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MakeMyTrip Limited Ordinary Shares MMYT

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Market datapartial · fetched 2026-10-23T21:56:08.894Z

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 · 2026-10-23T20:00:02.062939251Z

FundamentalsAlpha Vantage · unavailable

Share price$42.09
1D-4.7%
AH$41.90$42.51$43.11$43.72$44.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMMYT
Sold putSold callAH

MakeMyTrip Limited Ordinary Shares options

Live interpolated MMYT call and put midpoint premiums by absolute delta.MakeMyTrip Limited Ordinary Shares$0.82$3.26$5.69$8.13$10.56$32.20$38.09$43.98$49.86$55.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MMYT spot · $42.09MMYT PRICE$1.09$2.25$2.26$2.27$2.27$2.65$3.17$3.69$4.22$4.92$6.46$8.00$9.86$1.11$1.52$1.93$2.33$2.73$3.12$3.51$3.90$4.29$4.93$5.73$6.53$7.32
PutsExpensive1.09×
CallsExpensive1.82×
SkewBullish-32.41 pp
Implied moveBearish±$6.68
TiltBullish4.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.2293.1%31.4%36.4269.9%16.1%
25Δ67.08170.1%64.7%37.5571.5%14.4%
30Δ60.37140.5%48.8%38.6873.1%12.7%
35Δ53.66110.9%32.9%39.8274.8%10.9%
40Δ46.9581.3%16.9%40.8072.5%9.5%
45Δ44.2273.3%11.3%41.7569.6%8.2%
50Δ43.1174.0%10.0%42.7166.6%6.9%
55Δ42.0174.7%8.6%43.6663.6%5.5%
60Δ40.9175.4%7.2%44.6260.6%4.2%
65Δ39.6977.9%6.0%45.6458.7%3.3%
70Δ37.9288.9%5.4%46.7057.6%2.6%
75Δ36.1599.9%4.9%47.7756.4%2.0%
80Δ34.01111.6%4.2%48.8355.2%1.4%

20Δ

Calls
Pseudo strike
54.22
IV
93.1%
B/E move
31.4%
Puts
Pseudo strike
36.42
IV
69.9%
B/E move
16.1%

25Δ

Calls
Pseudo strike
67.08
IV
170.1%
B/E move
64.7%
Puts
Pseudo strike
37.55
IV
71.5%
B/E move
14.4%

30Δ

Calls
Pseudo strike
60.37
IV
140.5%
B/E move
48.8%
Puts
Pseudo strike
38.68
IV
73.1%
B/E move
12.7%

35Δ

Calls
Pseudo strike
53.66
IV
110.9%
B/E move
32.9%
Puts
Pseudo strike
39.82
IV
74.8%
B/E move
10.9%

40Δ

Calls
Pseudo strike
46.95
IV
81.3%
B/E move
16.9%
Puts
Pseudo strike
40.80
IV
72.5%
B/E move
9.5%

45Δ

Calls
Pseudo strike
44.22
IV
73.3%
B/E move
11.3%
Puts
Pseudo strike
41.75
IV
69.6%
B/E move
8.2%

50Δ

Calls
Pseudo strike
43.11
IV
74.0%
B/E move
10.0%
Puts
Pseudo strike
42.71
IV
66.6%
B/E move
6.9%

55Δ

Calls
Pseudo strike
42.01
IV
74.7%
B/E move
8.6%
Puts
Pseudo strike
43.66
IV
63.6%
B/E move
5.5%

60Δ

Calls
Pseudo strike
40.91
IV
75.4%
B/E move
7.2%
Puts
Pseudo strike
44.62
IV
60.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
39.69
IV
77.9%
B/E move
6.0%
Puts
Pseudo strike
45.64
IV
58.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
37.92
IV
88.9%
B/E move
5.4%
Puts
Pseudo strike
46.70
IV
57.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
36.15
IV
99.9%
B/E move
4.9%
Puts
Pseudo strike
47.77
IV
56.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
34.01
IV
111.6%
B/E move
4.2%
Puts
Pseudo strike
48.83
IV
55.2%
B/E move
1.4%

Options history

No recorded observations