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MKS Instruments Inc MKSI

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
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Market dataready · fetched 2026-10-23T00:22:11.020Z

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 · 2026-10-22T23:18:34.440712735Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:17:17.591332+00:00

Share price$196.06
1D-3.5%
AH$192$196$199$202$2055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMKSI
Sold putSold callAH

MKS Instruments Inc options

Live interpolated MKSI call and put midpoint premiums by absolute delta.MKS Instruments Inc$2.83$14.23$25.63$37.03$48.42$140.80$180.71$220.61$260.52$300.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MKSI spot · $196.06MKSI PRICE$4.07$5.27$6.60$8.18$9.86$11.67$13.50$15.84$18.69$21.10$23.94$28.06$33.16$5.07$6.79$8.71$10.64$13.00$15.04$18.08$21.46$24.91$28.59$33.19$39.02$45.14
PutsExpensive1.05×
CallsExpensive1.27×
SkewBearish+1.83 pp
Implied moveBearish±$31.58
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ238.5072.3%23.7%168.6673.8%16.6%
25Δ229.3470.3%19.7%174.6273.9%14.4%
30Δ222.1669.1%16.7%180.1973.9%12.5%
35Δ216.2069.1%14.4%185.6172.6%10.8%
40Δ210.7669.7%12.5%190.6672.9%9.4%
45Δ205.5769.3%10.8%195.6770.7%7.9%
50Δ200.4268.8%9.1%200.7671.6%6.8%
55Δ195.6169.7%7.9%206.0772.0%5.8%
60Δ190.7071.6%6.8%211.4472.1%4.9%
65Δ185.8370.4%5.5%216.9271.2%3.9%
70Δ180.8769.7%4.5%223.1671.2%3.1%
75Δ175.1271.8%3.6%230.3972.3%2.4%
80Δ168.5074.3%2.9%237.9071.4%1.7%

20Δ

Calls
Pseudo strike
238.50
IV
72.3%
B/E move
23.7%
Puts
Pseudo strike
168.66
IV
73.8%
B/E move
16.6%

25Δ

Calls
Pseudo strike
229.34
IV
70.3%
B/E move
19.7%
Puts
Pseudo strike
174.62
IV
73.9%
B/E move
14.4%

30Δ

Calls
Pseudo strike
222.16
IV
69.1%
B/E move
16.7%
Puts
Pseudo strike
180.19
IV
73.9%
B/E move
12.5%

35Δ

Calls
Pseudo strike
216.20
IV
69.1%
B/E move
14.4%
Puts
Pseudo strike
185.61
IV
72.6%
B/E move
10.8%

40Δ

Calls
Pseudo strike
210.76
IV
69.7%
B/E move
12.5%
Puts
Pseudo strike
190.66
IV
72.9%
B/E move
9.4%

45Δ

Calls
Pseudo strike
205.57
IV
69.3%
B/E move
10.8%
Puts
Pseudo strike
195.67
IV
70.7%
B/E move
7.9%

50Δ

Calls
Pseudo strike
200.42
IV
68.8%
B/E move
9.1%
Puts
Pseudo strike
200.76
IV
71.6%
B/E move
6.8%

55Δ

Calls
Pseudo strike
195.61
IV
69.7%
B/E move
7.9%
Puts
Pseudo strike
206.07
IV
72.0%
B/E move
5.8%

60Δ

Calls
Pseudo strike
190.70
IV
71.6%
B/E move
6.8%
Puts
Pseudo strike
211.44
IV
72.1%
B/E move
4.9%

65Δ

Calls
Pseudo strike
185.83
IV
70.4%
B/E move
5.5%
Puts
Pseudo strike
216.92
IV
71.2%
B/E move
3.9%

70Δ

Calls
Pseudo strike
180.87
IV
69.7%
B/E move
4.5%
Puts
Pseudo strike
223.16
IV
71.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
175.12
IV
71.8%
B/E move
3.6%
Puts
Pseudo strike
230.39
IV
72.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
168.50
IV
74.3%
B/E move
2.9%
Puts
Pseudo strike
237.90
IV
71.4%
B/E move
1.7%

Options history

No recorded observations