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Modine Manufacturing Co MOD

i

Market dataready · fetched 2026-11-11T13:46:22.820Z

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 · 2026-11-11T13:42:33.346103284Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:46:22.304932+00:00

Share price$109.82
1D+0.0%
$109.77$109.80$109.82$109.85$109.885:30 AM6:30 AM9:00 AM1:00 PMMOD
Sold putSold call

Modine Manufacturing Co options

Live interpolated MOD call and put midpoint premiums by absolute delta.Modine Manufacturing Co$0.00$21.67$43.34$65.01$86.68$70.18$88.44$106.69$124.94$143.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MOD spot · $109.82MOD PRICE$1.17$1.62$2.09$2.56$2.77$2.97$3.18$3.65$4.21$4.76$5.32$5.87$3.12$4.14$5.22$6.77$8.50$10.43$13.04$16.46$21.22$28.44$80.34
Puts——
Calls——
Skew——
Implied moveBearish±$16.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.1863.5%10.5%93.16143.1%18.0%
25Δ118.4064.2%9.3%96.85142.5%15.6%
30Δ116.7465.3%8.2%100.34140.4%13.4%
35Δ115.0766.5%7.1%103.38144.8%12.0%
40Δ113.5060.8%5.9%106.52148.9%10.7%
45Δ111.9354.8%4.6%109.79152.9%9.5%
50Δ110.3548.7%3.4%113.51159.5%8.5%
55Δ109.2346.7%2.8%117.88169.5%7.7%
60Δ108.2345.9%2.4%123.43184.2%6.9%
65Δ107.2345.0%2.0%131.32205.3%6.3%
70Δ106.2344.1%1.6%
75Δ105.2343.3%1.2%183.44339.1%6.1%
80Δ

20Δ

Calls
Pseudo strike
120.18
IV
63.5%
B/E move
10.5%
Puts
Pseudo strike
93.16
IV
143.1%
B/E move
18.0%

25Δ

Calls
Pseudo strike
118.40
IV
64.2%
B/E move
9.3%
Puts
Pseudo strike
96.85
IV
142.5%
B/E move
15.6%

30Δ

Calls
Pseudo strike
116.74
IV
65.3%
B/E move
8.2%
Puts
Pseudo strike
100.34
IV
140.4%
B/E move
13.4%

35Δ

Calls
Pseudo strike
115.07
IV
66.5%
B/E move
7.1%
Puts
Pseudo strike
103.38
IV
144.8%
B/E move
12.0%

40Δ

Calls
Pseudo strike
113.50
IV
60.8%
B/E move
5.9%
Puts
Pseudo strike
106.52
IV
148.9%
B/E move
10.7%

45Δ

Calls
Pseudo strike
111.93
IV
54.8%
B/E move
4.6%
Puts
Pseudo strike
109.79
IV
152.9%
B/E move
9.5%

50Δ

Calls
Pseudo strike
110.35
IV
48.7%
B/E move
3.4%
Puts
Pseudo strike
113.51
IV
159.5%
B/E move
8.5%

55Δ

Calls
Pseudo strike
109.23
IV
46.7%
B/E move
2.8%
Puts
Pseudo strike
117.88
IV
169.5%
B/E move
7.7%

60Δ

Calls
Pseudo strike
108.23
IV
45.9%
B/E move
2.4%
Puts
Pseudo strike
123.43
IV
184.2%
B/E move
6.9%

65Δ

Calls
Pseudo strike
107.23
IV
45.0%
B/E move
2.0%
Puts
Pseudo strike
131.32
IV
205.3%
B/E move
6.3%

70Δ

Calls
Pseudo strike
106.23
IV
44.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
105.23
IV
43.3%
B/E move
1.2%
Puts
Pseudo strike
183.44
IV
339.1%
B/E move
6.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend86.37%
Daily EOD
MOD79.2%83.0%86.9%2026-10-19: 79.74%2026-10-20: 79.85%2026-10-21: 79.72%2026-10-22: 83.90%2026-10-23: 82.75%2026-10-26: 82.97%2026-10-27: 83.37%2026-10-28: 84.19%2026-10-29: 83.72%2026-10-30: 86.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
79.74%
79.85%
79.72%
83.90%
82.75%
82.97%
83.37%
84.19%
83.72%
86.37%