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MOELIS & COMPANY MC

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Market datapartial · fetched 2026-10-22T23:58:02.481Z

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 · 2026-10-22T23:00:00.002744752Z

FundamentalsAlpha Vantage · unavailable

Share price$55.06
1D+5.2%
AH$52.08$52.88$53.68$54.48$55.285:30 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$0.09$6.10$12.11$18.12$24.13$42.63$47.81$52.98$58.15$63.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MC spot · $55.06MC PRICE$0.74$0.95$1.24$1.56$1.88$2.21$2.53$2.84$3.13$3.42$3.70$3.99$4.28$1.05$1.40$1.89$2.38$2.87$3.35$4.31$5.34$6.38$7.95$10.74$14.74$22.40
PutsExpensive1.30×
CallsFair0.98×
SkewBearish+27.66 pp
Implied moveBearish±$6.84
TiltBearish44.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.3445.0%14.6%48.8255.2%13.2%
25Δ60.6043.6%11.8%50.3654.6%11.1%
30Δ59.3943.1%10.1%51.4755.3%9.9%
35Δ58.4743.1%9.0%52.5955.9%8.8%
40Δ57.5543.1%7.9%53.7156.6%7.7%
45Δ56.6243.0%6.8%54.8357.3%6.5%
50Δ55.7043.0%5.8%56.2059.6%5.8%
55Δ54.8642.4%4.8%57.6162.3%5.1%
60Δ54.2839.6%4.3%59.0265.0%4.4%
65Δ53.7036.8%3.7%60.9169.9%3.8%
70Δ53.1334.0%3.2%63.9179.7%3.4%
75Δ52.5531.2%2.7%68.1591.6%3.0%
80Δ51.9728.5%2.2%76.01112.9%2.6%

20Δ

Calls
Pseudo strike
62.34
IV
45.0%
B/E move
14.6%
Puts
Pseudo strike
48.82
IV
55.2%
B/E move
13.2%

25Δ

Calls
Pseudo strike
60.60
IV
43.6%
B/E move
11.8%
Puts
Pseudo strike
50.36
IV
54.6%
B/E move
11.1%

30Δ

Calls
Pseudo strike
59.39
IV
43.1%
B/E move
10.1%
Puts
Pseudo strike
51.47
IV
55.3%
B/E move
9.9%

35Δ

Calls
Pseudo strike
58.47
IV
43.1%
B/E move
9.0%
Puts
Pseudo strike
52.59
IV
55.9%
B/E move
8.8%

40Δ

Calls
Pseudo strike
57.55
IV
43.1%
B/E move
7.9%
Puts
Pseudo strike
53.71
IV
56.6%
B/E move
7.7%

45Δ

Calls
Pseudo strike
56.62
IV
43.0%
B/E move
6.8%
Puts
Pseudo strike
54.83
IV
57.3%
B/E move
6.5%

50Δ

Calls
Pseudo strike
55.70
IV
43.0%
B/E move
5.8%
Puts
Pseudo strike
56.20
IV
59.6%
B/E move
5.8%

55Δ

Calls
Pseudo strike
54.86
IV
42.4%
B/E move
4.8%
Puts
Pseudo strike
57.61
IV
62.3%
B/E move
5.1%

60Δ

Calls
Pseudo strike
54.28
IV
39.6%
B/E move
4.3%
Puts
Pseudo strike
59.02
IV
65.0%
B/E move
4.4%

65Δ

Calls
Pseudo strike
53.70
IV
36.8%
B/E move
3.7%
Puts
Pseudo strike
60.91
IV
69.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
53.13
IV
34.0%
B/E move
3.2%
Puts
Pseudo strike
63.91
IV
79.7%
B/E move
3.4%

75Δ

Calls
Pseudo strike
52.55
IV
31.2%
B/E move
2.7%
Puts
Pseudo strike
68.15
IV
91.6%
B/E move
3.0%

80Δ

Calls
Pseudo strike
51.97
IV
28.5%
B/E move
2.2%
Puts
Pseudo strike
76.01
IV
112.9%
B/E move
2.6%

Options history

No recorded observations