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McDonald's Corporation MCD

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-06T13:54:42.682Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T13:54:21.25006285Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T13:54:42.235920+00:00

Share price$272.50
1D-0.1%
$272.31$272.47$272.63$272.78$272.945:30 AM6:30 AM9:00 AM1:00 PMMCD
Sold putSold call

McDonald's Corporation options

Live interpolated MCD call and put midpoint premiums by absolute delta.McDonald's Corporation$0.19$5.25$10.31$15.38$20.44$253.06$263.14$273.21$283.29$293.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MCD spot · $272.50MCD PRICE$1.52$2.11$2.84$3.64$4.51$5.75$6.99$8.61$10.91$13.94$18.98$0.74$0.97$1.20$1.39$1.53$1.68$1.81$1.93$2.05$2.16$2.28$2.40$2.51
PutsCheap0.37×
Calls——
Skew——
Implied moveBullish±$8.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ285.0736.9%5.2%267.2717.4%2.2%
25Δ283.0338.2%4.6%268.4316.8%1.8%
30Δ281.2040.2%4.2%269.4816.4%1.5%
35Δ279.3742.1%3.9%270.4115.6%1.3%
40Δ277.3743.3%3.4%271.2214.4%1.0%
45Δ275.4546.5%3.2%272.0313.1%0.8%
50Δ273.3048.2%2.9%272.6512.0%0.6%
55Δ270.9251.1%2.6%273.0311.2%0.5%
60Δ268.1356.4%2.4%273.4010.3%0.4%
65Δ264.6563.2%2.2%273.779.5%0.3%
70Δ259.4875.9%2.2%274.148.7%0.2%
75Δ274.517.8%0.1%
80Δ274.897.0%0.0%

20Δ

Calls
Pseudo strike
285.07
IV
36.9%
B/E move
5.2%
Puts
Pseudo strike
267.27
IV
17.4%
B/E move
2.2%

25Δ

Calls
Pseudo strike
283.03
IV
38.2%
B/E move
4.6%
Puts
Pseudo strike
268.43
IV
16.8%
B/E move
1.8%

30Δ

Calls
Pseudo strike
281.20
IV
40.2%
B/E move
4.2%
Puts
Pseudo strike
269.48
IV
16.4%
B/E move
1.5%

35Δ

Calls
Pseudo strike
279.37
IV
42.1%
B/E move
3.9%
Puts
Pseudo strike
270.41
IV
15.6%
B/E move
1.3%

40Δ

Calls
Pseudo strike
277.37
IV
43.3%
B/E move
3.4%
Puts
Pseudo strike
271.22
IV
14.4%
B/E move
1.0%

45Δ

Calls
Pseudo strike
275.45
IV
46.5%
B/E move
3.2%
Puts
Pseudo strike
272.03
IV
13.1%
B/E move
0.8%

50Δ

Calls
Pseudo strike
273.30
IV
48.2%
B/E move
2.9%
Puts
Pseudo strike
272.65
IV
12.0%
B/E move
0.6%

55Δ

Calls
Pseudo strike
270.92
IV
51.1%
B/E move
2.6%
Puts
Pseudo strike
273.03
IV
11.2%
B/E move
0.5%

60Δ

Calls
Pseudo strike
268.13
IV
56.4%
B/E move
2.4%
Puts
Pseudo strike
273.40
IV
10.3%
B/E move
0.4%

65Δ

Calls
Pseudo strike
264.65
IV
63.2%
B/E move
2.2%
Puts
Pseudo strike
273.77
IV
9.5%
B/E move
0.3%

70Δ

Calls
Pseudo strike
259.48
IV
75.9%
B/E move
2.2%
Puts
Pseudo strike
274.14
IV
8.7%
B/E move
0.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
274.51
IV
7.8%
B/E move
0.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
274.89
IV
7.0%
B/E move
0.0%

Options history

IV · four-Friday blend28.93%
Daily close
MCD18.1%23.9%29.7%2026-08-10: 22.46%2026-08-11: 21.97%2026-08-12: 22.32%2026-08-13: 21.33%2026-08-14: 19.28%2026-08-17: 21.08%2026-08-18: 21.47%2026-08-19: 21.80%2026-08-20: 22.00%2026-08-21: 20.40%2026-08-24: 21.67%2026-08-25: 20.40%2026-08-26: 20.16%2026-08-27: 19.88%2026-08-28: 19.23%2026-08-31: 19.90%2026-09-01: 20.40%2026-09-02: 19.55%2026-09-03: 19.71%2026-09-04: 18.86%2026-09-08: 21.49%2026-09-09: 21.66%2026-09-10: 21.58%2026-09-11: 19.96%2026-09-14: 22.14%2026-09-15: 23.29%2026-09-16: 23.58%2026-09-17: 22.22%2026-09-18: 21.53%2026-09-21: 24.68%2026-09-22: 26.75%2026-09-23: 23.69%2026-09-24: 21.95%2026-09-25: 19.74%2026-09-28: 22.00%2026-09-29: 21.99%2026-09-30: 21.56%2026-10-01: 22.03%2026-10-02: 20.18%2026-10-05: 21.40%2026-10-06: 21.27%2026-10-07: 21.23%2026-10-08: 22.28%2026-10-09: 21.03%2026-10-12: 22.43%2026-10-13: 22.55%2026-10-14: 25.21%2026-10-15: 24.32%2026-10-16: 23.88%2026-10-19: 25.23%2026-10-20: 25.07%2026-10-21: 25.47%2026-10-22: 25.57%2026-10-23: 24.97%2026-10-26: 27.16%2026-10-27: 26.69%2026-10-28: 27.68%2026-10-29: 27.80%2026-10-30: 28.93%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
22.46%
21.97%
22.32%
21.33%
19.28%
21.08%
21.47%
21.80%
22.00%
20.40%
21.67%
20.40%
20.16%
19.88%
19.23%
19.90%
20.40%
19.55%
19.71%
18.86%
21.49%
21.66%
21.58%
19.96%
22.14%
23.29%
23.58%
22.22%
21.53%
24.68%
26.75%
23.69%
21.95%
19.74%
22.00%
21.99%
21.56%
22.03%
20.18%
21.40%
21.27%
21.23%
22.28%
21.03%
22.43%
22.55%
25.21%
24.32%
23.88%
25.23%
25.07%
25.47%
25.57%
24.97%
27.16%
26.69%
27.68%
27.80%
28.93%