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Morningstar, Inc. Common Stock MORN

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Market dataready · fetched 2026-11-12T02:41:40.815Z

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 · 2026-11-11T21:00:00.219227501Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:41:40.070108+00:00

Share price$248.65
1D+0.9%
AH$244$245$246$248$2495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMORN
Sold putSold callAH

Morningstar, Inc. Common Stock options

Live interpolated MORN call and put midpoint premiums by absolute delta.Morningstar, Inc. Common Stock$1.95$6.59$11.24$15.88$20.53$226.16$236.65$247.14$257.62$268.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MORN spot · $248.65MORN PRICE$2.45$2.45$2.89$3.46$4.02$4.58$5.46$6.77$8.07$9.38$10.68$12.28$14.37$2.62$3.18$3.75$4.69$5.64$6.60$7.56$8.93$10.41$11.89$13.37$15.89$19.19
PutsExpensive1.42×
CallsExpensive1.09×
SkewBearish+7.86 pp
Implied moveBearish±$13.02
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ270.1759.5%9.6%231.2658.6%8.0%
25Δ261.7544.8%6.3%235.5353.6%6.6%
30Δ258.1940.5%5.0%239.8048.5%5.1%
35Δ255.8938.9%4.3%242.3047.8%4.4%
40Δ253.6037.3%3.6%244.7047.2%3.9%
45Δ251.3135.7%2.9%247.1146.7%3.3%
50Δ249.1535.2%2.4%249.5146.1%2.7%
55Δ247.1736.2%2.1%251.8945.8%2.3%
60Δ245.1937.1%1.9%254.2645.5%1.9%
65Δ243.2238.0%1.6%256.6245.2%1.6%
70Δ241.2439.0%1.3%258.9944.8%1.2%
75Δ239.0139.2%1.1%262.2345.5%0.9%
80Δ236.3738.4%0.8%266.1146.9%0.7%

20Δ

Calls
Pseudo strike
270.17
IV
59.5%
B/E move
9.6%
Puts
Pseudo strike
231.26
IV
58.6%
B/E move
8.0%

25Δ

Calls
Pseudo strike
261.75
IV
44.8%
B/E move
6.3%
Puts
Pseudo strike
235.53
IV
53.6%
B/E move
6.6%

30Δ

Calls
Pseudo strike
258.19
IV
40.5%
B/E move
5.0%
Puts
Pseudo strike
239.80
IV
48.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
255.89
IV
38.9%
B/E move
4.3%
Puts
Pseudo strike
242.30
IV
47.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
253.60
IV
37.3%
B/E move
3.6%
Puts
Pseudo strike
244.70
IV
47.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
251.31
IV
35.7%
B/E move
2.9%
Puts
Pseudo strike
247.11
IV
46.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
249.15
IV
35.2%
B/E move
2.4%
Puts
Pseudo strike
249.51
IV
46.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
247.17
IV
36.2%
B/E move
2.1%
Puts
Pseudo strike
251.89
IV
45.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
245.19
IV
37.1%
B/E move
1.9%
Puts
Pseudo strike
254.26
IV
45.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
243.22
IV
38.0%
B/E move
1.6%
Puts
Pseudo strike
256.62
IV
45.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
241.24
IV
39.0%
B/E move
1.3%
Puts
Pseudo strike
258.99
IV
44.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
239.01
IV
39.2%
B/E move
1.1%
Puts
Pseudo strike
262.23
IV
45.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
236.37
IV
38.4%
B/E move
0.8%
Puts
Pseudo strike
266.11
IV
46.9%
B/E move
0.7%

Options history

IV · four-Friday blend40.76%
Daily EOD
MORN39.0%41.1%43.3%2026-10-19: 41.27%2026-10-20: 40.95%2026-10-21: 40.87%2026-10-22: 41.94%2026-10-23: 41.61%2026-10-26: 42.67%2026-10-27: 42.98%2026-10-28: 42.32%2026-10-29: 39.30%2026-10-30: 40.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.27%
40.95%
40.87%
41.94%
41.61%
42.67%
42.98%
42.32%
39.30%
40.76%