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The Magnum Ice Cream Company N.V. MICC

i

Market datapartial · fetched 2026-11-12T01:46:27.820Z

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 · 2026-11-12T00:00:00.00166245Z

FundamentalsAlpha Vantage · unavailable

Share price$19.72
1D+0.6%
AH$19.56$19.61$19.65$19.69$19.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMICC
Sold putSold callAH

The Magnum Ice Cream Company N.V. options

Live interpolated MICC call and put midpoint premiums by absolute delta.The Magnum Ice Cream Company N.V.$0.20$0.76$1.33$1.89$2.45$17.40$18.75$20.09$21.44$22.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MICC spot · $19.72MICC PRICE$0.38$0.44$0.57$0.70$0.84$0.97$1.10$1.23$1.37$1.50$1.63$1.76$1.90$0.26$0.34$0.42$0.51$0.59$0.67$0.75$0.86$1.15$1.44$1.72$2.01$2.29
PutsExpensive1.73×
CallsExpensive2.22×
SkewBullish-24.36 pp
Implied moveBullish±$1.86
TiltBullish5.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.74122.7%22.3%18.0562.0%9.8%
25Δ22.3399.5%15.5%18.3461.0%8.8%
30Δ21.9895.9%14.4%18.6260.0%7.7%
35Δ21.6392.3%13.3%18.9059.0%6.7%
40Δ21.2888.7%12.2%19.1958.0%5.7%
45Δ20.9485.1%11.1%19.4757.1%4.7%
50Δ20.5981.5%10.0%19.7656.1%3.6%
55Δ20.2477.9%8.9%20.0555.4%2.7%
60Δ19.8974.3%7.8%20.4056.5%2.4%
65Δ19.5470.7%6.7%20.7557.7%2.0%
70Δ19.1967.1%5.6%21.1158.8%1.7%
75Δ18.8563.5%4.5%21.4659.9%1.4%
80Δ18.5059.9%3.4%21.8161.0%1.0%

20Δ

Calls
Pseudo strike
23.74
IV
122.7%
B/E move
22.3%
Puts
Pseudo strike
18.05
IV
62.0%
B/E move
9.8%

25Δ

Calls
Pseudo strike
22.33
IV
99.5%
B/E move
15.5%
Puts
Pseudo strike
18.34
IV
61.0%
B/E move
8.8%

30Δ

Calls
Pseudo strike
21.98
IV
95.9%
B/E move
14.4%
Puts
Pseudo strike
18.62
IV
60.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
21.63
IV
92.3%
B/E move
13.3%
Puts
Pseudo strike
18.90
IV
59.0%
B/E move
6.7%

40Δ

Calls
Pseudo strike
21.28
IV
88.7%
B/E move
12.2%
Puts
Pseudo strike
19.19
IV
58.0%
B/E move
5.7%

45Δ

Calls
Pseudo strike
20.94
IV
85.1%
B/E move
11.1%
Puts
Pseudo strike
19.47
IV
57.1%
B/E move
4.7%

50Δ

Calls
Pseudo strike
20.59
IV
81.5%
B/E move
10.0%
Puts
Pseudo strike
19.76
IV
56.1%
B/E move
3.6%

55Δ

Calls
Pseudo strike
20.24
IV
77.9%
B/E move
8.9%
Puts
Pseudo strike
20.05
IV
55.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
19.89
IV
74.3%
B/E move
7.8%
Puts
Pseudo strike
20.40
IV
56.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
19.54
IV
70.7%
B/E move
6.7%
Puts
Pseudo strike
20.75
IV
57.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
19.19
IV
67.1%
B/E move
5.6%
Puts
Pseudo strike
21.11
IV
58.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
18.85
IV
63.5%
B/E move
4.5%
Puts
Pseudo strike
21.46
IV
59.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
18.50
IV
59.9%
B/E move
3.4%
Puts
Pseudo strike
21.81
IV
61.0%
B/E move
1.0%

Options history

IV · four-Friday blend42.84%
Daily EOD
MICC38.9%43.6%48.2%2026-10-19: 45.89%2026-10-22: 41.18%2026-10-23: 47.60%2026-10-26: 39.78%2026-10-27: 39.56%2026-10-28: 39.95%2026-10-29: 42.89%2026-10-30: 42.84%Oct 19Oct 26Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.89%
41.18%
47.60%
39.78%
39.56%
39.95%
42.89%
42.84%