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Miller Industries, Inc. MLR

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Market datapartial · fetched 2026-10-22T12:30:02.797Z

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 · 2026-10-21T23:00:00.002787397Z

FundamentalsAlpha Vantage · unavailable

Share price$52.78
1D+1.3%
AH$51.78$52.05$52.32$52.58$52.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMLR
Sold putSold callAH

Miller Industries, Inc. options

Live interpolated MLR call and put midpoint premiums by absolute delta.Miller Industries, Inc.$2.29$3.80$5.31$6.82$8.33$41.19$46.94$52.68$58.43$64.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MLR spot · $52.78MLR PRICE$2.45$2.45$2.45$2.45$2.53$2.82$3.10$3.39$3.68$3.97$4.61$5.41$2.45$2.45$2.45$2.49$2.76$3.03$3.31$3.58$3.91$4.88$5.86$6.84$7.90
PutsExpensive1.85×
CallsExpensive1.87×
SkewBearish+1.29 pp
Implied moveBearish±$6.12
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.71125.1%25.6%
25Δ73.01130.9%43.0%45.5896.7%18.3%
30Δ64.0699.5%26.0%47.9879.3%13.7%
35Δ59.4079.1%17.2%50.1564.0%9.7%
40Δ56.8465.3%12.3%51.1460.0%8.3%
45Δ54.7554.6%8.5%52.1256.0%7.0%
50Δ53.8551.8%7.4%53.1152.0%5.6%
55Δ52.9649.0%6.2%54.1048.0%4.3%
60Δ52.0646.1%5.1%55.1044.4%3.0%
65Δ51.1643.3%3.9%56.3345.5%2.5%
70Δ50.2740.5%2.7%57.5646.7%2.0%
75Δ49.2938.8%2.1%58.7947.8%1.6%
80Δ48.2737.6%1.7%60.1049.3%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.71
IV
125.1%
B/E move
25.6%

25Δ

Calls
Pseudo strike
73.01
IV
130.9%
B/E move
43.0%
Puts
Pseudo strike
45.58
IV
96.7%
B/E move
18.3%

30Δ

Calls
Pseudo strike
64.06
IV
99.5%
B/E move
26.0%
Puts
Pseudo strike
47.98
IV
79.3%
B/E move
13.7%

35Δ

Calls
Pseudo strike
59.40
IV
79.1%
B/E move
17.2%
Puts
Pseudo strike
50.15
IV
64.0%
B/E move
9.7%

40Δ

Calls
Pseudo strike
56.84
IV
65.3%
B/E move
12.3%
Puts
Pseudo strike
51.14
IV
60.0%
B/E move
8.3%

45Δ

Calls
Pseudo strike
54.75
IV
54.6%
B/E move
8.5%
Puts
Pseudo strike
52.12
IV
56.0%
B/E move
7.0%

50Δ

Calls
Pseudo strike
53.85
IV
51.8%
B/E move
7.4%
Puts
Pseudo strike
53.11
IV
52.0%
B/E move
5.6%

55Δ

Calls
Pseudo strike
52.96
IV
49.0%
B/E move
6.2%
Puts
Pseudo strike
54.10
IV
48.0%
B/E move
4.3%

60Δ

Calls
Pseudo strike
52.06
IV
46.1%
B/E move
5.1%
Puts
Pseudo strike
55.10
IV
44.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
51.16
IV
43.3%
B/E move
3.9%
Puts
Pseudo strike
56.33
IV
45.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
50.27
IV
40.5%
B/E move
2.7%
Puts
Pseudo strike
57.56
IV
46.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
49.29
IV
38.8%
B/E move
2.1%
Puts
Pseudo strike
58.79
IV
47.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
48.27
IV
37.6%
B/E move
1.7%
Puts
Pseudo strike
60.10
IV
49.3%
B/E move
1.1%

Options history

No recorded observations