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Morningstar, Inc. Common Stock MORN

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Market datapartial · fetched 2026-10-22T22:07:22.891Z

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 · 2026-10-22T20:00:08.993695871Z

FundamentalsAlpha Vantage · unavailable

Share price$223.33
1D+2.4%
AH$217$220$222$224$2275:30 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$2.04$9.54$17.03$24.53$32.03$174.18$195.84$217.51$239.17$260.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MORN spot · $223.33MORN PRICE$2.85$3.92$4.99$6.33$7.77$9.22$10.96$12.69$14.71$17.19$19.66$23.17$26.83$3.71$4.89$6.12$7.62$9.12$10.98$13.08$15.17$17.58$20.01$22.80$26.18$29.87
PutsExpensive1.54×
CallsExpensive1.23×
SkewBearish+0.38 pp
Implied moveBearish±$24.03
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ249.8042.8%13.1%201.1749.1%11.6%
25Δ245.4343.4%11.7%206.0348.2%9.9%
30Δ241.0744.1%10.2%210.7147.3%8.4%
35Δ237.1844.9%9.0%214.6047.0%7.3%
40Δ233.4645.8%8.0%218.5046.7%6.2%
45Δ229.7346.6%7.0%222.3246.8%5.4%
50Δ226.0146.6%6.1%226.0947.1%4.6%
55Δ222.2846.7%5.2%229.8647.3%3.9%
60Δ218.4647.0%4.4%233.7346.7%3.2%
65Δ214.5047.5%3.7%237.6146.1%2.6%
70Δ210.5448.1%3.1%241.7345.5%2.0%
75Δ205.7849.0%2.5%246.2545.0%1.5%
80Δ200.8949.9%2.0%251.0244.4%1.0%

20Δ

Calls
Pseudo strike
249.80
IV
42.8%
B/E move
13.1%
Puts
Pseudo strike
201.17
IV
49.1%
B/E move
11.6%

25Δ

Calls
Pseudo strike
245.43
IV
43.4%
B/E move
11.7%
Puts
Pseudo strike
206.03
IV
48.2%
B/E move
9.9%

30Δ

Calls
Pseudo strike
241.07
IV
44.1%
B/E move
10.2%
Puts
Pseudo strike
210.71
IV
47.3%
B/E move
8.4%

35Δ

Calls
Pseudo strike
237.18
IV
44.9%
B/E move
9.0%
Puts
Pseudo strike
214.60
IV
47.0%
B/E move
7.3%

40Δ

Calls
Pseudo strike
233.46
IV
45.8%
B/E move
8.0%
Puts
Pseudo strike
218.50
IV
46.7%
B/E move
6.2%

45Δ

Calls
Pseudo strike
229.73
IV
46.6%
B/E move
7.0%
Puts
Pseudo strike
222.32
IV
46.8%
B/E move
5.4%

50Δ

Calls
Pseudo strike
226.01
IV
46.6%
B/E move
6.1%
Puts
Pseudo strike
226.09
IV
47.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
222.28
IV
46.7%
B/E move
5.2%
Puts
Pseudo strike
229.86
IV
47.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
218.46
IV
47.0%
B/E move
4.4%
Puts
Pseudo strike
233.73
IV
46.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
214.50
IV
47.5%
B/E move
3.7%
Puts
Pseudo strike
237.61
IV
46.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
210.54
IV
48.1%
B/E move
3.1%
Puts
Pseudo strike
241.73
IV
45.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
205.78
IV
49.0%
B/E move
2.5%
Puts
Pseudo strike
246.25
IV
45.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
200.89
IV
49.9%
B/E move
2.0%
Puts
Pseudo strike
251.02
IV
44.4%
B/E move
1.0%

Options history

No recorded observations