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Molina Healthcare, Inc. MOH

HEALTHCARE · HEALTHCARE PLANS
i

Market dataready · fetched 2026-11-13T02:14:08.160Z

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 · 2026-11-13T00:00:00.001885251Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:14:07.777768+00:00

Share price$209.85
1D+2.5%
AH$203$205$207$209$2115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMOH
Sold putSold callAH

Molina Healthcare, Inc. options

Live interpolated MOH call and put midpoint premiums by absolute delta.Molina Healthcare, Inc.$1.07$6.24$11.42$16.60$21.77$186.63$199.90$213.16$226.43$239.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MOH spot · $209.85MOH PRICE$1.63$2.10$2.72$3.38$4.04$4.70$5.36$6.46$7.74$9.01$10.28$11.55$13.78$1.74$2.37$3.13$3.89$4.65$5.42$6.44$8.05$9.66$11.27$12.88$16.50$20.28
PutsCheap0.87×
CallsExpensive1.07×
SkewBearish+5.10 pp
Implied moveBearish±$11.80
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ224.0947.5%7.6%198.4047.2%6.3%
25Δ220.7446.6%6.2%200.5748.3%5.5%
30Δ218.4646.1%5.4%202.5848.3%5.0%
35Δ216.4845.8%4.8%204.5848.2%4.4%
40Δ214.5145.5%4.1%206.5948.2%3.8%
45Δ212.5345.1%3.5%208.6048.2%3.2%
50Δ210.5644.8%2.9%210.6948.6%2.7%
55Δ208.5945.0%2.5%212.9850.0%2.3%
60Δ206.6445.5%2.2%215.2651.5%2.0%
65Δ204.6845.9%1.8%217.5552.9%1.7%
70Δ202.7246.4%1.5%219.8454.4%1.4%
75Δ200.7746.9%1.2%223.9858.1%1.1%
80Δ197.9948.7%0.9%228.2762.1%0.9%

20Δ

Calls
Pseudo strike
224.09
IV
47.5%
B/E move
7.6%
Puts
Pseudo strike
198.40
IV
47.2%
B/E move
6.3%

25Δ

Calls
Pseudo strike
220.74
IV
46.6%
B/E move
6.2%
Puts
Pseudo strike
200.57
IV
48.3%
B/E move
5.5%

30Δ

Calls
Pseudo strike
218.46
IV
46.1%
B/E move
5.4%
Puts
Pseudo strike
202.58
IV
48.3%
B/E move
5.0%

35Δ

Calls
Pseudo strike
216.48
IV
45.8%
B/E move
4.8%
Puts
Pseudo strike
204.58
IV
48.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
214.51
IV
45.5%
B/E move
4.1%
Puts
Pseudo strike
206.59
IV
48.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
212.53
IV
45.1%
B/E move
3.5%
Puts
Pseudo strike
208.60
IV
48.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
210.56
IV
44.8%
B/E move
2.9%
Puts
Pseudo strike
210.69
IV
48.6%
B/E move
2.7%

55Δ

Calls
Pseudo strike
208.59
IV
45.0%
B/E move
2.5%
Puts
Pseudo strike
212.98
IV
50.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
206.64
IV
45.5%
B/E move
2.2%
Puts
Pseudo strike
215.26
IV
51.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
204.68
IV
45.9%
B/E move
1.8%
Puts
Pseudo strike
217.55
IV
52.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
202.72
IV
46.4%
B/E move
1.5%
Puts
Pseudo strike
219.84
IV
54.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
200.77
IV
46.9%
B/E move
1.2%
Puts
Pseudo strike
223.98
IV
58.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
197.99
IV
48.7%
B/E move
0.9%
Puts
Pseudo strike
228.27
IV
62.1%
B/E move
0.9%

Options history

IV · four-Friday blend48.03%
Daily EOD
MOH40.9%47.1%53.4%2026-10-19: 52.42%2026-10-20: 52.52%2026-10-21: 51.11%2026-10-22: 44.88%2026-10-23: 44.61%2026-10-26: 44.19%2026-10-27: 44.86%2026-10-28: 41.73%2026-10-29: 43.45%2026-10-30: 48.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.42%
52.52%
51.11%
44.88%
44.61%
44.19%
44.86%
41.73%
43.45%
48.03%