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Moody's Corporation MCO

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Market datapartial · fetched 2026-10-22T22:41:29.896Z

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 · 2026-10-22T22:30:00.001576807Z

FundamentalsAlpha Vantage · unavailable

Share price$491.05
1D+1.9%
AH$476$480$484$488$4925:30 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$2.69$14.45$26.21$37.98$49.74$427.02$458.04$489.06$520.08$551.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCO spot · $491.05MCO PRICE$3.96$5.35$6.90$8.38$9.61$11.18$13.19$15.30$18.14$20.97$25.78$30.09$33.07$5.15$6.90$8.72$10.54$12.68$14.97$17.78$20.71$24.45$28.24$32.02$37.96$46.35
PutsCheap0.87×
CallsCheap0.75×
SkewBearish+4.85 pp
Implied moveBearish±$30.97
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ525.4725.9%7.8%458.3631.9%7.7%
25Δ519.9126.9%7.0%465.4631.7%6.6%
30Δ514.3227.0%6.1%471.9231.5%5.7%
35Δ508.7326.8%5.3%478.0930.7%4.8%
40Δ503.1525.4%4.4%483.7130.4%4.1%
45Δ498.1224.6%3.7%489.1030.2%3.4%
50Δ493.7924.7%3.2%494.4330.3%2.9%
55Δ489.4424.8%2.8%499.7430.4%2.4%
60Δ484.8625.2%2.4%505.5030.7%2.0%
65Δ480.2825.7%2.1%511.2730.8%1.6%
70Δ474.2227.3%1.8%517.0030.2%1.2%
75Δ468.5228.0%1.5%524.5530.8%0.9%
80Δ463.8326.5%1.2%534.2732.3%0.6%

20Δ

Calls
Pseudo strike
525.47
IV
25.9%
B/E move
7.8%
Puts
Pseudo strike
458.36
IV
31.9%
B/E move
7.7%

25Δ

Calls
Pseudo strike
519.91
IV
26.9%
B/E move
7.0%
Puts
Pseudo strike
465.46
IV
31.7%
B/E move
6.6%

30Δ

Calls
Pseudo strike
514.32
IV
27.0%
B/E move
6.1%
Puts
Pseudo strike
471.92
IV
31.5%
B/E move
5.7%

35Δ

Calls
Pseudo strike
508.73
IV
26.8%
B/E move
5.3%
Puts
Pseudo strike
478.09
IV
30.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
503.15
IV
25.4%
B/E move
4.4%
Puts
Pseudo strike
483.71
IV
30.4%
B/E move
4.1%

45Δ

Calls
Pseudo strike
498.12
IV
24.6%
B/E move
3.7%
Puts
Pseudo strike
489.10
IV
30.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
493.79
IV
24.7%
B/E move
3.2%
Puts
Pseudo strike
494.43
IV
30.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
489.44
IV
24.8%
B/E move
2.8%
Puts
Pseudo strike
499.74
IV
30.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
484.86
IV
25.2%
B/E move
2.4%
Puts
Pseudo strike
505.50
IV
30.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
480.28
IV
25.7%
B/E move
2.1%
Puts
Pseudo strike
511.27
IV
30.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
474.22
IV
27.3%
B/E move
1.8%
Puts
Pseudo strike
517.00
IV
30.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
468.52
IV
28.0%
B/E move
1.5%
Puts
Pseudo strike
524.55
IV
30.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
463.83
IV
26.5%
B/E move
1.2%
Puts
Pseudo strike
534.27
IV
32.3%
B/E move
0.6%

Options history

No recorded observations