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Monarch Casino & Resort, Inc. Common Stock MCRI

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Market datapartial · fetched 2026-10-22T23:23:57.102Z

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 · 2026-10-22T20:00:04.881162093Z

FundamentalsAlpha Vantage · unavailable

Share price$113.50
1D+0.6%
AH$112.72$113.14$113.57$113.99$114.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCRI
Sold putSold callAH

Monarch Casino & Resort, Inc. Common Stock options

Live interpolated MCRI call and put midpoint premiums by absolute delta.Monarch Casino & Resort, Inc. Common Stock$1.09$4.23$7.38$10.53$13.68$97.54$105.58$113.62$121.67$129.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCRI spot · $113.50MCRI PRICE$1.43$1.72$2.02$2.69$3.46$4.23$5.01$5.81$6.61$7.62$9.44$11.26$12.77$1.84$2.29$2.88$3.46$4.11$4.79$5.46$6.29$7.17$8.06$9.13$10.40$11.67
PutsExpensive1.64×
CallsExpensive1.65×
SkewBullish-0.78 pp
Implied moveBearish±$10.47
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.0742.6%13.2%102.2548.6%11.5%
25Δ123.4038.3%10.2%105.3344.9%9.2%
30Δ120.5734.9%8.0%107.3843.9%7.9%
35Δ118.8936.0%7.1%109.4242.8%6.6%
40Δ117.5038.2%6.6%111.2041.8%5.6%
45Δ116.1140.4%6.0%112.8740.7%4.8%
50Δ114.6742.0%5.4%114.5439.7%3.9%
55Δ113.0041.6%4.7%116.1338.9%3.2%
60Δ111.3341.1%3.9%117.6838.1%2.6%
65Δ109.5341.3%3.2%119.2337.3%2.1%
70Δ107.2644.3%2.8%120.8736.5%1.6%
75Δ104.9947.3%2.4%122.6135.6%1.1%
80Δ102.8645.8%1.9%124.3434.8%0.7%

20Δ

Calls
Pseudo strike
127.07
IV
42.6%
B/E move
13.2%
Puts
Pseudo strike
102.25
IV
48.6%
B/E move
11.5%

25Δ

Calls
Pseudo strike
123.40
IV
38.3%
B/E move
10.2%
Puts
Pseudo strike
105.33
IV
44.9%
B/E move
9.2%

30Δ

Calls
Pseudo strike
120.57
IV
34.9%
B/E move
8.0%
Puts
Pseudo strike
107.38
IV
43.9%
B/E move
7.9%

35Δ

Calls
Pseudo strike
118.89
IV
36.0%
B/E move
7.1%
Puts
Pseudo strike
109.42
IV
42.8%
B/E move
6.6%

40Δ

Calls
Pseudo strike
117.50
IV
38.2%
B/E move
6.6%
Puts
Pseudo strike
111.20
IV
41.8%
B/E move
5.6%

45Δ

Calls
Pseudo strike
116.11
IV
40.4%
B/E move
6.0%
Puts
Pseudo strike
112.87
IV
40.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
114.67
IV
42.0%
B/E move
5.4%
Puts
Pseudo strike
114.54
IV
39.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
113.00
IV
41.6%
B/E move
4.7%
Puts
Pseudo strike
116.13
IV
38.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
111.33
IV
41.1%
B/E move
3.9%
Puts
Pseudo strike
117.68
IV
38.1%
B/E move
2.6%

65Δ

Calls
Pseudo strike
109.53
IV
41.3%
B/E move
3.2%
Puts
Pseudo strike
119.23
IV
37.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
107.26
IV
44.3%
B/E move
2.8%
Puts
Pseudo strike
120.87
IV
36.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
104.99
IV
47.3%
B/E move
2.4%
Puts
Pseudo strike
122.61
IV
35.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
102.86
IV
45.8%
B/E move
1.9%
Puts
Pseudo strike
124.34
IV
34.8%
B/E move
0.7%

Options history

No recorded observations