McGraw Hill, Inc. MH
CONSUMER DEFENSIVE · EDUCATION & TRAINING SERVICESi
Market dataready · fetched 2026-10-22T16:15:52.095Z
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 · 2026-10-22T16:15:49.291705892Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:06:50.601686+00:00
Share price$14.70
1D+2.8%
Sold putSold call
McGraw Hill, Inc. options
PutsExpensive2.58×
CallsExpensive1.80×
SkewBearish+28.09 pp
Implied moveBearish±$3.20
TiltBearish27.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.51 | 231.7% | 47.4% | |||
| 25Δ | 17.49 | 77.1% | 21.9% | 9.67 | 205.5% | 40.4% |
| 30Δ | 17.06 | 82.8% | 20.4% | 10.82 | 179.2% | 33.5% |
| 35Δ | 16.63 | 88.4% | 19.0% | 11.98 | 152.9% | 26.6% |
| 40Δ | 16.20 | 94.0% | 17.6% | 13.13 | 126.6% | 19.6% |
| 45Δ | 15.77 | 99.6% | 16.1% | 14.28 | 100.3% | 12.7% |
| 50Δ | 15.34 | 105.2% | 14.7% | 15.21 | 84.5% | 8.0% |
| 55Δ | 14.88 | 109.7% | 13.2% | 15.76 | 85.9% | 7.0% |
| 60Δ | 14.30 | 109.8% | 11.3% | 16.32 | 87.3% | 5.9% |
| 65Δ | 13.72 | 109.8% | 9.5% | 16.87 | 88.7% | 4.9% |
| 70Δ | 13.14 | 109.9% | 7.6% | 17.42 | 90.1% | 3.9% |
| 75Δ | 12.55 | 110.0% | 5.8% | 19.30 | 105.3% | 3.3% |
| 80Δ | 21.38 | 122.8% | 2.7% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.51
- IV
- 231.7%
- B/E move
- 47.4%
25Δ
- Pseudo strike
- 17.49
- IV
- 77.1%
- B/E move
- 21.9%
- Pseudo strike
- 9.67
- IV
- 205.5%
- B/E move
- 40.4%
30Δ
- Pseudo strike
- 17.06
- IV
- 82.8%
- B/E move
- 20.4%
- Pseudo strike
- 10.82
- IV
- 179.2%
- B/E move
- 33.5%
35Δ
- Pseudo strike
- 16.63
- IV
- 88.4%
- B/E move
- 19.0%
- Pseudo strike
- 11.98
- IV
- 152.9%
- B/E move
- 26.6%
40Δ
- Pseudo strike
- 16.20
- IV
- 94.0%
- B/E move
- 17.6%
- Pseudo strike
- 13.13
- IV
- 126.6%
- B/E move
- 19.6%
45Δ
- Pseudo strike
- 15.77
- IV
- 99.6%
- B/E move
- 16.1%
- Pseudo strike
- 14.28
- IV
- 100.3%
- B/E move
- 12.7%
50Δ
- Pseudo strike
- 15.34
- IV
- 105.2%
- B/E move
- 14.7%
- Pseudo strike
- 15.21
- IV
- 84.5%
- B/E move
- 8.0%
55Δ
- Pseudo strike
- 14.88
- IV
- 109.7%
- B/E move
- 13.2%
- Pseudo strike
- 15.76
- IV
- 85.9%
- B/E move
- 7.0%
60Δ
- Pseudo strike
- 14.30
- IV
- 109.8%
- B/E move
- 11.3%
- Pseudo strike
- 16.32
- IV
- 87.3%
- B/E move
- 5.9%
65Δ
- Pseudo strike
- 13.72
- IV
- 109.8%
- B/E move
- 9.5%
- Pseudo strike
- 16.87
- IV
- 88.7%
- B/E move
- 4.9%
70Δ
- Pseudo strike
- 13.14
- IV
- 109.9%
- B/E move
- 7.6%
- Pseudo strike
- 17.42
- IV
- 90.1%
- B/E move
- 3.9%
75Δ
- Pseudo strike
- 12.55
- IV
- 110.0%
- B/E move
- 5.8%
- Pseudo strike
- 19.30
- IV
- 105.3%
- B/E move
- 3.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.38
- IV
- 122.8%
- B/E move
- 2.7%
Options history
No recorded observations