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Monro, Inc. Common Stock MNRO

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-12T14:56:26.926Z

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 · 2026-11-12T14:55:58.265445664Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:56:26.563759+00:00

Share price$11.39
1D+0.4%
$11.33$11.41$11.49$11.57$11.655:30 AM6:30 AM9:00 AM1:00 PMMNRO
Sold putSold call

Monro, Inc. Common Stock options

Live interpolated MNRO call and put midpoint premiums by absolute delta.Monro, Inc. Common Stock$0.19$0.64$1.08$1.53$1.98$9.02$10.26$11.51$12.76$14.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MNRO spot · $11.39MNRO PRICE$0.24$0.30$0.36$0.45$0.59$0.73$0.87$1.01$1.15$1.29$1.43$1.57$1.85$0.38$0.40$0.47$0.54$0.61$0.68$0.75$0.82$0.89$0.96$1.03$1.10$1.17
PutsExpensive1.62×
CallsExpensive2.33×
SkewBullish-14.07 pp
Implied moveBullish±$1.62
TiltBullish9.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.13137.6%26.2%9.22190.2%22.4%
25Δ13.51130.5%21.3%10.06140.3%15.1%
30Δ12.89123.5%16.4%10.28133.6%13.9%
35Δ12.40119.2%12.8%10.49127.0%12.6%
40Δ12.13119.8%11.7%10.70120.3%11.4%
45Δ11.85120.5%10.5%10.92113.7%10.1%
50Δ11.58121.1%9.3%11.13107.0%8.9%
55Δ11.31121.7%8.1%11.34100.4%7.6%
60Δ11.03122.4%6.9%11.5693.7%6.3%
65Δ10.76123.0%5.8%11.7787.1%5.1%
70Δ10.49123.6%4.6%11.9880.4%3.8%
75Δ10.21124.3%3.4%12.2073.8%2.6%
80Δ9.81130.4%2.4%12.4167.2%1.3%

20Δ

Calls
Pseudo strike
14.13
IV
137.6%
B/E move
26.2%
Puts
Pseudo strike
9.22
IV
190.2%
B/E move
22.4%

25Δ

Calls
Pseudo strike
13.51
IV
130.5%
B/E move
21.3%
Puts
Pseudo strike
10.06
IV
140.3%
B/E move
15.1%

30Δ

Calls
Pseudo strike
12.89
IV
123.5%
B/E move
16.4%
Puts
Pseudo strike
10.28
IV
133.6%
B/E move
13.9%

35Δ

Calls
Pseudo strike
12.40
IV
119.2%
B/E move
12.8%
Puts
Pseudo strike
10.49
IV
127.0%
B/E move
12.6%

40Δ

Calls
Pseudo strike
12.13
IV
119.8%
B/E move
11.7%
Puts
Pseudo strike
10.70
IV
120.3%
B/E move
11.4%

45Δ

Calls
Pseudo strike
11.85
IV
120.5%
B/E move
10.5%
Puts
Pseudo strike
10.92
IV
113.7%
B/E move
10.1%

50Δ

Calls
Pseudo strike
11.58
IV
121.1%
B/E move
9.3%
Puts
Pseudo strike
11.13
IV
107.0%
B/E move
8.9%

55Δ

Calls
Pseudo strike
11.31
IV
121.7%
B/E move
8.1%
Puts
Pseudo strike
11.34
IV
100.4%
B/E move
7.6%

60Δ

Calls
Pseudo strike
11.03
IV
122.4%
B/E move
6.9%
Puts
Pseudo strike
11.56
IV
93.7%
B/E move
6.3%

65Δ

Calls
Pseudo strike
10.76
IV
123.0%
B/E move
5.8%
Puts
Pseudo strike
11.77
IV
87.1%
B/E move
5.1%

70Δ

Calls
Pseudo strike
10.49
IV
123.6%
B/E move
4.6%
Puts
Pseudo strike
11.98
IV
80.4%
B/E move
3.8%

75Δ

Calls
Pseudo strike
10.21
IV
124.3%
B/E move
3.4%
Puts
Pseudo strike
12.20
IV
73.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
9.81
IV
130.4%
B/E move
2.4%
Puts
Pseudo strike
12.41
IV
67.2%
B/E move
1.3%

Options history

IV · four-Friday blend68.12%
Daily EOD
MNRO67.0%75.4%83.8%2026-10-19: 73.51%2026-10-20: 74.04%2026-10-21: 72.81%2026-10-22: 71.66%2026-10-23: 81.62%2026-10-26: 74.52%2026-10-27: 82.65%2026-10-28: 77.42%2026-10-29: 70.19%2026-10-30: 68.12%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.51%
74.04%
72.81%
71.66%
81.62%
74.52%
82.65%
77.42%
70.19%
68.12%