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MOELIS & COMPANY MC

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Market datapartial · fetched 2026-10-23T17:38:14.658Z

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 · 2026-10-23T17:37:35.110718933Z

FundamentalsAlpha Vantage · unavailable

Share price$54.53
1D+0.6%
$53.79$54.04$54.30$54.56$54.815:30 AM6:30 AM9:00 AM1:00 PMMC
Sold putSold call

MOELIS & COMPANY options

Live interpolated MC call and put midpoint premiums by absolute delta.MOELIS & COMPANY$0.34$3.88$7.41$10.95$14.48$43.44$48.34$53.24$58.15$63.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MC spot · $54.53MC PRICE$0.73$0.94$1.24$1.55$1.85$2.16$2.46$2.96$3.49$4.02$4.54$5.07$5.73$1.25$1.35$1.78$2.23$2.69$3.14$3.75$4.70$5.66$6.61$8.06$10.03$13.47
PutsExpensive1.20×
CallsExpensive1.12×
SkewBearish+17.00 pp
Implied moveBearish±$6.21
TiltBearish27.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.6645.8%14.4%46.1076.0%17.7%
25Δ59.8043.6%11.4%49.8455.7%11.1%
30Δ58.8743.6%10.2%51.0354.7%9.7%
35Δ57.9343.7%9.1%52.1154.7%8.5%
40Δ56.9943.7%7.9%53.1854.7%7.4%
45Δ56.0543.8%6.7%54.2654.6%6.3%
50Δ55.1143.9%5.6%55.4155.2%5.3%
55Δ54.2343.8%4.9%56.7157.1%4.6%
60Δ53.3543.7%4.2%58.0259.0%4.0%
65Δ52.4743.6%3.6%59.3360.8%3.3%
70Δ51.5943.5%2.9%61.1163.6%2.7%
75Δ50.7143.3%2.3%63.3667.3%2.2%
80Δ49.7343.1%1.7%67.0476.5%1.8%

20Δ

Calls
Pseudo strike
61.66
IV
45.8%
B/E move
14.4%
Puts
Pseudo strike
46.10
IV
76.0%
B/E move
17.7%

25Δ

Calls
Pseudo strike
59.80
IV
43.6%
B/E move
11.4%
Puts
Pseudo strike
49.84
IV
55.7%
B/E move
11.1%

30Δ

Calls
Pseudo strike
58.87
IV
43.6%
B/E move
10.2%
Puts
Pseudo strike
51.03
IV
54.7%
B/E move
9.7%

35Δ

Calls
Pseudo strike
57.93
IV
43.7%
B/E move
9.1%
Puts
Pseudo strike
52.11
IV
54.7%
B/E move
8.5%

40Δ

Calls
Pseudo strike
56.99
IV
43.7%
B/E move
7.9%
Puts
Pseudo strike
53.18
IV
54.7%
B/E move
7.4%

45Δ

Calls
Pseudo strike
56.05
IV
43.8%
B/E move
6.7%
Puts
Pseudo strike
54.26
IV
54.6%
B/E move
6.3%

50Δ

Calls
Pseudo strike
55.11
IV
43.9%
B/E move
5.6%
Puts
Pseudo strike
55.41
IV
55.2%
B/E move
5.3%

55Δ

Calls
Pseudo strike
54.23
IV
43.8%
B/E move
4.9%
Puts
Pseudo strike
56.71
IV
57.1%
B/E move
4.6%

60Δ

Calls
Pseudo strike
53.35
IV
43.7%
B/E move
4.2%
Puts
Pseudo strike
58.02
IV
59.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
52.47
IV
43.6%
B/E move
3.6%
Puts
Pseudo strike
59.33
IV
60.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
51.59
IV
43.5%
B/E move
2.9%
Puts
Pseudo strike
61.11
IV
63.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
50.71
IV
43.3%
B/E move
2.3%
Puts
Pseudo strike
63.36
IV
67.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
49.73
IV
43.1%
B/E move
1.7%
Puts
Pseudo strike
67.04
IV
76.5%
B/E move
1.8%

Options history

No recorded observations