Share price$480.97
1D-1.8%
Sold putSold call
Moody's Corporation MCO
i
Market datapartial · fetched 2026-10-23T17:38:42.551Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T17:38:30.917150456Z
FundamentalsAlpha Vantage · unavailable
Moody's Corporation options
PutsCheap0.80×
CallsCheap0.79×
SkewBearish+1.11 pp
Implied moveBearish±$30.25
TiltBearish7.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 517.34 | 28.5% | 8.4% | 451.12 | 30.2% | 7.2% |
| 25Δ | 508.82 | 26.9% | 6.9% | 459.02 | 28.1% | 5.8% |
| 30Δ | 502.91 | 26.5% | 5.9% | 464.46 | 28.0% | 5.0% |
| 35Δ | 497.64 | 26.5% | 5.1% | 469.54 | 28.1% | 4.3% |
| 40Δ | 493.01 | 26.9% | 4.6% | 474.36 | 28.1% | 3.7% |
| 45Δ | 488.38 | 27.2% | 4.0% | 479.16 | 28.1% | 3.1% |
| 50Δ | 483.79 | 27.6% | 3.5% | 484.05 | 28.5% | 2.7% |
| 55Δ | 479.17 | 27.9% | 3.1% | 488.96 | 29.1% | 2.3% |
| 60Δ | 474.38 | 28.0% | 2.6% | 493.82 | 28.7% | 1.9% |
| 65Δ | 469.53 | 28.2% | 2.2% | 498.66 | 28.2% | 1.5% |
| 70Δ | 464.01 | 28.7% | 1.9% | 505.05 | 29.0% | 1.1% |
| 75Δ | 458.36 | 29.0% | 1.5% | 512.29 | 30.1% | 0.9% |
| 80Δ | 452.37 | 28.8% | 1.2% | 520.21 | 30.8% | 0.6% |
20Δ
- Pseudo strike
- 517.34
- IV
- 28.5%
- B/E move
- 8.4%
- Pseudo strike
- 451.12
- IV
- 30.2%
- B/E move
- 7.2%
25Δ
- Pseudo strike
- 508.82
- IV
- 26.9%
- B/E move
- 6.9%
- Pseudo strike
- 459.02
- IV
- 28.1%
- B/E move
- 5.8%
30Δ
- Pseudo strike
- 502.91
- IV
- 26.5%
- B/E move
- 5.9%
- Pseudo strike
- 464.46
- IV
- 28.0%
- B/E move
- 5.0%
35Δ
- Pseudo strike
- 497.64
- IV
- 26.5%
- B/E move
- 5.1%
- Pseudo strike
- 469.54
- IV
- 28.1%
- B/E move
- 4.3%
40Δ
- Pseudo strike
- 493.01
- IV
- 26.9%
- B/E move
- 4.6%
- Pseudo strike
- 474.36
- IV
- 28.1%
- B/E move
- 3.7%
45Δ
- Pseudo strike
- 488.38
- IV
- 27.2%
- B/E move
- 4.0%
- Pseudo strike
- 479.16
- IV
- 28.1%
- B/E move
- 3.1%
50Δ
- Pseudo strike
- 483.79
- IV
- 27.6%
- B/E move
- 3.5%
- Pseudo strike
- 484.05
- IV
- 28.5%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 479.17
- IV
- 27.9%
- B/E move
- 3.1%
- Pseudo strike
- 488.96
- IV
- 29.1%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 474.38
- IV
- 28.0%
- B/E move
- 2.6%
- Pseudo strike
- 493.82
- IV
- 28.7%
- B/E move
- 1.9%
65Δ
- Pseudo strike
- 469.53
- IV
- 28.2%
- B/E move
- 2.2%
- Pseudo strike
- 498.66
- IV
- 28.2%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- 464.01
- IV
- 28.7%
- B/E move
- 1.9%
- Pseudo strike
- 505.05
- IV
- 29.0%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 458.36
- IV
- 29.0%
- B/E move
- 1.5%
- Pseudo strike
- 512.29
- IV
- 30.1%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 452.37
- IV
- 28.8%
- B/E move
- 1.2%
- Pseudo strike
- 520.21
- IV
- 30.8%
- B/E move
- 0.6%
Options history
No recorded observations