75Δ15.2253.5%1.4%18.44114.9%2.8%
80Δ15.0255.9%1.1%18.79106.5%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.98
IV
58.1%
B/E move
8.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.20
IV
54.7%
B/E move
6.9%

30Δ

Calls
Pseudo strike
16.92
IV
53.2%
B/E move
6.6%
Puts
Pseudo strike
15.41
IV
50.9%
B/E move
5.8%

35Δ

Calls
Pseudo strike
16.74
IV
51.4%
B/E move
5.8%
Puts
Pseudo strike
15.61
IV
47.2%
B/E move
4.8%

40Δ

Calls
Pseudo strike
16.56
IV
49.5%
B/E move
5.0%
Puts
Pseudo strike
15.82
IV
43.5%
B/E move
3.7%

45Δ

Calls
Pseudo strike
16.38
IV
47.7%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
16.20
IV
45.8%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.02
IV
44.0%
B/E move
2.6%
Puts
Pseudo strike
17.04
IV
148.3%
B/E move
6.9%

60Δ

Calls
Pseudo strike
15.82
IV
46.0%
B/E move
2.2%
Puts
Pseudo strike
17.39
IV
139.9%
B/E move
5.9%

65Δ

Calls
Pseudo strike
15.62
IV
48.5%
B/E move
2.0%
Puts
Pseudo strike
17.74
IV
131.6%
B/E move
4.9%

70Δ

Calls
Pseudo strike
15.42
IV
51.0%
B/E move
1.7%
Puts
Pseudo strike
18.09
IV
123.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
15.22
IV
53.5%
B/E move
1.4%
Puts
Pseudo strike
18.44
IV
114.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
15.02
IV
55.9%
B/E move
1.1%
Puts
Pseudo strike
18.79
IV
106.5%
B/E move
1.8%

Options history

IV · four-Friday blend61.17%
Daily EOD
MAT46.9%54.6%62.2%2026-10-19: 51.71%2026-10-20: 51.78%2026-10-21: 50.93%2026-10-22: 47.95%2026-10-23: 56.16%2026-10-26: 48.40%2026-10-27: 51.43%2026-10-28: 58.71%2026-10-29: 53.53%2026-10-30: 61.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.71%
51.78%
50.93%
47.95%
56.16%
48.40%
51.43%
58.71%
53.53%
61.17%