Share price$6.47
1D-1.8%
Sold putSold call
MasterBrand, Inc. MBC
CONSUMER CYCLICAL · FURNISHINGS, FIXTURES & APPLIANCESi
Market dataready · fetched 2026-11-12T16:15:13.105Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T16:15:07.753266258Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:15:12.540083+00:00
MasterBrand, Inc. options
PutsExpensive2.09×
Calls——
Skew——
Implied moveBearish±$1.45
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.94 | 284.5% | 29.3% | |||
| 25Δ | 10.15 | 325.2% | 62.9% | 5.19 | 262.0% | 26.4% |
| 30Δ | 8.80 | 257.2% | 42.0% | 5.40 | 247.9% | 24.1% |
| 35Δ | 7.55 | 191.6% | 22.6% | 5.61 | 233.8% | 21.9% |
| 40Δ | 7.27 | 186.6% | 20.0% | 5.81 | 219.8% | 19.7% |
| 45Δ | 7.04 | 184.2% | 18.1% | 6.02 | 205.7% | 17.5% |
| 50Δ | 6.80 | 181.8% | 16.2% | 6.22 | 191.6% | 15.2% |
| 55Δ | 6.56 | 179.5% | 14.3% | 6.43 | 177.5% | 13.0% |
| 60Δ | 6.33 | 177.1% | 12.4% | 6.63 | 163.4% | 10.8% |
| 65Δ | 6.09 | 174.7% | 10.5% | 6.84 | 149.4% | 8.6% |
| 70Δ | 5.85 | 172.4% | 8.6% | 7.04 | 135.3% | 6.3% |
| 75Δ | 5.61 | 170.0% | 6.6% | 7.25 | 121.2% | 4.1% |
| 80Δ | 5.38 | 167.6% | 4.7% | 7.46 | 107.1% | 1.9% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.94
- IV
- 284.5%
- B/E move
- 29.3%
25Δ
- Pseudo strike
- 10.15
- IV
- 325.2%
- B/E move
- 62.9%
- Pseudo strike
- 5.19
- IV
- 262.0%
- B/E move
- 26.4%
30Δ
- Pseudo strike
- 8.80
- IV
- 257.2%
- B/E move
- 42.0%
- Pseudo strike
- 5.40
- IV
- 247.9%
- B/E move
- 24.1%
35Δ
- Pseudo strike
- 7.55
- IV
- 191.6%
- B/E move
- 22.6%
- Pseudo strike
- 5.61
- IV
- 233.8%
- B/E move
- 21.9%
40Δ
- Pseudo strike
- 7.27
- IV
- 186.6%
- B/E move
- 20.0%
- Pseudo strike
- 5.81
- IV
- 219.8%
- B/E move
- 19.7%
45Δ
- Pseudo strike
- 7.04
- IV
- 184.2%
- B/E move
- 18.1%
- Pseudo strike
- 6.02
- IV
- 205.7%
- B/E move
- 17.5%
50Δ
- Pseudo strike
- 6.80
- IV
- 181.8%
- B/E move
- 16.2%
- Pseudo strike
- 6.22
- IV
- 191.6%
- B/E move
- 15.2%
55Δ
- Pseudo strike
- 6.56
- IV
- 179.5%
- B/E move
- 14.3%
- Pseudo strike
- 6.43
- IV
- 177.5%
- B/E move
- 13.0%
60Δ
- Pseudo strike
- 6.33
- IV
- 177.1%
- B/E move
- 12.4%
- Pseudo strike
- 6.63
- IV
- 163.4%
- B/E move
- 10.8%
65Δ
- Pseudo strike
- 6.09
- IV
- 174.7%
- B/E move
- 10.5%
- Pseudo strike
- 6.84
- IV
- 149.4%
- B/E move
- 8.6%
70Δ
- Pseudo strike
- 5.85
- IV
- 172.4%
- B/E move
- 8.6%
- Pseudo strike
- 7.04
- IV
- 135.3%
- B/E move
- 6.3%
75Δ
- Pseudo strike
- 5.61
- IV
- 170.0%
- B/E move
- 6.6%
- Pseudo strike
- 7.25
- IV
- 121.2%
- B/E move
- 4.1%
80Δ
- Pseudo strike
- 5.38
- IV
- 167.6%
- B/E move
- 4.7%
- Pseudo strike
- 7.46
- IV
- 107.1%
- B/E move
- 1.9%
Options history
IV · four-Friday blend—
Daily EOD
No recorded observations
0 observations