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MasterBrand Inc. MBC

CONSUMER CYCLICAL · FURNISHINGS, FIXTURES & APPLIANCES
i

Market dataready · fetched 2026-10-22T20:44:15.302Z

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 · 2026-10-22T20:10:00.002149344Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:44:14.900305+00:00

Share price$7.35
1D+9.2%
AH$6.68$6.86$7.05$7.24$7.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMBC
Sold putSold callAH

MasterBrand Inc. options

Live interpolated MBC call and put midpoint premiums by absolute delta.MasterBrand Inc.$0.26$1.34$2.42$3.51$4.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMBC PRICE$0.38$0.38$0.38$0.38$0.38$0.42$0.46$0.51$0.55$0.59$0.64$0.79$1.46$2.14$2.82$4.28
PutsExpensive2.18×
CallsExpensive2.06×
SkewBearish+7.73 pp
Implied move——
TiltBearish77.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.35163.4%32.9%
25Δ11.91166.0%67.1%5.72148.0%28.5%
30Δ10.97141.7%54.3%6.09132.5%24.1%
35Δ10.03117.3%41.5%6.46117.1%19.7%
40Δ9.0893.0%28.7%6.82101.6%15.2%
45Δ8.1468.7%15.9%7.1986.2%10.8%
50Δ7.6177.0%7.1%
55Δ8.29100.1%7.1%
60Δ8.96123.2%7.1%
65Δ9.64146.3%7.1%
70Δ11.11180.3%7.0%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.35
IV
163.4%
B/E move
32.9%

25Δ

Calls
Pseudo strike
11.91
IV
166.0%
B/E move
67.1%
Puts
Pseudo strike
5.72
IV
148.0%
B/E move
28.5%

30Δ

Calls
Pseudo strike
10.97
IV
141.7%
B/E move
54.3%
Puts
Pseudo strike
6.09
IV
132.5%
B/E move
24.1%

35Δ

Calls
Pseudo strike
10.03
IV
117.3%
B/E move
41.5%
Puts
Pseudo strike
6.46
IV
117.1%
B/E move
19.7%

40Δ

Calls
Pseudo strike
9.08
IV
93.0%
B/E move
28.7%
Puts
Pseudo strike
6.82
IV
101.6%
B/E move
15.2%

45Δ

Calls
Pseudo strike
8.14
IV
68.7%
B/E move
15.9%
Puts
Pseudo strike
7.19
IV
86.2%
B/E move
10.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.61
IV
77.0%
B/E move
7.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.29
IV
100.1%
B/E move
7.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.96
IV
123.2%
B/E move
7.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.64
IV
146.3%
B/E move
7.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.11
IV
180.3%
B/E move
7.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations