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Mattel, Inc. Common Stock MAT

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Market datapartial · fetched 2026-10-22T18:25:05.397Z

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 · 2026-10-22T18:24:59.001020942Z

FundamentalsAlpha Vantage · unavailable

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. Common Stock options

Live interpolated MAT call and put midpoint premiums by absolute delta.Mattel, Inc. Common Stock$0.19$1.05$1.91$2.77$3.64$11.25$14.18$17.12$20.05$22.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAT spot · $16.86MAT PRICE$0.28$0.37$0.46$0.55$0.66$0.77$0.89$1.08$1.31$1.54$1.92$2.35$2.77$0.72$0.67$0.63$0.71$0.96$1.21$1.41$1.57$1.73$2.09$2.52$2.96$3.39
PutsExpensive1.54×
CallsCheap0.54×
SkewBearish+37.79 pp
Implied moveBearish±$2.30
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.6756.2%18.3%10.37303.5%42.8%
25Δ19.1755.1%15.8%12.56206.4%29.5%
30Δ18.6653.9%13.4%14.75109.3%16.3%
35Δ18.1552.8%10.9%16.1555.8%8.4%
40Δ17.7752.1%9.2%16.5060.7%7.9%
45Δ17.4351.5%8.0%16.8565.5%7.3%
50Δ17.1051.0%6.7%17.2066.0%6.4%
55Δ16.7652.7%5.8%17.5563.0%5.3%
60Δ16.4255.4%5.2%17.9060.0%4.1%
65Δ16.0958.0%4.5%18.3959.0%3.4%
70Δ15.6061.3%3.9%18.9358.7%2.7%
75Δ15.0764.8%3.3%19.4658.4%2.1%
80Δ14.5368.3%2.6%19.9958.2%1.5%

20Δ

Calls
Pseudo strike
19.67
IV
56.2%
B/E move
18.3%
Puts
Pseudo strike
10.37
IV
303.5%
B/E move
42.8%

25Δ

Calls
Pseudo strike
19.17
IV
55.1%
B/E move
15.8%
Puts
Pseudo strike
12.56
IV
206.4%
B/E move
29.5%

30Δ

Calls
Pseudo strike
18.66
IV
53.9%
B/E move
13.4%
Puts
Pseudo strike
14.75
IV
109.3%
B/E move
16.3%

35Δ

Calls
Pseudo strike
18.15
IV
52.8%
B/E move
10.9%
Puts
Pseudo strike
16.15
IV
55.8%
B/E move
8.4%

40Δ

Calls
Pseudo strike
17.77
IV
52.1%
B/E move
9.2%
Puts
Pseudo strike
16.50
IV
60.7%
B/E move
7.9%

45Δ

Calls
Pseudo strike
17.43
IV
51.5%
B/E move
8.0%
Puts
Pseudo strike
16.85
IV
65.5%
B/E move
7.3%

50Δ

Calls
Pseudo strike
17.10
IV
51.0%
B/E move
6.7%
Puts
Pseudo strike
17.20
IV
66.0%
B/E move
6.4%

55Δ

Calls
Pseudo strike
16.76
IV
52.7%
B/E move
5.8%
Puts
Pseudo strike
17.55
IV
63.0%
B/E move
5.3%

60Δ

Calls
Pseudo strike
16.42
IV
55.4%
B/E move
5.2%
Puts
Pseudo strike
17.90
IV
60.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
16.09
IV
58.0%
B/E move
4.5%
Puts
Pseudo strike
18.39
IV
59.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
15.60
IV
61.3%
B/E move
3.9%
Puts
Pseudo strike
18.93
IV
58.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
15.07
IV
64.8%
B/E move
3.3%
Puts
Pseudo strike
19.46
IV
58.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
14.53
IV
68.3%
B/E move
2.6%
Puts
Pseudo strike
19.99
IV
58.2%
B/E move
1.5%

Options history

No recorded observations