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McDonald’s Corporation MCD

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-16T00:15:05.908Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:46:25.019305944Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:04.410556+00:00

Share price$242.40
1D+0.6%
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$1.47$6.26$11.05$15.83$20.62$218.20$230.03$241.87$253.70$265.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCD spot · $242.40MCD PRICE$1.99$2.65$3.38$4.20$5.08$6.03$7.08$8.26$9.53$11.06$12.73$14.83$17.45$2.17$2.90$3.67$4.54$5.43$6.49$7.60$8.94$10.47$12.25$14.25$16.58$19.24
PutsCheap0.94×
CallsExpensive1.14×
SkewNeutral-0.24 pp
Implied moveBearish±$14.68
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ260.2024.2%8.2%228.6724.5%6.6%
25Δ256.9424.1%7.1%231.7024.3%5.6%
30Δ253.9624.1%6.2%234.4524.3%4.8%
35Δ251.3624.2%5.4%236.9624.1%4.1%
40Δ248.8524.3%4.8%239.4123.9%3.5%
45Δ246.4324.3%4.2%241.7323.8%3.0%
50Δ244.0524.3%3.6%244.0123.7%2.5%
55Δ241.7124.3%3.1%246.3823.8%2.0%
60Δ239.3424.4%2.7%248.8124.1%1.7%
65Δ236.8824.5%2.3%251.4224.3%1.3%
70Δ234.3124.7%1.9%254.2024.6%1.0%
75Δ231.4325.0%1.6%257.2624.6%0.7%
80Δ228.0925.5%1.3%260.6224.7%0.4%

20Δ

Calls
Pseudo strike
260.20
IV
24.2%
B/E move
8.2%
Puts
Pseudo strike
228.67
IV
24.5%
B/E move
6.6%

25Δ

Calls
Pseudo strike
256.94
IV
24.1%
B/E move
7.1%
Puts
Pseudo strike
231.70
IV
24.3%
B/E move
5.6%

30Δ

Calls
Pseudo strike
253.96
IV
24.1%
B/E move
6.2%
Puts
Pseudo strike
234.45
IV
24.3%
B/E move
4.8%

35Δ

Calls
Pseudo strike
251.36
IV
24.2%
B/E move
5.4%
Puts
Pseudo strike
236.96
IV
24.1%
B/E move
4.1%

40Δ

Calls
Pseudo strike
248.85
IV
24.3%
B/E move
4.8%
Puts
Pseudo strike
239.41
IV
23.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
246.43
IV
24.3%
B/E move
4.2%
Puts
Pseudo strike
241.73
IV
23.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
244.05
IV
24.3%
B/E move
3.6%
Puts
Pseudo strike
244.01
IV
23.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
241.71
IV
24.3%
B/E move
3.1%
Puts
Pseudo strike
246.38
IV
23.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
239.34
IV
24.4%
B/E move
2.7%
Puts
Pseudo strike
248.81
IV
24.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
236.88
IV
24.5%
B/E move
2.3%
Puts
Pseudo strike
251.42
IV
24.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
234.31
IV
24.7%
B/E move
1.9%
Puts
Pseudo strike
254.20
IV
24.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
231.43
IV
25.0%
B/E move
1.6%
Puts
Pseudo strike
257.26
IV
24.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
228.09
IV
25.5%
B/E move
1.3%
Puts
Pseudo strike
260.62
IV
24.7%
B/E move
0.4%