IntraAlpha
Create free account Start free

McGraw Hill, Inc. MH

CONSUMER DEFENSIVE · EDUCATION & TRAINING SERVICES
i

Market dataready · fetched 2026-11-12T00:52:22.596Z

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 · 2026-11-12T00:00:00.002101444Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:48:18.285073+00:00

Share price$10.95
1D+2.6%
AH$10.64$10.75$10.87$10.98$11.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMH
Sold putSold callAH

McGraw Hill, Inc. options

Live interpolated MH call and put midpoint premiums by absolute delta.McGraw Hill, Inc.$0.34$0.63$0.91$1.19$1.48$8.67$9.94$11.20$12.46$13.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MH spot · $10.95MH PRICE$0.38$0.38$0.39$0.53$0.68$0.82$0.97$1.11$1.25$1.40$0.38$0.38$0.42$0.52$0.62$0.72$0.83$0.93$1.03$1.13$1.23$1.33
Puts——
Calls——
Skew——
Implied moveBullish±$1.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.04234.3%49.9%8.67198.4%24.2%
25Δ13.87174.8%30.1%9.54145.2%16.3%
30Δ12.47131.6%17.4%10.10115.3%11.6%
35Δ12.15133.7%15.9%10.30111.2%10.7%
40Δ11.84135.8%14.3%10.51107.0%9.7%
45Δ11.53138.0%12.8%10.71102.9%8.8%
50Δ11.22140.1%11.3%10.9298.8%7.8%
55Δ10.91142.2%9.7%11.1394.6%6.9%
60Δ10.59144.4%8.2%11.3390.5%5.9%
65Δ10.28146.5%6.6%11.5486.3%4.9%
70Δ11.7482.2%4.0%
75Δ11.9578.1%3.0%
80Δ

20Δ

Calls
Pseudo strike
16.04
IV
234.3%
B/E move
49.9%
Puts
Pseudo strike
8.67
IV
198.4%
B/E move
24.2%

25Δ

Calls
Pseudo strike
13.87
IV
174.8%
B/E move
30.1%
Puts
Pseudo strike
9.54
IV
145.2%
B/E move
16.3%

30Δ

Calls
Pseudo strike
12.47
IV
131.6%
B/E move
17.4%
Puts
Pseudo strike
10.10
IV
115.3%
B/E move
11.6%

35Δ

Calls
Pseudo strike
12.15
IV
133.7%
B/E move
15.9%
Puts
Pseudo strike
10.30
IV
111.2%
B/E move
10.7%

40Δ

Calls
Pseudo strike
11.84
IV
135.8%
B/E move
14.3%
Puts
Pseudo strike
10.51
IV
107.0%
B/E move
9.7%

45Δ

Calls
Pseudo strike
11.53
IV
138.0%
B/E move
12.8%
Puts
Pseudo strike
10.71
IV
102.9%
B/E move
8.8%

50Δ

Calls
Pseudo strike
11.22
IV
140.1%
B/E move
11.3%
Puts
Pseudo strike
10.92
IV
98.8%
B/E move
7.8%

55Δ

Calls
Pseudo strike
10.91
IV
142.2%
B/E move
9.7%
Puts
Pseudo strike
11.13
IV
94.6%
B/E move
6.9%

60Δ

Calls
Pseudo strike
10.59
IV
144.4%
B/E move
8.2%
Puts
Pseudo strike
11.33
IV
90.5%
B/E move
5.9%

65Δ

Calls
Pseudo strike
10.28
IV
146.5%
B/E move
6.6%
Puts
Pseudo strike
11.54
IV
86.3%
B/E move
4.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.74
IV
82.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.95
IV
78.1%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.69%
Daily EOD
MH71.3%75.8%80.3%2026-10-19: 73.90%2026-10-20: 76.88%2026-10-21: 71.91%2026-10-22: 79.63%2026-10-23: 75.73%2026-10-26: 77.00%2026-10-27: 74.40%2026-10-29: 76.69%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
73.90%
76.88%
71.91%
79.63%
75.73%
77.00%
74.40%
76.69%