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Mattel, Inc. Common Stock MAT

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Market datapartial · fetched 2026-10-22T21:08:38.589Z

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 · 2026-10-22T20:02:55.995077617Z

FundamentalsAlpha Vantage · unavailable

Share price$16.88
1D+0.4%
AH$16.76$16.84$16.91$16.99$17.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAT
Sold putSold callAH

Mattel, Inc. Common Stock options

Live interpolated MAT call and put midpoint premiums by absolute delta.Mattel, Inc. Common Stock$0.18$0.98$1.78$2.58$3.38$11.27$14.20$17.14$20.07$23.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAT spot · $16.88MAT PRICE$0.27$0.53$0.80$0.68$0.69$0.82$0.95$1.12$1.33$1.54$2.82$3.11$3.15$0.41$0.48$0.57$0.67$0.80$0.92$1.05$1.20$1.35$1.50$1.99$2.55$3.05
PutsCheap0.89×
CallsCheap0.69×
SkewBullish-17.62 pp
Implied moveBearish±$2.00
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.4853.3%17.0%14.4873.1%16.7%
25Δ20.5183.2%24.6%15.2661.7%12.4%
30Δ21.52110.9%32.3%15.7257.8%10.2%
35Δ19.1973.8%17.7%16.1354.9%8.4%
40Δ17.8354.8%9.7%16.4653.4%7.2%
45Δ17.4954.6%8.4%16.7951.8%6.0%
50Δ17.1454.5%7.2%17.1050.3%4.9%
55Δ16.8055.1%6.1%17.3848.9%4.1%
60Δ16.4556.4%5.3%17.6747.4%3.3%
65Δ16.1157.7%4.5%17.9546.0%2.5%
70Δ15.17101.2%6.6%18.5051.1%2.2%
75Δ14.7198.7%5.6%19.1156.6%1.9%
80Δ14.3785.3%3.8%19.7057.6%1.3%

20Δ

Calls
Pseudo strike
19.48
IV
53.3%
B/E move
17.0%
Puts
Pseudo strike
14.48
IV
73.1%
B/E move
16.7%

25Δ

Calls
Pseudo strike
20.51
IV
83.2%
B/E move
24.6%
Puts
Pseudo strike
15.26
IV
61.7%
B/E move
12.4%

30Δ

Calls
Pseudo strike
21.52
IV
110.9%
B/E move
32.3%
Puts
Pseudo strike
15.72
IV
57.8%
B/E move
10.2%

35Δ

Calls
Pseudo strike
19.19
IV
73.8%
B/E move
17.7%
Puts
Pseudo strike
16.13
IV
54.9%
B/E move
8.4%

40Δ

Calls
Pseudo strike
17.83
IV
54.8%
B/E move
9.7%
Puts
Pseudo strike
16.46
IV
53.4%
B/E move
7.2%

45Δ

Calls
Pseudo strike
17.49
IV
54.6%
B/E move
8.4%
Puts
Pseudo strike
16.79
IV
51.8%
B/E move
6.0%

50Δ

Calls
Pseudo strike
17.14
IV
54.5%
B/E move
7.2%
Puts
Pseudo strike
17.10
IV
50.3%
B/E move
4.9%

55Δ

Calls
Pseudo strike
16.80
IV
55.1%
B/E move
6.1%
Puts
Pseudo strike
17.38
IV
48.9%
B/E move
4.1%

60Δ

Calls
Pseudo strike
16.45
IV
56.4%
B/E move
5.3%
Puts
Pseudo strike
17.67
IV
47.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
16.11
IV
57.7%
B/E move
4.5%
Puts
Pseudo strike
17.95
IV
46.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
15.17
IV
101.2%
B/E move
6.6%
Puts
Pseudo strike
18.50
IV
51.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
14.71
IV
98.7%
B/E move
5.6%
Puts
Pseudo strike
19.11
IV
56.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
14.37
IV
85.3%
B/E move
3.8%
Puts
Pseudo strike
19.70
IV
57.6%
B/E move
1.3%

Options history

No recorded observations