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MediaAlpha, Inc. MAX

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-11-11T14:02:35.287Z

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 · 2026-11-11T00:00:00.002569371Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:02:34.830234+00:00

Share price$14.37
1D+1.2%
AH$13.89$14.07$14.24$14.42$14.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAX
Sold putSold callAH

MediaAlpha, Inc. options

Live interpolated MAX call and put midpoint premiums by absolute delta.MediaAlpha, Inc.$0.03$1.87$3.70$5.54$7.38$12.41$13.46$14.51$15.56$16.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MAX spot · $14.37MAX PRICE$0.23$0.28$0.32$0.37$0.47$0.63$0.79$0.95$1.11$1.27$1.43$1.59$1.75$0.41$0.51$0.61$0.70$0.79$0.88$0.98$1.07$4.85$6.85
Puts——
CallsExpensive1.13×
Skew——
Implied moveBearish±$1.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.93100.0%19.4%12.13138.9%18.5%
25Δ16.3892.1%15.9%12.65136.3%15.6%
30Δ15.8484.2%12.5%12.99129.2%13.8%
35Δ15.2976.4%9.0%13.33122.2%12.1%
40Δ14.8872.6%6.9%13.67115.1%10.4%
45Δ14.6373.5%6.3%14.02108.0%8.6%
50Δ14.3874.4%5.6%14.36100.9%6.9%
55Δ14.1475.4%5.0%14.7093.8%5.1%
60Δ13.8976.3%4.4%
65Δ13.6477.2%3.7%
70Δ13.3978.2%3.1%18.45217.4%5.4%
75Δ13.1479.1%2.5%20.52252.1%4.9%
80Δ12.8980.0%1.9%

20Δ

Calls
Pseudo strike
16.93
IV
100.0%
B/E move
19.4%
Puts
Pseudo strike
12.13
IV
138.9%
B/E move
18.5%

25Δ

Calls
Pseudo strike
16.38
IV
92.1%
B/E move
15.9%
Puts
Pseudo strike
12.65
IV
136.3%
B/E move
15.6%

30Δ

Calls
Pseudo strike
15.84
IV
84.2%
B/E move
12.5%
Puts
Pseudo strike
12.99
IV
129.2%
B/E move
13.8%

35Δ

Calls
Pseudo strike
15.29
IV
76.4%
B/E move
9.0%
Puts
Pseudo strike
13.33
IV
122.2%
B/E move
12.1%

40Δ

Calls
Pseudo strike
14.88
IV
72.6%
B/E move
6.9%
Puts
Pseudo strike
13.67
IV
115.1%
B/E move
10.4%

45Δ

Calls
Pseudo strike
14.63
IV
73.5%
B/E move
6.3%
Puts
Pseudo strike
14.02
IV
108.0%
B/E move
8.6%

50Δ

Calls
Pseudo strike
14.38
IV
74.4%
B/E move
5.6%
Puts
Pseudo strike
14.36
IV
100.9%
B/E move
6.9%

55Δ

Calls
Pseudo strike
14.14
IV
75.4%
B/E move
5.0%
Puts
Pseudo strike
14.70
IV
93.8%
B/E move
5.1%

60Δ

Calls
Pseudo strike
13.89
IV
76.3%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.64
IV
77.2%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.39
IV
78.2%
B/E move
3.1%
Puts
Pseudo strike
18.45
IV
217.4%
B/E move
5.4%

75Δ

Calls
Pseudo strike
13.14
IV
79.1%
B/E move
2.5%
Puts
Pseudo strike
20.52
IV
252.1%
B/E move
4.9%

80Δ

Calls
Pseudo strike
12.89
IV
80.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.40%
Daily EOD
MAX60.3%64.6%68.8%2026-10-19: 63.04%2026-10-20: 62.53%2026-10-21: 60.90%2026-10-22: 68.25%2026-10-23: 63.89%2026-10-26: 62.77%2026-10-27: 61.87%2026-10-29: 62.26%2026-10-30: 61.40%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.04%
62.53%
60.90%
68.25%
63.89%
62.77%
61.87%
62.26%
61.40%