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Modine Manufacturing Company MOD

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-22T21:08:33.380Z

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 · 2026-10-22T20:10:00.002254477Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:08:32.461448+00:00

Share price$135.17
1D-6.2%
AH$133$136$139$142$1455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMOD
Sold putSold callAH

Modine Manufacturing Company options

Live interpolated MOD call and put midpoint premiums by absolute delta.Modine Manufacturing Company$2.33$13.85$25.37$36.89$48.41$86.17$117.95$149.74$181.52$213.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MOD spot · $135.17MOD PRICE$3.58$4.71$6.19$7.40$8.81$10.53$12.41$14.29$16.86$19.33$21.27$24.15$28.16$4.78$6.43$8.24$10.19$12.31$14.72$17.60$20.71$24.10$27.84$32.22$37.82$45.09
PutsExpensive1.06×
CallsExpensive1.32×
SkewBearish+1.10 pp
Implied moveBearish±$30.01
TiltBearish19.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ176.0995.0%32.9%111.6697.6%20.9%
25Δ167.8793.7%27.7%116.9497.5%18.2%
30Δ162.5397.2%24.8%121.9097.3%15.9%
35Δ155.8394.9%20.8%126.6896.7%13.8%
40Δ150.1393.7%17.6%131.3296.0%12.0%
45Δ145.3394.8%15.3%135.9595.7%10.3%
50Δ140.6195.6%13.2%140.7196.5%8.9%
55Δ135.9195.1%11.1%145.6396.6%7.6%
60Δ131.3198.0%9.6%150.7196.3%6.3%
65Δ126.6498.3%8.0%156.0395.7%5.2%
70Δ122.2894.1%6.2%161.8595.2%4.1%
75Δ117.4793.3%4.8%168.7295.7%3.2%
80Δ112.0295.6%3.7%177.1696.9%2.3%

20Δ

Calls
Pseudo strike
176.09
IV
95.0%
B/E move
32.9%
Puts
Pseudo strike
111.66
IV
97.6%
B/E move
20.9%

25Δ

Calls
Pseudo strike
167.87
IV
93.7%
B/E move
27.7%
Puts
Pseudo strike
116.94
IV
97.5%
B/E move
18.2%

30Δ

Calls
Pseudo strike
162.53
IV
97.2%
B/E move
24.8%
Puts
Pseudo strike
121.90
IV
97.3%
B/E move
15.9%

35Δ

Calls
Pseudo strike
155.83
IV
94.9%
B/E move
20.8%
Puts
Pseudo strike
126.68
IV
96.7%
B/E move
13.8%

40Δ

Calls
Pseudo strike
150.13
IV
93.7%
B/E move
17.6%
Puts
Pseudo strike
131.32
IV
96.0%
B/E move
12.0%

45Δ

Calls
Pseudo strike
145.33
IV
94.8%
B/E move
15.3%
Puts
Pseudo strike
135.95
IV
95.7%
B/E move
10.3%

50Δ

Calls
Pseudo strike
140.61
IV
95.6%
B/E move
13.2%
Puts
Pseudo strike
140.71
IV
96.5%
B/E move
8.9%

55Δ

Calls
Pseudo strike
135.91
IV
95.1%
B/E move
11.1%
Puts
Pseudo strike
145.63
IV
96.6%
B/E move
7.6%

60Δ

Calls
Pseudo strike
131.31
IV
98.0%
B/E move
9.6%
Puts
Pseudo strike
150.71
IV
96.3%
B/E move
6.3%

65Δ

Calls
Pseudo strike
126.64
IV
98.3%
B/E move
8.0%
Puts
Pseudo strike
156.03
IV
95.7%
B/E move
5.2%

70Δ

Calls
Pseudo strike
122.28
IV
94.1%
B/E move
6.2%
Puts
Pseudo strike
161.85
IV
95.2%
B/E move
4.1%

75Δ

Calls
Pseudo strike
117.47
IV
93.3%
B/E move
4.8%
Puts
Pseudo strike
168.72
IV
95.7%
B/E move
3.2%

80Δ

Calls
Pseudo strike
112.02
IV
95.6%
B/E move
3.7%
Puts
Pseudo strike
177.16
IV
96.9%
B/E move
2.3%

Options history

No recorded observations