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M/I Homes, Inc. MHO

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-11-12T04:07:09.757Z

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 · 2026-11-12T00:00:00.002071352Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T04:07:09.584237+00:00

Share price$128.47
1D-0.2%
AH$126.84$127.62$128.39$129.17$129.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMHO
Sold putSold callAH

M/I Homes, Inc. options

Live interpolated MHO call and put midpoint premiums by absolute delta.M/I Homes, Inc.$0.95$3.69$6.43$9.16$11.90$115.57$123.50$131.43$139.36$147.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MHO spot · $128.47MHO PRICE$1.25$1.51$1.83$2.24$2.64$3.04$3.50$3.97$4.43$4.90$5.48$6.42$7.35$1.52$1.79$2.04$2.35$2.87$3.39$3.91$4.46$5.37$6.29$7.20$8.58$11.11
PutsExpensive1.24×
CallsCheap0.57×
SkewBearish+4.15 pp
Implied moveBearish±$7.41
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.5258.8%9.6%118.4365.6%9.0%
25Δ136.7053.2%7.6%121.2357.8%7.0%
30Δ134.4349.4%6.1%123.3851.8%5.5%
35Δ133.0048.3%5.3%125.3047.2%4.3%
40Δ131.5747.3%4.5%126.4946.7%3.8%
45Δ130.1446.3%3.7%127.6946.2%3.3%
50Δ129.0344.9%3.2%128.8845.6%2.7%
55Δ127.9543.4%2.7%130.0845.2%2.2%
60Δ126.8842.0%2.2%131.4145.5%1.9%
65Δ125.8040.6%1.7%132.7345.9%1.6%
70Δ124.6939.3%1.3%134.0646.2%1.3%
75Δ123.4438.7%1.1%135.8047.9%1.0%
80Δ122.2038.1%0.8%138.5952.8%0.8%

20Δ

Calls
Pseudo strike
139.52
IV
58.8%
B/E move
9.6%
Puts
Pseudo strike
118.43
IV
65.6%
B/E move
9.0%

25Δ

Calls
Pseudo strike
136.70
IV
53.2%
B/E move
7.6%
Puts
Pseudo strike
121.23
IV
57.8%
B/E move
7.0%

30Δ

Calls
Pseudo strike
134.43
IV
49.4%
B/E move
6.1%
Puts
Pseudo strike
123.38
IV
51.8%
B/E move
5.5%

35Δ

Calls
Pseudo strike
133.00
IV
48.3%
B/E move
5.3%
Puts
Pseudo strike
125.30
IV
47.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
131.57
IV
47.3%
B/E move
4.5%
Puts
Pseudo strike
126.49
IV
46.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
130.14
IV
46.3%
B/E move
3.7%
Puts
Pseudo strike
127.69
IV
46.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
129.03
IV
44.9%
B/E move
3.2%
Puts
Pseudo strike
128.88
IV
45.6%
B/E move
2.7%

55Δ

Calls
Pseudo strike
127.95
IV
43.4%
B/E move
2.7%
Puts
Pseudo strike
130.08
IV
45.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
126.88
IV
42.0%
B/E move
2.2%
Puts
Pseudo strike
131.41
IV
45.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
125.80
IV
40.6%
B/E move
1.7%
Puts
Pseudo strike
132.73
IV
45.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
124.69
IV
39.3%
B/E move
1.3%
Puts
Pseudo strike
134.06
IV
46.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
123.44
IV
38.7%
B/E move
1.1%
Puts
Pseudo strike
135.80
IV
47.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
122.20
IV
38.1%
B/E move
0.8%
Puts
Pseudo strike
138.59
IV
52.8%
B/E move
0.8%

Options history

IV · four-Friday blend33.97%
Daily EOD
MHO32.3%35.2%38.1%2026-10-19: 37.66%2026-10-20: 36.26%2026-10-21: 34.80%2026-10-22: 35.25%2026-10-23: 34.37%2026-10-26: 36.35%2026-10-27: 35.32%2026-10-28: 36.44%2026-10-29: 32.73%2026-10-30: 33.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.66%
36.26%
34.80%
35.25%
34.37%
36.35%
35.32%
36.44%
32.73%
33.97%