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McCormick & Company, Incorporated Non-VTG CS MKC

i

Market dataready · fetched 2026-11-12T02:57:51.663Z

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 · 2026-11-12T00:00:00.001860879Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-12T02:53:46.598015+00:00

Share price$46.94
1D+1.3%
AH$45.49$45.88$46.27$46.66$47.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMKC
Sold putSold callAH

McCormick & Company, Incorporated Non-VTG CS options

Live interpolated MKC call and put midpoint premiums by absolute delta.McCormick & Company, Incorporated Non-VTG CS$0.22$1.02$1.81$2.61$3.41$41.80$44.47$47.13$49.80$52.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MKC spot · $46.94MKC PRICE$0.36$0.50$0.64$0.77$0.91$1.05$1.19$1.33$1.47$1.61$1.74$1.88$2.02$0.31$0.53$0.79$1.06$1.32$1.59$1.85$2.12$2.38$2.65$2.91$3.18
Puts——
CallsCheap0.64×
Skew——
Implied moveBearish±$3.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.4833.0%6.2%44.6737.1%5.5%
25Δ49.1332.6%5.7%45.3336.4%4.6%
30Δ48.7932.1%5.3%45.7637.3%4.2%
35Δ48.4431.7%4.8%46.1938.2%3.9%
40Δ48.0931.3%4.4%46.6239.2%3.5%
45Δ47.7530.9%4.0%47.0540.1%3.1%
50Δ47.4030.5%3.5%47.4841.1%2.8%
55Δ47.0530.0%3.1%47.9142.0%2.4%
60Δ46.7129.6%2.6%48.3442.9%2.1%
65Δ46.3629.2%2.2%48.7743.9%1.7%
70Δ46.0128.8%1.7%49.2144.8%1.4%
75Δ45.6728.4%1.3%49.6445.8%1.0%
80Δ45.3227.9%0.9%

20Δ

Calls
Pseudo strike
49.48
IV
33.0%
B/E move
6.2%
Puts
Pseudo strike
44.67
IV
37.1%
B/E move
5.5%

25Δ

Calls
Pseudo strike
49.13
IV
32.6%
B/E move
5.7%
Puts
Pseudo strike
45.33
IV
36.4%
B/E move
4.6%

30Δ

Calls
Pseudo strike
48.79
IV
32.1%
B/E move
5.3%
Puts
Pseudo strike
45.76
IV
37.3%
B/E move
4.2%

35Δ

Calls
Pseudo strike
48.44
IV
31.7%
B/E move
4.8%
Puts
Pseudo strike
46.19
IV
38.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
48.09
IV
31.3%
B/E move
4.4%
Puts
Pseudo strike
46.62
IV
39.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
47.75
IV
30.9%
B/E move
4.0%
Puts
Pseudo strike
47.05
IV
40.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
47.40
IV
30.5%
B/E move
3.5%
Puts
Pseudo strike
47.48
IV
41.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
47.05
IV
30.0%
B/E move
3.1%
Puts
Pseudo strike
47.91
IV
42.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
46.71
IV
29.6%
B/E move
2.6%
Puts
Pseudo strike
48.34
IV
42.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
46.36
IV
29.2%
B/E move
2.2%
Puts
Pseudo strike
48.77
IV
43.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
46.01
IV
28.8%
B/E move
1.7%
Puts
Pseudo strike
49.21
IV
44.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
45.67
IV
28.4%
B/E move
1.3%
Puts
Pseudo strike
49.64
IV
45.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
45.32
IV
27.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.41%
Daily EOD
MKC29.5%31.1%32.6%2026-10-19: 29.68%2026-10-20: 30.92%2026-10-21: 31.33%2026-10-22: 32.14%2026-10-23: 32.01%2026-10-26: 32.43%2026-10-28: 31.45%2026-10-29: 31.41%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
29.68%
30.92%
31.33%
32.14%
32.01%
32.43%
31.45%
31.41%