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McDonald’s Corporation MCD

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-15T20:33:39.418Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:25:37.544054882Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:38.677710+00:00

Share price$242.15
1D+0.5%
AH$241$242$243$244$2465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCD
Sold putSold callAH

McDonald’s Corporation options

Live interpolated MCD call and put midpoint premiums by absolute delta.McDonald’s Corporation$0.23$1.58$2.93$4.28$5.64$236.93$239.70$242.47$245.24$248.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $242.15OPTION PRICELive MCD spot · $242.15MCD PRICE$0.43$0.57$0.74$0.91$1.08$1.25$1.56$1.94$2.33$2.71$3.18$4.21$5.25$0.37$0.48$0.66$0.83$1.01$1.18$1.36$1.57$1.88$2.18$2.49$2.80$3.11
PutsExpensive1.40×
CallsCheap0.85×
SkewBullish-6.87 pp
Implied moveBullish±$2.91
TiltBullish13.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ245.5229.7%1.6%239.2925.9%1.3%
25Δ244.7929.6%1.3%240.0525.2%1.1%
30Δ244.2729.5%1.2%240.4825.3%1.0%
35Δ243.7429.3%1.0%240.9025.5%0.9%
40Δ243.2129.2%0.9%241.3325.6%0.8%
45Δ242.6929.0%0.7%241.7625.8%0.6%
50Δ242.1429.8%0.6%242.1925.9%0.5%
55Δ241.5931.1%0.6%242.6326.0%0.5%
60Δ241.0432.3%0.5%243.0825.8%0.4%
65Δ240.4833.6%0.4%243.5425.7%0.3%
70Δ239.8635.2%0.4%244.0025.5%0.3%
75Δ238.7139.7%0.3%244.4625.4%0.2%
80Δ237.5644.2%0.3%244.9225.3%0.1%

20Δ

Calls
Pseudo strike
245.52
IV
29.7%
B/E move
1.6%
Puts
Pseudo strike
239.29
IV
25.9%
B/E move
1.3%

25Δ

Calls
Pseudo strike
244.79
IV
29.6%
B/E move
1.3%
Puts
Pseudo strike
240.05
IV
25.2%
B/E move
1.1%

30Δ

Calls
Pseudo strike
244.27
IV
29.5%
B/E move
1.2%
Puts
Pseudo strike
240.48
IV
25.3%
B/E move
1.0%

35Δ

Calls
Pseudo strike
243.74
IV
29.3%
B/E move
1.0%
Puts
Pseudo strike
240.90
IV
25.5%
B/E move
0.9%

40Δ

Calls
Pseudo strike
243.21
IV
29.2%
B/E move
0.9%
Puts
Pseudo strike
241.33
IV
25.6%
B/E move
0.8%

45Δ

Calls
Pseudo strike
242.69
IV
29.0%
B/E move
0.7%
Puts
Pseudo strike
241.76
IV
25.8%
B/E move
0.6%

50Δ

Calls
Pseudo strike
242.14
IV
29.8%
B/E move
0.6%
Puts
Pseudo strike
242.19
IV
25.9%
B/E move
0.5%

55Δ

Calls
Pseudo strike
241.59
IV
31.1%
B/E move
0.6%
Puts
Pseudo strike
242.63
IV
26.0%
B/E move
0.5%

60Δ

Calls
Pseudo strike
241.04
IV
32.3%
B/E move
0.5%
Puts
Pseudo strike
243.08
IV
25.8%
B/E move
0.4%

65Δ

Calls
Pseudo strike
240.48
IV
33.6%
B/E move
0.4%
Puts
Pseudo strike
243.54
IV
25.7%
B/E move
0.3%

70Δ

Calls
Pseudo strike
239.86
IV
35.2%
B/E move
0.4%
Puts
Pseudo strike
244.00
IV
25.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
238.71
IV
39.7%
B/E move
0.3%
Puts
Pseudo strike
244.46
IV
25.4%
B/E move
0.2%

80Δ

Calls
Pseudo strike
237.56
IV
44.2%
B/E move
0.3%
Puts
Pseudo strike
244.92
IV
25.3%
B/E move
0.1%