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Monarch Casino & Resort, Inc. Common Stock MCRI

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Market datapartial · fetched 2026-10-22T18:14:22.384Z

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 · 2026-10-22T18:12:26.431632157Z

FundamentalsAlpha Vantage · unavailable

Share price$113.41
1D+0.5%
$112.72$113.14$113.57$113.99$114.415:30 AM6:30 AM9:00 AM1:00 PMMCRI
Sold putSold call

Monarch Casino & Resort, Inc. Common Stock options

Live interpolated MCRI call and put midpoint premiums by absolute delta.Monarch Casino & Resort, Inc. Common Stock$0.64$7.24$13.83$20.43$27.03$95.94$105.16$114.39$123.61$132.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCRI spot · $113.41MCRI PRICE$1.35$1.66$1.97$2.70$3.46$4.23$5.63$8.88$12.13$15.38$18.63$21.88$25.13$1.89$2.56$3.15$3.73$4.30$4.88$5.45$7.27$9.72$12.18$14.64$17.09$19.55
PutsExpensive1.75×
CallsExpensive1.98×
SkewBullish-6.10 pp
Implied moveBalanced±$11.08
TiltBullish7.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ137.9649.2%22.8%102.5047.3%11.3%
25Δ129.3641.8%15.5%104.5649.4%10.1%
30Δ120.7634.5%8.2%106.5348.2%8.8%
35Δ118.7535.9%7.1%108.4846.1%7.6%
40Δ117.3938.2%6.6%110.4344.0%6.4%
45Δ116.0240.4%6.0%112.3841.9%5.2%
50Δ114.0243.3%5.5%114.3339.8%4.0%
55Δ110.1848.1%5.0%116.9439.6%3.3%
60Δ106.3452.9%4.5%119.8840.3%2.9%
65Δ102.4957.7%3.9%122.8341.0%2.4%
70Δ98.6562.5%3.4%125.7841.7%2.0%
75Δ94.8167.3%2.9%128.7242.4%1.6%
80Δ90.9672.1%2.4%131.6743.1%1.1%

20Δ

Calls
Pseudo strike
137.96
IV
49.2%
B/E move
22.8%
Puts
Pseudo strike
102.50
IV
47.3%
B/E move
11.3%

25Δ

Calls
Pseudo strike
129.36
IV
41.8%
B/E move
15.5%
Puts
Pseudo strike
104.56
IV
49.4%
B/E move
10.1%

30Δ

Calls
Pseudo strike
120.76
IV
34.5%
B/E move
8.2%
Puts
Pseudo strike
106.53
IV
48.2%
B/E move
8.8%

35Δ

Calls
Pseudo strike
118.75
IV
35.9%
B/E move
7.1%
Puts
Pseudo strike
108.48
IV
46.1%
B/E move
7.6%

40Δ

Calls
Pseudo strike
117.39
IV
38.2%
B/E move
6.6%
Puts
Pseudo strike
110.43
IV
44.0%
B/E move
6.4%

45Δ

Calls
Pseudo strike
116.02
IV
40.4%
B/E move
6.0%
Puts
Pseudo strike
112.38
IV
41.9%
B/E move
5.2%

50Δ

Calls
Pseudo strike
114.02
IV
43.3%
B/E move
5.5%
Puts
Pseudo strike
114.33
IV
39.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
110.18
IV
48.1%
B/E move
5.0%
Puts
Pseudo strike
116.94
IV
39.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
106.34
IV
52.9%
B/E move
4.5%
Puts
Pseudo strike
119.88
IV
40.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
102.49
IV
57.7%
B/E move
3.9%
Puts
Pseudo strike
122.83
IV
41.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
98.65
IV
62.5%
B/E move
3.4%
Puts
Pseudo strike
125.78
IV
41.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
94.81
IV
67.3%
B/E move
2.9%
Puts
Pseudo strike
128.72
IV
42.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
90.96
IV
72.1%
B/E move
2.4%
Puts
Pseudo strike
131.67
IV
43.1%
B/E move
1.1%

Options history

No recorded observations