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MakeMyTrip Limited Ordinary Shares MMYT

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Market datapartial · fetched 2026-10-23T15:48:11.194Z

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 · 2026-10-23T15:48:04.068262978Z

FundamentalsAlpha Vantage · unavailable

Share price$43.16
1D-2.3%
$43.05$43.35$43.64$43.94$44.245:30 AM6:30 AM9:00 AM1:00 PMMMYT
Sold putSold call

MakeMyTrip Limited Ordinary Shares options

Live interpolated MMYT call and put midpoint premiums by absolute delta.MakeMyTrip Limited Ordinary Shares$0.88$3.01$5.14$7.28$9.41$33.49$38.81$44.13$49.45$54.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MMYT spot · $43.16MMYT PRICE$1.16$1.11$1.56$2.01$2.46$2.91$3.41$3.95$4.50$5.04$5.89$7.34$8.80$1.16$1.50$1.84$2.21$2.60$2.99$3.38$3.77$4.34$4.96$5.57$6.19$6.80
PutsExpensive1.07×
CallsExpensive1.46×
SkewBullish-16.24 pp
Implied moveBalanced±$6.79
TiltBullish2.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.53100.1%36.0%36.7277.2%17.6%
25Δ49.6464.9%17.6%38.2174.7%14.9%
30Δ48.6268.5%16.3%39.7172.2%12.2%
35Δ47.5972.2%14.9%40.8169.8%10.6%
40Δ46.5675.8%13.6%41.8167.5%9.2%
45Δ45.5479.4%12.3%42.8165.1%7.7%
50Δ44.4280.8%10.8%43.8062.8%6.3%
55Δ43.2279.8%9.3%44.8060.5%4.9%
60Δ42.0178.7%7.8%45.7458.6%4.1%
65Δ40.8077.7%6.2%46.6556.8%3.4%
70Δ39.4079.3%5.0%47.5755.1%2.7%
75Δ37.6386.1%4.2%48.4953.3%2.0%
80Δ35.8692.9%3.5%49.4151.5%1.3%

20Δ

Calls
Pseudo strike
57.53
IV
100.1%
B/E move
36.0%
Puts
Pseudo strike
36.72
IV
77.2%
B/E move
17.6%

25Δ

Calls
Pseudo strike
49.64
IV
64.9%
B/E move
17.6%
Puts
Pseudo strike
38.21
IV
74.7%
B/E move
14.9%

30Δ

Calls
Pseudo strike
48.62
IV
68.5%
B/E move
16.3%
Puts
Pseudo strike
39.71
IV
72.2%
B/E move
12.2%

35Δ

Calls
Pseudo strike
47.59
IV
72.2%
B/E move
14.9%
Puts
Pseudo strike
40.81
IV
69.8%
B/E move
10.6%

40Δ

Calls
Pseudo strike
46.56
IV
75.8%
B/E move
13.6%
Puts
Pseudo strike
41.81
IV
67.5%
B/E move
9.2%

45Δ

Calls
Pseudo strike
45.54
IV
79.4%
B/E move
12.3%
Puts
Pseudo strike
42.81
IV
65.1%
B/E move
7.7%

50Δ

Calls
Pseudo strike
44.42
IV
80.8%
B/E move
10.8%
Puts
Pseudo strike
43.80
IV
62.8%
B/E move
6.3%

55Δ

Calls
Pseudo strike
43.22
IV
79.8%
B/E move
9.3%
Puts
Pseudo strike
44.80
IV
60.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
42.01
IV
78.7%
B/E move
7.8%
Puts
Pseudo strike
45.74
IV
58.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
40.80
IV
77.7%
B/E move
6.2%
Puts
Pseudo strike
46.65
IV
56.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
39.40
IV
79.3%
B/E move
5.0%
Puts
Pseudo strike
47.57
IV
55.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
37.63
IV
86.1%
B/E move
4.2%
Puts
Pseudo strike
48.49
IV
53.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
35.86
IV
92.9%
B/E move
3.5%
Puts
Pseudo strike
49.41
IV
51.5%
B/E move
1.3%

Options history

No recorded observations