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Moody's Corporation MCO

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Market datapartial · fetched 2026-10-22T17:49:56.717Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T17:49:10.499901507Z

FundamentalsAlpha Vantage · unavailable

Share price$487.02
1D+1.1%
$476$480$484$487$4915:30 AM6:30 AM9:00 AM1:00 PMMCO
Sold putSold call

Moody's Corporation options

Live interpolated MCO call and put midpoint premiums by absolute delta.Moody's Corporation$2.61$12.34$22.06$31.79$41.52$426.70$456.57$486.45$516.32$546.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCO spot · $487.01MCO PRICE$3.66$5.08$6.56$8.33$10.12$12.14$14.17$16.82$19.47$23.43$27.61$32.27$38.09$4.91$6.35$7.87$9.71$11.57$13.49$15.42$18.09$20.77$24.20$27.76$32.97$38.72
PutsCheap0.78×
CallsCheap0.80×
SkewNeutral+0.25 pp
Implied moveBearish±$29.59
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ519.0024.4%7.3%455.6730.7%7.4%
25Δ513.9825.2%6.6%463.1829.6%6.2%
30Δ509.0225.9%5.9%469.6828.8%5.2%
35Δ504.2526.5%5.2%475.0328.5%4.5%
40Δ499.4826.9%4.6%480.2928.2%3.8%
45Δ494.7227.0%4.1%485.1127.5%3.2%
50Δ489.9627.1%3.5%489.9326.8%2.6%
55Δ485.1927.4%3.1%494.6326.7%2.2%
60Δ480.4127.7%2.6%499.3326.6%1.7%
65Δ474.8128.8%2.3%504.4526.6%1.4%
70Δ469.0429.9%2.0%509.6526.7%1.1%
75Δ462.6930.3%1.6%516.2127.2%0.8%
80Δ455.3231.1%1.3%523.2727.5%0.5%

20Δ

Calls
Pseudo strike
519.00
IV
24.4%
B/E move
7.3%
Puts
Pseudo strike
455.67
IV
30.7%
B/E move
7.4%

25Δ

Calls
Pseudo strike
513.98
IV
25.2%
B/E move
6.6%
Puts
Pseudo strike
463.18
IV
29.6%
B/E move
6.2%

30Δ

Calls
Pseudo strike
509.02
IV
25.9%
B/E move
5.9%
Puts
Pseudo strike
469.68
IV
28.8%
B/E move
5.2%

35Δ

Calls
Pseudo strike
504.25
IV
26.5%
B/E move
5.2%
Puts
Pseudo strike
475.03
IV
28.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
499.48
IV
26.9%
B/E move
4.6%
Puts
Pseudo strike
480.29
IV
28.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
494.72
IV
27.0%
B/E move
4.1%
Puts
Pseudo strike
485.11
IV
27.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
489.96
IV
27.1%
B/E move
3.5%
Puts
Pseudo strike
489.93
IV
26.8%
B/E move
2.6%

55Δ

Calls
Pseudo strike
485.19
IV
27.4%
B/E move
3.1%
Puts
Pseudo strike
494.63
IV
26.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
480.41
IV
27.7%
B/E move
2.6%
Puts
Pseudo strike
499.33
IV
26.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
474.81
IV
28.8%
B/E move
2.3%
Puts
Pseudo strike
504.45
IV
26.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
469.04
IV
29.9%
B/E move
2.0%
Puts
Pseudo strike
509.65
IV
26.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
462.69
IV
30.3%
B/E move
1.6%
Puts
Pseudo strike
516.21
IV
27.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
455.32
IV
31.1%
B/E move
1.3%
Puts
Pseudo strike
523.27
IV
27.5%
B/E move
0.5%

Options history

No recorded observations