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MAXIMUS, Inc. MMS

i

Market dataready · fetched 2026-11-12T00:56:07.946Z

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 · 2026-11-12T00:00:00.002224818Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T00:56:07.573157+00:00

Share price$65.38
1D+0.2%
AH$64.50$64.80$65.10$65.41$65.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMMS
Sold putSold callAH

MAXIMUS, Inc. options

Live interpolated MMS call and put midpoint premiums by absolute delta.MAXIMUS, Inc.$1.62$3.53$5.43$7.33$9.23$53.96$58.55$63.15$67.75$72.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MMS spot · $65.38MMS PRICE$1.97$1.83$2.16$2.49$2.82$3.17$3.78$4.38$4.99$5.60$6.20$1.91$2.12$2.36$2.68$2.99$3.31$3.85$4.41$4.97$5.52$6.18$7.43$8.69
PutsExpensive2.00×
Calls——
Skew——
Implied moveBearish±$6.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.20150.6%18.5%
25Δ78.33144.8%22.8%58.12128.8%14.3%
30Δ60.52111.8%11.0%
35Δ69.3980.4%8.9%61.98103.7%9.3%
40Δ68.2778.0%7.7%63.4595.5%7.5%
45Δ67.1575.7%6.5%64.9187.3%5.8%
50Δ66.0473.3%5.3%65.9884.7%5.0%
55Δ64.9371.0%4.2%67.0282.5%4.2%
60Δ63.9670.6%3.6%68.0780.3%3.5%
65Δ62.9970.2%3.0%69.1178.1%2.7%
70Δ62.0269.8%2.5%70.2376.2%2.0%
75Δ61.0569.4%1.9%71.7576.5%1.6%
80Δ60.0869.0%1.4%73.2776.8%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.20
IV
150.6%
B/E move
18.5%

25Δ

Calls
Pseudo strike
78.33
IV
144.8%
B/E move
22.8%
Puts
Pseudo strike
58.12
IV
128.8%
B/E move
14.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.52
IV
111.8%
B/E move
11.0%

35Δ

Calls
Pseudo strike
69.39
IV
80.4%
B/E move
8.9%
Puts
Pseudo strike
61.98
IV
103.7%
B/E move
9.3%

40Δ

Calls
Pseudo strike
68.27
IV
78.0%
B/E move
7.7%
Puts
Pseudo strike
63.45
IV
95.5%
B/E move
7.5%

45Δ

Calls
Pseudo strike
67.15
IV
75.7%
B/E move
6.5%
Puts
Pseudo strike
64.91
IV
87.3%
B/E move
5.8%

50Δ

Calls
Pseudo strike
66.04
IV
73.3%
B/E move
5.3%
Puts
Pseudo strike
65.98
IV
84.7%
B/E move
5.0%

55Δ

Calls
Pseudo strike
64.93
IV
71.0%
B/E move
4.2%
Puts
Pseudo strike
67.02
IV
82.5%
B/E move
4.2%

60Δ

Calls
Pseudo strike
63.96
IV
70.6%
B/E move
3.6%
Puts
Pseudo strike
68.07
IV
80.3%
B/E move
3.5%

65Δ

Calls
Pseudo strike
62.99
IV
70.2%
B/E move
3.0%
Puts
Pseudo strike
69.11
IV
78.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
62.02
IV
69.8%
B/E move
2.5%
Puts
Pseudo strike
70.23
IV
76.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
61.05
IV
69.4%
B/E move
1.9%
Puts
Pseudo strike
71.75
IV
76.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
60.08
IV
69.0%
B/E move
1.4%
Puts
Pseudo strike
73.27
IV
76.8%
B/E move
1.2%

Options history

IV · four-Friday blend42.87%
Daily EOD
MMS39.7%42.1%44.4%2026-10-19: 40.05%2026-10-20: 41.55%2026-10-21: 40.59%2026-10-22: 41.07%2026-10-23: 40.95%2026-10-26: 41.81%2026-10-27: 41.95%2026-10-28: 44.09%2026-10-29: 42.55%2026-10-30: 42.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.05%
41.55%
40.59%
41.07%
40.95%
41.81%
41.95%
44.09%
42.55%
42.87%