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MOELIS & COMPANY MC

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-13T02:12:35.893Z

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 · 2026-11-13T00:00:00.003015577Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:12:35.559182+00:00

Share price$56.01
1D+0.0%
AH$55.72$56.01$56.31$56.60$56.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMC
Sold putSold callAH

MOELIS & COMPANY options

Live interpolated MC call and put midpoint premiums by absolute delta.MOELIS & COMPANY$0.57$1.93$3.30$4.67$6.04$49.74$53.20$56.66$60.13$63.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MC spot · $56.01MC PRICE$1.18$1.49$1.80$1.83$1.85$1.88$1.91$1.93$2.26$3.20$4.15$5.09$0.71$0.87$1.02$1.17$1.38$1.80$2.23$2.66$3.08$3.51$3.94$4.36$5.64
PutsExpensive1.15×
Calls——
Skew——
Implied moveBearish±$4.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.9576.8%10.3%
25Δ62.1792.8%13.1%52.0170.9%8.7%
30Δ61.0897.0%11.7%53.0765.0%7.1%
35Δ60.00101.1%10.3%54.1359.1%5.4%
40Δ59.1290.6%8.8%55.1254.4%4.0%
45Δ58.2480.1%7.3%55.7854.9%3.6%
50Δ57.3669.5%5.8%56.4355.4%3.2%
55Δ56.4759.0%4.2%57.0955.9%2.8%
60Δ55.5948.5%2.7%57.7456.4%2.4%
65Δ54.6643.4%1.6%58.4057.0%2.0%
70Δ53.6149.7%1.4%59.0657.5%1.6%
75Δ52.5656.0%1.2%59.7158.0%1.2%
80Δ51.5162.3%1.1%61.1662.6%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.95
IV
76.8%
B/E move
10.3%

25Δ

Calls
Pseudo strike
62.17
IV
92.8%
B/E move
13.1%
Puts
Pseudo strike
52.01
IV
70.9%
B/E move
8.7%

30Δ

Calls
Pseudo strike
61.08
IV
97.0%
B/E move
11.7%
Puts
Pseudo strike
53.07
IV
65.0%
B/E move
7.1%

35Δ

Calls
Pseudo strike
60.00
IV
101.1%
B/E move
10.3%
Puts
Pseudo strike
54.13
IV
59.1%
B/E move
5.4%

40Δ

Calls
Pseudo strike
59.12
IV
90.6%
B/E move
8.8%
Puts
Pseudo strike
55.12
IV
54.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
58.24
IV
80.1%
B/E move
7.3%
Puts
Pseudo strike
55.78
IV
54.9%
B/E move
3.6%

50Δ

Calls
Pseudo strike
57.36
IV
69.5%
B/E move
5.8%
Puts
Pseudo strike
56.43
IV
55.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
56.47
IV
59.0%
B/E move
4.2%
Puts
Pseudo strike
57.09
IV
55.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
55.59
IV
48.5%
B/E move
2.7%
Puts
Pseudo strike
57.74
IV
56.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
54.66
IV
43.4%
B/E move
1.6%
Puts
Pseudo strike
58.40
IV
57.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
53.61
IV
49.7%
B/E move
1.4%
Puts
Pseudo strike
59.06
IV
57.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
52.56
IV
56.0%
B/E move
1.2%
Puts
Pseudo strike
59.71
IV
58.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
51.51
IV
62.3%
B/E move
1.1%
Puts
Pseudo strike
61.16
IV
62.6%
B/E move
0.9%

Options history

IV · four-Friday blend45.16%
Daily EOD
MC42.8%44.2%45.6%2026-10-19: 43.69%2026-10-20: 44.08%2026-10-21: 45.08%2026-10-22: 45.40%2026-10-23: 44.25%2026-10-26: 44.94%2026-10-27: 44.64%2026-10-28: 45.30%2026-10-29: 42.99%2026-10-30: 45.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.69%
44.08%
45.08%
45.40%
44.25%
44.94%
44.64%
45.30%
42.99%
45.16%