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Moody's Corporation MCO

i

Market dataready · fetched 2026-11-13T02:13:54.038Z

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: 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 · 2026-11-13T00:00:00.002188667Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:13:53.535884+00:00

Share price$506.56
1D-2.0%
AH$506$509$512$515$5185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCO
Sold putSold callAH

Moody's Corporation options

Live interpolated MCO call and put midpoint premiums by absolute delta.Moody's Corporation$2.35$8.95$15.55$22.15$28.75$462.16$481.68$501.20$520.72$540.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCO spot · $506.56MCO PRICE$3.33$4.33$5.27$6.12$6.84$7.56$9.25$11.08$12.92$15.52$18.70$22.11$26.84$3.06$4.03$4.80$5.58$6.55$7.63$8.72$9.80$11.62$13.43$15.24$17.55$20.55
PutsCheap0.59×
CallsExpensive1.11×
SkewBullish-5.82 pp
Implied moveBullish±$17.97
TiltBullish7.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ534.6640.9%6.2%485.7034.9%4.7%
25Δ528.6939.9%5.2%490.1635.1%4.0%
30Δ523.3338.0%4.4%494.2933.0%3.4%
35Δ518.4935.9%3.6%498.4230.9%2.7%
40Δ514.5033.2%2.9%501.7129.6%2.2%
45Δ510.5130.6%2.3%504.4728.9%1.9%
50Δ507.3631.0%2.0%507.2428.1%1.6%
55Δ504.3231.8%1.7%510.0127.4%1.3%
60Δ501.2932.7%1.5%512.8027.3%1.1%
65Δ497.6333.9%1.3%515.5927.2%0.9%
70Δ493.5135.6%1.1%518.3827.2%0.7%
75Δ489.1537.2%0.9%521.5627.1%0.5%
80Δ483.4838.8%0.7%525.2827.0%0.4%

20Δ

Calls
Pseudo strike
534.66
IV
40.9%
B/E move
6.2%
Puts
Pseudo strike
485.70
IV
34.9%
B/E move
4.7%

25Δ

Calls
Pseudo strike
528.69
IV
39.9%
B/E move
5.2%
Puts
Pseudo strike
490.16
IV
35.1%
B/E move
4.0%

30Δ

Calls
Pseudo strike
523.33
IV
38.0%
B/E move
4.4%
Puts
Pseudo strike
494.29
IV
33.0%
B/E move
3.4%

35Δ

Calls
Pseudo strike
518.49
IV
35.9%
B/E move
3.6%
Puts
Pseudo strike
498.42
IV
30.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
514.50
IV
33.2%
B/E move
2.9%
Puts
Pseudo strike
501.71
IV
29.6%
B/E move
2.2%

45Δ

Calls
Pseudo strike
510.51
IV
30.6%
B/E move
2.3%
Puts
Pseudo strike
504.47
IV
28.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
507.36
IV
31.0%
B/E move
2.0%
Puts
Pseudo strike
507.24
IV
28.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
504.32
IV
31.8%
B/E move
1.7%
Puts
Pseudo strike
510.01
IV
27.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
501.29
IV
32.7%
B/E move
1.5%
Puts
Pseudo strike
512.80
IV
27.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
497.63
IV
33.9%
B/E move
1.3%
Puts
Pseudo strike
515.59
IV
27.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
493.51
IV
35.6%
B/E move
1.1%
Puts
Pseudo strike
518.38
IV
27.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
489.15
IV
37.2%
B/E move
0.9%
Puts
Pseudo strike
521.56
IV
27.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
483.48
IV
38.8%
B/E move
0.7%
Puts
Pseudo strike
525.28
IV
27.0%
B/E move
0.4%

Options history

IV · four-Friday blend27.36%
Daily close
MCO23.8%27.6%31.3%2026-08-14: 25.36%2026-08-17: 27.75%2026-08-18: 27.01%2026-08-19: 29.29%2026-08-20: 26.88%2026-08-21: 25.39%2026-08-24: 25.09%2026-08-25: 24.98%2026-08-26: 25.77%2026-08-27: 24.90%2026-08-28: 24.30%2026-08-31: 25.31%2026-09-01: 25.86%2026-09-02: 26.00%2026-09-03: 24.58%2026-09-04: 26.09%2026-09-08: 27.21%2026-09-09: 27.91%2026-09-10: 27.34%2026-09-11: 26.38%2026-09-14: 27.33%2026-09-15: 29.08%2026-09-16: 29.14%2026-09-18: 26.48%2026-09-21: 26.25%2026-09-22: 26.96%2026-09-23: 26.98%2026-09-24: 27.36%2026-09-25: 26.39%2026-09-28: 27.13%2026-09-29: 27.32%2026-09-30: 26.95%2026-10-01: 27.16%2026-10-02: 27.34%2026-10-05: 26.47%2026-10-06: 26.52%2026-10-07: 27.46%2026-10-08: 27.89%2026-10-09: 26.77%2026-10-12: 29.16%2026-10-13: 30.82%2026-10-14: 29.12%2026-10-15: 30.19%2026-10-16: 29.02%2026-10-19: 27.90%2026-10-20: 29.85%2026-10-21: 26.39%2026-10-22: 26.83%2026-10-23: 27.68%2026-10-26: 26.72%2026-10-27: 26.61%2026-10-28: 26.71%2026-10-29: 26.19%2026-10-30: 27.36%Aug 14Sep 23Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
25.36%
27.75%
27.01%
29.29%
26.88%
25.39%
25.09%
24.98%
25.77%
24.90%
24.30%
25.31%
25.86%
26.00%
24.58%
26.09%
27.21%
27.91%
27.34%
26.38%
27.33%
29.08%
29.14%
26.48%
26.25%
26.96%
26.98%
27.36%
26.39%
27.13%
27.32%
26.95%
27.16%
27.34%
26.47%
26.52%
27.46%
27.89%
26.77%
29.16%
30.82%
29.12%
30.19%
29.02%
27.90%
29.85%
26.39%
26.83%
27.68%
26.72%
26.61%
26.71%
26.19%
27.36%