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Mattel Inc MAT

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-10-22T18:31:32.511Z

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 · 2026-10-22T18:31:18.363055499Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:25:03.771257+00:00

Share price$16.87
1D+0.3%
$16.76$16.84$16.91$16.99$17.065:30 AM6:30 AM9:00 AM1:00 PMMAT
Sold putSold call

Mattel Inc options

Live interpolated MAT call and put midpoint premiums by absolute delta.Mattel Inc$0.32$1.15$1.97$2.80$3.63$11.27$14.20$17.13$20.06$22.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAT spot · $16.86MAT PRICE$0.43$0.76$0.76$0.58$0.65$0.78$0.91$1.10$1.32$1.54$2.88$3.11$3.16$0.41$0.47$0.55$0.70$0.95$1.19$1.39$1.56$1.73$2.09$2.52$2.96$3.39
PutsFair0.99×
CallsCheap0.72×
SkewBullish-14.37 pp
Implied moveBearish±$2.30
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9681.8%26.9%14.4673.0%16.7%
25Δ22.46120.4%37.6%15.2661.0%12.3%
30Δ21.26105.5%30.6%15.7356.4%10.0%
35Δ18.5460.0%13.4%16.1555.6%8.4%
40Δ17.7451.3%9.1%16.4960.0%7.8%
45Δ17.4251.7%7.9%16.8464.3%7.2%
50Δ17.1052.0%6.8%17.1964.9%6.3%
55Δ16.7753.7%6.0%17.5562.4%5.2%
60Δ16.4355.9%5.2%17.9059.9%4.1%
65Δ16.0958.1%4.5%18.3959.0%3.4%
70Δ15.13103.9%6.8%18.9358.7%2.7%
75Δ14.6998.9%5.6%19.4658.4%2.1%
80Δ14.3585.4%3.8%19.9958.2%1.5%

20Δ

Calls
Pseudo strike
20.96
IV
81.8%
B/E move
26.9%
Puts
Pseudo strike
14.46
IV
73.0%
B/E move
16.7%

25Δ

Calls
Pseudo strike
22.46
IV
120.4%
B/E move
37.6%
Puts
Pseudo strike
15.26
IV
61.0%
B/E move
12.3%

30Δ

Calls
Pseudo strike
21.26
IV
105.5%
B/E move
30.6%
Puts
Pseudo strike
15.73
IV
56.4%
B/E move
10.0%

35Δ

Calls
Pseudo strike
18.54
IV
60.0%
B/E move
13.4%
Puts
Pseudo strike
16.15
IV
55.6%
B/E move
8.4%

40Δ

Calls
Pseudo strike
17.74
IV
51.3%
B/E move
9.1%
Puts
Pseudo strike
16.49
IV
60.0%
B/E move
7.8%

45Δ

Calls
Pseudo strike
17.42
IV
51.7%
B/E move
7.9%
Puts
Pseudo strike
16.84
IV
64.3%
B/E move
7.2%

50Δ

Calls
Pseudo strike
17.10
IV
52.0%
B/E move
6.8%
Puts
Pseudo strike
17.19
IV
64.9%
B/E move
6.3%

55Δ

Calls
Pseudo strike
16.77
IV
53.7%
B/E move
6.0%
Puts
Pseudo strike
17.55
IV
62.4%
B/E move
5.2%

60Δ

Calls
Pseudo strike
16.43
IV
55.9%
B/E move
5.2%
Puts
Pseudo strike
17.90
IV
59.9%
B/E move
4.1%

65Δ

Calls
Pseudo strike
16.09
IV
58.1%
B/E move
4.5%
Puts
Pseudo strike
18.39
IV
59.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
15.13
IV
103.9%
B/E move
6.8%
Puts
Pseudo strike
18.93
IV
58.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
14.69
IV
98.9%
B/E move
5.6%
Puts
Pseudo strike
19.46
IV
58.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
14.35
IV
85.4%
B/E move
3.8%
Puts
Pseudo strike
19.99
IV
58.2%
B/E move
1.5%

Options history

No recorded observations