Methanex Corporation MEOH
BASIC MATERIALS · CHEMICALSi
Market dataready · fetched 2026-10-23T03:01:34.189Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:03.318035328Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:01:31.033264+00:00
Share price$60.74
1D-3.6%
Sold putSold callAH
Methanex Corporation options
PutsExpensive1.32×
CallsExpensive1.27×
SkewBullish-2.57 pp
Implied moveBearish±$6.70
TiltBearish4.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 68.87 | 46.6% | 14.8% | 53.83 | 55.9% | 13.2% |
| 25Δ | 67.49 | 47.1% | 13.0% | 55.63 | 52.3% | 10.8% |
| 30Δ | 66.11 | 47.5% | 11.3% | 56.86 | 50.3% | 9.3% |
| 35Δ | 64.79 | 47.9% | 9.7% | 58.10 | 48.3% | 7.8% |
| 40Δ | 63.70 | 48.3% | 8.6% | 59.34 | 46.3% | 6.3% |
| 45Δ | 62.62 | 48.7% | 7.6% | 60.47 | 45.2% | 5.2% |
| 50Δ | 61.54 | 49.1% | 6.6% | 61.49 | 45.2% | 4.5% |
| 55Δ | 60.46 | 49.5% | 5.6% | 62.50 | 45.1% | 3.9% |
| 60Δ | 59.27 | 50.6% | 4.7% | 63.52 | 45.0% | 3.2% |
| 65Δ | 58.00 | 52.0% | 4.1% | 64.54 | 44.9% | 2.5% |
| 70Δ | 56.73 | 53.5% | 3.5% | 65.94 | 46.0% | 2.0% |
| 75Δ | 55.46 | 54.9% | 2.8% | 67.68 | 47.9% | 1.5% |
| 80Δ | 53.40 | 59.7% | 2.3% | 69.41 | 49.8% | 1.1% |
20Δ
- Pseudo strike
- 68.87
- IV
- 46.6%
- B/E move
- 14.8%
- Pseudo strike
- 53.83
- IV
- 55.9%
- B/E move
- 13.2%
25Δ
- Pseudo strike
- 67.49
- IV
- 47.1%
- B/E move
- 13.0%
- Pseudo strike
- 55.63
- IV
- 52.3%
- B/E move
- 10.8%
30Δ
- Pseudo strike
- 66.11
- IV
- 47.5%
- B/E move
- 11.3%
- Pseudo strike
- 56.86
- IV
- 50.3%
- B/E move
- 9.3%
35Δ
- Pseudo strike
- 64.79
- IV
- 47.9%
- B/E move
- 9.7%
- Pseudo strike
- 58.10
- IV
- 48.3%
- B/E move
- 7.8%
40Δ
- Pseudo strike
- 63.70
- IV
- 48.3%
- B/E move
- 8.6%
- Pseudo strike
- 59.34
- IV
- 46.3%
- B/E move
- 6.3%
45Δ
- Pseudo strike
- 62.62
- IV
- 48.7%
- B/E move
- 7.6%
- Pseudo strike
- 60.47
- IV
- 45.2%
- B/E move
- 5.2%
50Δ
- Pseudo strike
- 61.54
- IV
- 49.1%
- B/E move
- 6.6%
- Pseudo strike
- 61.49
- IV
- 45.2%
- B/E move
- 4.5%
55Δ
- Pseudo strike
- 60.46
- IV
- 49.5%
- B/E move
- 5.6%
- Pseudo strike
- 62.50
- IV
- 45.1%
- B/E move
- 3.9%
60Δ
- Pseudo strike
- 59.27
- IV
- 50.6%
- B/E move
- 4.7%
- Pseudo strike
- 63.52
- IV
- 45.0%
- B/E move
- 3.2%
65Δ
- Pseudo strike
- 58.00
- IV
- 52.0%
- B/E move
- 4.1%
- Pseudo strike
- 64.54
- IV
- 44.9%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 56.73
- IV
- 53.5%
- B/E move
- 3.5%
- Pseudo strike
- 65.94
- IV
- 46.0%
- B/E move
- 2.0%
75Δ
- Pseudo strike
- 55.46
- IV
- 54.9%
- B/E move
- 2.8%
- Pseudo strike
- 67.68
- IV
- 47.9%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 53.40
- IV
- 59.7%
- B/E move
- 2.3%
- Pseudo strike
- 69.41
- IV
- 49.8%
- B/E move
- 1.1%
Options history
No recorded observations