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The Magnum Ice Cream Company N.V. MICC

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Market datapartial · fetched 2026-10-22T23:43:32.404Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.001981663Z

FundamentalsAlpha Vantage · unavailable

Share price$19.39
1D+2.8%
AH$18.82$18.97$19.13$19.29$19.445:30 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.$0.14$1.49$2.83$4.18$5.52$16.01$17.63$19.25$20.87$22.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MICC spot · $19.39MICC PRICE$0.40$0.44$0.48$0.52$0.56$0.70$0.87$1.04$1.21$1.39$1.56$1.73$1.90$0.29$0.40$0.51$0.63$0.74$0.85$0.97$1.08$1.53$2.51$3.50$4.34$5.13
PutsExpensive1.77×
CallsExpensive1.78×
SkewBearish+5.02 pp
Implied moveBearish±$1.84
TiltBearish27.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.4077.9%27.9%17.6742.0%10.3%
25Δ23.3868.4%22.8%17.9841.5%9.4%
30Δ22.3658.9%17.8%18.2841.0%8.4%
35Δ21.3349.5%12.7%18.5940.6%7.4%
40Δ20.3140.0%7.7%18.9040.1%6.4%
45Δ19.8037.1%5.7%19.2039.6%5.4%
50Δ19.5237.1%5.1%19.5139.1%4.4%
55Δ19.2437.1%4.6%19.8138.7%3.4%
60Δ18.9537.1%4.0%20.3744.2%2.8%
65Δ18.6737.0%3.4%21.3259.1%3.0%
70Δ18.3937.0%2.9%22.2874.0%3.1%
75Δ18.1037.0%2.3%23.2277.9%2.6%
80Δ17.8237.0%1.7%24.1678.5%1.9%

20Δ

Calls
Pseudo strike
24.40
IV
77.9%
B/E move
27.9%
Puts
Pseudo strike
17.67
IV
42.0%
B/E move
10.3%

25Δ

Calls
Pseudo strike
23.38
IV
68.4%
B/E move
22.8%
Puts
Pseudo strike
17.98
IV
41.5%
B/E move
9.4%

30Δ

Calls
Pseudo strike
22.36
IV
58.9%
B/E move
17.8%
Puts
Pseudo strike
18.28
IV
41.0%
B/E move
8.4%

35Δ

Calls
Pseudo strike
21.33
IV
49.5%
B/E move
12.7%
Puts
Pseudo strike
18.59
IV
40.6%
B/E move
7.4%

40Δ

Calls
Pseudo strike
20.31
IV
40.0%
B/E move
7.7%
Puts
Pseudo strike
18.90
IV
40.1%
B/E move
6.4%

45Δ

Calls
Pseudo strike
19.80
IV
37.1%
B/E move
5.7%
Puts
Pseudo strike
19.20
IV
39.6%
B/E move
5.4%

50Δ

Calls
Pseudo strike
19.52
IV
37.1%
B/E move
5.1%
Puts
Pseudo strike
19.51
IV
39.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
19.24
IV
37.1%
B/E move
4.6%
Puts
Pseudo strike
19.81
IV
38.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
18.95
IV
37.1%
B/E move
4.0%
Puts
Pseudo strike
20.37
IV
44.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
18.67
IV
37.0%
B/E move
3.4%
Puts
Pseudo strike
21.32
IV
59.1%
B/E move
3.0%

70Δ

Calls
Pseudo strike
18.39
IV
37.0%
B/E move
2.9%
Puts
Pseudo strike
22.28
IV
74.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
18.10
IV
37.0%
B/E move
2.3%
Puts
Pseudo strike
23.22
IV
77.9%
B/E move
2.6%

80Δ

Calls
Pseudo strike
17.82
IV
37.0%
B/E move
1.7%
Puts
Pseudo strike
24.16
IV
78.5%
B/E move
1.9%

Options history

No recorded observations