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Miller Industries, Inc. MLR

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-11T13:56:31.059Z

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 · 2026-11-11T00:00:00.00300609Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:56:30.425965+00:00

Share price$48.10
1D-0.6%
AH$47.49$47.79$48.09$48.38$48.685:30 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.$2.39$2.97$3.55$4.12$4.70$38.53$42.71$46.90$51.08$55.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MLR spot · $48.10MLR PRICE$2.45$2.45$2.45$2.45$2.47$2.61$2.75$2.90$3.04$3.18$3.33$3.47$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.49$3.51$4.54
PutsExpensive1.23×
Calls——
Skew——
Implied moveBullish±$5.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.37240.9%27.4%
25Δ69.44259.7%49.5%40.96187.6%19.9%
30Δ59.66196.3%29.1%43.39152.5%14.9%
35Δ54.72155.2%18.9%45.23125.2%11.1%
40Δ52.23129.0%13.7%45.92113.4%9.6%
45Δ49.93104.8%8.9%46.60101.5%8.2%
50Δ49.2697.2%7.8%47.2989.6%6.8%
55Δ48.5989.7%6.7%47.9777.8%5.4%
60Δ47.9282.2%5.7%48.6665.9%3.9%
65Δ47.2574.7%4.6%49.3454.0%2.5%
70Δ46.5967.2%3.5%50.0542.8%1.1%
75Δ45.9259.7%2.4%51.1746.3%0.9%
80Δ45.2552.2%1.3%52.2949.8%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.37
IV
240.9%
B/E move
27.4%

25Δ

Calls
Pseudo strike
69.44
IV
259.7%
B/E move
49.5%
Puts
Pseudo strike
40.96
IV
187.6%
B/E move
19.9%

30Δ

Calls
Pseudo strike
59.66
IV
196.3%
B/E move
29.1%
Puts
Pseudo strike
43.39
IV
152.5%
B/E move
14.9%

35Δ

Calls
Pseudo strike
54.72
IV
155.2%
B/E move
18.9%
Puts
Pseudo strike
45.23
IV
125.2%
B/E move
11.1%

40Δ

Calls
Pseudo strike
52.23
IV
129.0%
B/E move
13.7%
Puts
Pseudo strike
45.92
IV
113.4%
B/E move
9.6%

45Δ

Calls
Pseudo strike
49.93
IV
104.8%
B/E move
8.9%
Puts
Pseudo strike
46.60
IV
101.5%
B/E move
8.2%

50Δ

Calls
Pseudo strike
49.26
IV
97.2%
B/E move
7.8%
Puts
Pseudo strike
47.29
IV
89.6%
B/E move
6.8%

55Δ

Calls
Pseudo strike
48.59
IV
89.7%
B/E move
6.7%
Puts
Pseudo strike
47.97
IV
77.8%
B/E move
5.4%

60Δ

Calls
Pseudo strike
47.92
IV
82.2%
B/E move
5.7%
Puts
Pseudo strike
48.66
IV
65.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
47.25
IV
74.7%
B/E move
4.6%
Puts
Pseudo strike
49.34
IV
54.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
46.59
IV
67.2%
B/E move
3.5%
Puts
Pseudo strike
50.05
IV
42.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
45.92
IV
59.7%
B/E move
2.4%
Puts
Pseudo strike
51.17
IV
46.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
45.25
IV
52.2%
B/E move
1.3%
Puts
Pseudo strike
52.29
IV
49.8%
B/E move
0.7%

Options history

IV · four-Friday blend43.77%
Daily EOD
MLR39.2%41.7%44.1%2026-10-19: 39.69%2026-10-20: 40.39%2026-10-21: 39.54%2026-10-22: 40.15%2026-10-23: 41.68%2026-10-26: 42.46%2026-10-27: 41.65%2026-10-28: 43.45%2026-10-29: 42.65%2026-10-30: 43.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.69%
40.39%
39.54%
40.15%
41.68%
42.46%
41.65%
43.45%
42.65%
43.77%