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MKS Inc. Common Stock MKSI

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-11-12T03:16:52.302Z

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 · 2026-11-11T23:47:03.170924092Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:16:51.861816+00:00

Share price$221.66
1D-1.2%
AH$220$223$226$229$2315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMKSI
Sold putSold callAH

MKS Inc. Common Stock options

Live interpolated MKSI call and put midpoint premiums by absolute delta.MKS Inc. Common Stock$1.81$10.79$19.77$28.75$37.73$163.44$191.88$220.32$248.75$277.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MKSI spot · $221.66MKSI PRICE$2.78$3.71$4.89$6.29$7.68$9.47$11.47$13.47$16.22$19.00$23.25$28.34$35.14$2.86$3.70$4.56$5.45$6.35$7.28$8.53$9.79$11.04$12.29$13.32$14.34$15.37
PutsCheap0.56×
CallsCheap0.70×
SkewBullish-34.07 pp
Implied moveBullish±$20.00
TiltBullish22.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ246.7974.3%12.6%203.2869.2%9.6%
25Δ242.1074.9%10.9%207.4967.1%8.1%
30Δ238.0976.8%9.6%211.2265.0%6.8%
35Δ234.6379.5%8.7%214.2562.7%5.8%
40Δ231.1882.3%7.8%217.2860.3%4.8%
45Δ227.5685.2%6.9%220.2558.1%3.9%
50Δ223.8688.1%6.2%222.6857.0%3.4%
55Δ220.1691.0%5.4%225.1255.8%2.9%
60Δ215.8794.0%4.7%227.5554.7%2.3%
65Δ211.5597.0%4.0%229.9953.5%1.8%
70Δ206.08103.9%3.5%231.6849.7%1.5%
75Δ199.96113.1%3.0%233.3845.8%1.2%
80Δ191.97123.5%2.5%235.0742.0%0.9%

20Δ

Calls
Pseudo strike
246.79
IV
74.3%
B/E move
12.6%
Puts
Pseudo strike
203.28
IV
69.2%
B/E move
9.6%

25Δ

Calls
Pseudo strike
242.10
IV
74.9%
B/E move
10.9%
Puts
Pseudo strike
207.49
IV
67.1%
B/E move
8.1%

30Δ

Calls
Pseudo strike
238.09
IV
76.8%
B/E move
9.6%
Puts
Pseudo strike
211.22
IV
65.0%
B/E move
6.8%

35Δ

Calls
Pseudo strike
234.63
IV
79.5%
B/E move
8.7%
Puts
Pseudo strike
214.25
IV
62.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
231.18
IV
82.3%
B/E move
7.8%
Puts
Pseudo strike
217.28
IV
60.3%
B/E move
4.8%

45Δ

Calls
Pseudo strike
227.56
IV
85.2%
B/E move
6.9%
Puts
Pseudo strike
220.25
IV
58.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
223.86
IV
88.1%
B/E move
6.2%
Puts
Pseudo strike
222.68
IV
57.0%
B/E move
3.4%

55Δ

Calls
Pseudo strike
220.16
IV
91.0%
B/E move
5.4%
Puts
Pseudo strike
225.12
IV
55.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
215.87
IV
94.0%
B/E move
4.7%
Puts
Pseudo strike
227.55
IV
54.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
211.55
IV
97.0%
B/E move
4.0%
Puts
Pseudo strike
229.99
IV
53.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
206.08
IV
103.9%
B/E move
3.5%
Puts
Pseudo strike
231.68
IV
49.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
199.96
IV
113.1%
B/E move
3.0%
Puts
Pseudo strike
233.38
IV
45.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
191.97
IV
123.5%
B/E move
2.5%
Puts
Pseudo strike
235.07
IV
42.0%
B/E move
0.9%

Options history

IV · four-Friday blend63.40%
Daily close
MKSI53.9%61.4%68.8%2026-08-13: 67.17%2026-08-14: 63.88%2026-08-17: 66.63%2026-08-18: 67.82%2026-08-19: 66.80%2026-08-20: 67.04%2026-08-21: 63.31%2026-08-24: 64.09%2026-08-25: 62.73%2026-08-26: 61.62%2026-08-27: 60.29%2026-08-28: 55.17%2026-08-31: 59.25%2026-09-01: 58.34%2026-09-02: 57.30%2026-09-03: 56.12%2026-09-04: 57.43%2026-09-08: 62.13%2026-09-09: 61.24%2026-09-10: 60.36%2026-09-11: 57.78%2026-09-14: 62.41%2026-09-15: 61.42%2026-09-16: 62.27%2026-09-17: 59.22%2026-09-18: 57.91%2026-09-21: 58.77%2026-09-22: 58.28%2026-09-23: 59.00%2026-09-24: 58.78%2026-09-25: 57.97%2026-09-28: 58.43%2026-09-29: 57.73%2026-09-30: 57.45%2026-10-01: 56.74%2026-10-02: 55.18%2026-10-05: 54.97%2026-10-06: 55.53%2026-10-07: 55.49%2026-10-08: 57.13%2026-10-09: 55.06%2026-10-12: 58.23%2026-10-13: 58.29%2026-10-14: 60.30%2026-10-15: 62.50%2026-10-16: 59.04%2026-10-19: 57.85%2026-10-20: 60.77%2026-10-21: 61.83%2026-10-22: 65.26%2026-10-23: 62.61%2026-10-26: 64.34%2026-10-27: 65.33%2026-10-28: 63.86%2026-10-29: 63.18%2026-10-30: 63.40%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
67.17%
63.88%
66.63%
67.82%
66.80%
67.04%
63.31%
64.09%
62.73%
61.62%
60.29%
55.17%
59.25%
58.34%
57.30%
56.12%
57.43%
62.13%
61.24%
60.36%
57.78%
62.41%
61.42%
62.27%
59.22%
57.91%
58.77%
58.28%
59.00%
58.78%
57.97%
58.43%
57.73%
57.45%
56.74%
55.18%
54.97%
55.53%
55.49%
57.13%
55.06%
58.23%
58.29%
60.30%
62.50%
59.04%
57.85%
60.77%
61.83%
65.26%
62.61%
64.34%
65.33%
63.86%
63.18%
63.40%