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McCormick & Company, Incorporated Non-VTG CS MKC

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Market datapartial · fetched 2026-10-22T14:52:40.037Z

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 · 2026-10-22T14:52:21.862746285Z

FundamentalsAlpha Vantage · unavailable

Share price$47.83
1D+1.7%
$46.70$47.00$47.31$47.61$47.915:30 AM6:30 AM9:00 AM1:00 PMMKC
Sold putSold call

McCormick & Company, Incorporated Non-VTG CS options

Live interpolated MKC call and put midpoint premiums by absolute delta.McCormick & Company, Incorporated Non-VTG CS$0.29$2.18$4.07$5.96$7.85$40.29$44.00$47.72$51.43$55.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MKC spot · $47.83MKC PRICE$0.50$0.64$0.78$0.97$1.25$1.53$1.81$2.09$2.37$2.65$2.93$3.21$0.53$0.75$1.07$1.40$1.72$2.04$2.37$2.69$3.02$3.66$4.87$6.09$7.30
PutsCheap0.83×
CallsCheap0.71×
SkewBearish+6.92 pp
Implied moveBearish±$4.18
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.6932.7%11.2%44.2333.7%8.6%
25Δ51.6832.0%9.4%45.2832.6%6.9%
30Δ50.6731.4%7.6%45.9033.3%6.3%
35Δ49.8230.9%6.2%46.5233.9%5.7%
40Δ49.2730.7%5.6%47.1334.5%5.0%
45Δ48.7330.5%5.1%47.7535.2%4.4%
50Δ48.1830.4%4.5%48.3735.8%3.8%
55Δ47.6430.2%4.0%48.9836.5%3.2%
60Δ47.0930.0%3.4%49.6037.1%2.6%
65Δ46.5529.9%2.9%50.4938.8%2.1%
70Δ46.0029.7%2.3%51.8642.3%1.7%
75Δ45.4629.6%1.8%53.2445.8%1.4%
80Δ54.6149.3%1.1%

20Δ

Calls
Pseudo strike
52.69
IV
32.7%
B/E move
11.2%
Puts
Pseudo strike
44.23
IV
33.7%
B/E move
8.6%

25Δ

Calls
Pseudo strike
51.68
IV
32.0%
B/E move
9.4%
Puts
Pseudo strike
45.28
IV
32.6%
B/E move
6.9%

30Δ

Calls
Pseudo strike
50.67
IV
31.4%
B/E move
7.6%
Puts
Pseudo strike
45.90
IV
33.3%
B/E move
6.3%

35Δ

Calls
Pseudo strike
49.82
IV
30.9%
B/E move
6.2%
Puts
Pseudo strike
46.52
IV
33.9%
B/E move
5.7%

40Δ

Calls
Pseudo strike
49.27
IV
30.7%
B/E move
5.6%
Puts
Pseudo strike
47.13
IV
34.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
48.73
IV
30.5%
B/E move
5.1%
Puts
Pseudo strike
47.75
IV
35.2%
B/E move
4.4%

50Δ

Calls
Pseudo strike
48.18
IV
30.4%
B/E move
4.5%
Puts
Pseudo strike
48.37
IV
35.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
47.64
IV
30.2%
B/E move
4.0%
Puts
Pseudo strike
48.98
IV
36.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
47.09
IV
30.0%
B/E move
3.4%
Puts
Pseudo strike
49.60
IV
37.1%
B/E move
2.6%

65Δ

Calls
Pseudo strike
46.55
IV
29.9%
B/E move
2.9%
Puts
Pseudo strike
50.49
IV
38.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
46.00
IV
29.7%
B/E move
2.3%
Puts
Pseudo strike
51.86
IV
42.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
45.46
IV
29.6%
B/E move
1.8%
Puts
Pseudo strike
53.24
IV
45.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.61
IV
49.3%
B/E move
1.1%

Options history

No recorded observations