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Mattel, Inc. Common Stock MAT

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Market datapartial · fetched 2026-10-22T14:27:40.199Z

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 · 2026-10-22T14:27:29.232552464Z

FundamentalsAlpha Vantage · unavailable

Share price$16.98
1D+0.9%
$16.79$16.86$16.92$16.99$17.065:30 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$0.21$1.09$1.97$2.85$3.74$11.25$14.23$17.20$20.18$23.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAT spot · $16.98MAT PRICE$0.30$0.36$0.79$0.64$0.66$0.81$0.97$1.13$1.32$1.50$2.37$3.10$3.14$0.41$0.51$0.63$0.76$0.88$1.01$1.26$1.55$1.84$2.11$2.39$2.88$3.48
PutsFair1.01×
CallsCheap0.65×
SkewBullish-5.93 pp
Implied moveBearish±$2.22
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9861.1%19.5%14.5872.3%16.5%
25Δ19.1655.0%15.0%15.3064.1%12.9%
30Δ21.53108.2%31.5%15.7562.5%10.9%
35Δ19.1468.9%16.6%16.1660.7%9.3%
40Δ17.8451.1%8.9%16.5358.6%7.8%
45Δ17.5352.8%8.0%16.8956.5%6.4%
50Δ17.2254.5%7.1%17.2857.8%5.6%
55Δ16.9055.7%6.2%17.6960.6%4.9%
60Δ16.5655.8%5.3%18.0962.6%4.2%
65Δ16.2255.8%4.4%18.5061.8%3.5%
70Δ15.4981.6%5.2%18.9160.9%2.7%
75Δ14.8097.5%5.5%19.5162.4%2.1%
80Δ14.5184.5%3.9%20.2064.6%1.5%

20Δ

Calls
Pseudo strike
19.98
IV
61.1%
B/E move
19.5%
Puts
Pseudo strike
14.58
IV
72.3%
B/E move
16.5%

25Δ

Calls
Pseudo strike
19.16
IV
55.0%
B/E move
15.0%
Puts
Pseudo strike
15.30
IV
64.1%
B/E move
12.9%

30Δ

Calls
Pseudo strike
21.53
IV
108.2%
B/E move
31.5%
Puts
Pseudo strike
15.75
IV
62.5%
B/E move
10.9%

35Δ

Calls
Pseudo strike
19.14
IV
68.9%
B/E move
16.6%
Puts
Pseudo strike
16.16
IV
60.7%
B/E move
9.3%

40Δ

Calls
Pseudo strike
17.84
IV
51.1%
B/E move
8.9%
Puts
Pseudo strike
16.53
IV
58.6%
B/E move
7.8%

45Δ

Calls
Pseudo strike
17.53
IV
52.8%
B/E move
8.0%
Puts
Pseudo strike
16.89
IV
56.5%
B/E move
6.4%

50Δ

Calls
Pseudo strike
17.22
IV
54.5%
B/E move
7.1%
Puts
Pseudo strike
17.28
IV
57.8%
B/E move
5.6%

55Δ

Calls
Pseudo strike
16.90
IV
55.7%
B/E move
6.2%
Puts
Pseudo strike
17.69
IV
60.6%
B/E move
4.9%

60Δ

Calls
Pseudo strike
16.56
IV
55.8%
B/E move
5.3%
Puts
Pseudo strike
18.09
IV
62.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
16.22
IV
55.8%
B/E move
4.4%
Puts
Pseudo strike
18.50
IV
61.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
15.49
IV
81.6%
B/E move
5.2%
Puts
Pseudo strike
18.91
IV
60.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
14.80
IV
97.5%
B/E move
5.5%
Puts
Pseudo strike
19.51
IV
62.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
14.51
IV
84.5%
B/E move
3.9%
Puts
Pseudo strike
20.20
IV
64.6%
B/E move
1.5%

Options history

No recorded observations