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Monarch Casino & Resort, Inc. Common Stock MCRI

CONSUMER CYCLICAL · RESORTS & CASINOS
i

Market dataready · fetched 2026-11-12T03:22:15.968Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:01.822585158Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:22:15.491838+00:00

Share price$111.95
1D+0.9%
AH$109.50$110.17$110.83$111.50$112.165:30 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$0.93$2.59$4.25$5.91$7.57$102.69$107.34$111.99$116.64$121.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCRI spot · $111.94MCRI PRICE$1.10$1.25$1.44$1.63$2.02$2.42$2.83$3.23$3.64$4.26$5.20$6.15$7.09$1.31$1.54$1.83$2.12$2.39$2.65$2.90$3.16$3.41$3.67$3.92$5.21$6.50
PutsExpensive1.47×
CallsExpensive1.39×
SkewBullish-0.53 pp
Implied moveBalanced±$5.73
TiltBalanced2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.0160.7%10.0%103.1965.9%9.0%
25Δ118.8451.0%7.3%105.7757.4%6.9%
30Δ117.0046.3%5.8%107.3253.5%5.8%
35Δ115.1641.6%4.3%108.8749.6%4.6%
40Δ114.1740.9%3.8%110.2246.0%3.7%
45Δ113.2640.5%3.3%111.0143.4%3.2%
50Δ112.3540.2%2.9%111.8140.7%2.7%
55Δ111.4539.8%2.4%112.6138.1%2.2%
60Δ110.5439.5%2.0%113.4035.4%1.7%
65Δ109.5039.7%1.6%114.2032.8%1.3%
70Δ108.2940.9%1.4%115.0030.1%0.8%
75Δ107.0742.1%1.1%116.4532.2%0.6%
80Δ105.8543.3%0.9%117.9134.4%0.5%

20Δ

Calls
Pseudo strike
122.01
IV
60.7%
B/E move
10.0%
Puts
Pseudo strike
103.19
IV
65.9%
B/E move
9.0%

25Δ

Calls
Pseudo strike
118.84
IV
51.0%
B/E move
7.3%
Puts
Pseudo strike
105.77
IV
57.4%
B/E move
6.9%

30Δ

Calls
Pseudo strike
117.00
IV
46.3%
B/E move
5.8%
Puts
Pseudo strike
107.32
IV
53.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
115.16
IV
41.6%
B/E move
4.3%
Puts
Pseudo strike
108.87
IV
49.6%
B/E move
4.6%

40Δ

Calls
Pseudo strike
114.17
IV
40.9%
B/E move
3.8%
Puts
Pseudo strike
110.22
IV
46.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
113.26
IV
40.5%
B/E move
3.3%
Puts
Pseudo strike
111.01
IV
43.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
112.35
IV
40.2%
B/E move
2.9%
Puts
Pseudo strike
111.81
IV
40.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
111.45
IV
39.8%
B/E move
2.4%
Puts
Pseudo strike
112.61
IV
38.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
110.54
IV
39.5%
B/E move
2.0%
Puts
Pseudo strike
113.40
IV
35.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
109.50
IV
39.7%
B/E move
1.6%
Puts
Pseudo strike
114.20
IV
32.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
108.29
IV
40.9%
B/E move
1.4%
Puts
Pseudo strike
115.00
IV
30.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
107.07
IV
42.1%
B/E move
1.1%
Puts
Pseudo strike
116.45
IV
32.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
105.85
IV
43.3%
B/E move
0.9%
Puts
Pseudo strike
117.91
IV
34.4%
B/E move
0.5%

Options history

IV · four-Friday blend28.61%
Daily EOD
MCRI28.1%30.5%33.0%2026-10-19: 31.93%2026-10-20: 31.44%2026-10-21: 32.20%2026-10-22: 32.67%2026-10-23: 32.48%2026-10-26: 32.52%2026-10-27: 32.24%2026-10-28: 28.47%2026-10-29: 28.39%2026-10-30: 28.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.93%
31.44%
32.20%
32.67%
32.48%
32.52%
32.24%
28.47%
28.39%
28.61%