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Morningstar Inc MORN

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
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Market dataready · fetched 2026-10-24T04:29:22.585Z

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 · 2026-10-23T20:12:26.300296347Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:29:22.903006+00:00

Share price$224.00
1D+1.0%
AH$221$222$223$224$2255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMORN
Sold putSold callAH

Morningstar Inc options

Live interpolated MORN call and put midpoint premiums by absolute delta.Morningstar Inc$1.97$9.15$16.33$23.50$30.68$174.08$196.00$217.93$239.85$261.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MORN spot · $224.00MORN PRICE$2.75$3.91$5.06$6.29$7.59$8.88$10.74$12.60$14.60$17.13$19.67$23.81$28.61$3.66$4.81$6.06$7.49$8.91$10.53$12.21$13.89$16.13$18.39$20.78$23.73$26.67
PutsExpensive1.58×
CallsExpensive1.23×
SkewBullish-1.68 pp
Implied moveBearish±$22.95
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ248.2640.8%12.1%202.0249.9%11.4%
25Δ244.9143.2%11.1%206.8949.1%9.8%
30Δ241.5645.5%10.1%211.4048.3%8.3%
35Δ237.9046.5%9.0%215.3047.9%7.2%
40Δ233.9746.4%7.8%219.2047.4%6.1%
45Δ230.0546.3%6.7%222.8146.7%5.2%
50Δ226.4346.9%5.9%226.3445.9%4.4%
55Δ222.8247.6%5.1%229.8745.1%3.6%
60Δ219.1348.3%4.3%233.4644.6%3.0%
65Δ215.1448.9%3.7%237.0544.0%2.4%
70Δ211.1649.5%3.0%240.7243.4%1.8%
75Δ205.8752.2%2.5%244.7042.4%1.4%
80Δ200.0555.7%2.1%248.6841.4%0.9%

20Δ

Calls
Pseudo strike
248.26
IV
40.8%
B/E move
12.1%
Puts
Pseudo strike
202.02
IV
49.9%
B/E move
11.4%

25Δ

Calls
Pseudo strike
244.91
IV
43.2%
B/E move
11.1%
Puts
Pseudo strike
206.89
IV
49.1%
B/E move
9.8%

30Δ

Calls
Pseudo strike
241.56
IV
45.5%
B/E move
10.1%
Puts
Pseudo strike
211.40
IV
48.3%
B/E move
8.3%

35Δ

Calls
Pseudo strike
237.90
IV
46.5%
B/E move
9.0%
Puts
Pseudo strike
215.30
IV
47.9%
B/E move
7.2%

40Δ

Calls
Pseudo strike
233.97
IV
46.4%
B/E move
7.8%
Puts
Pseudo strike
219.20
IV
47.4%
B/E move
6.1%

45Δ

Calls
Pseudo strike
230.05
IV
46.3%
B/E move
6.7%
Puts
Pseudo strike
222.81
IV
46.7%
B/E move
5.2%

50Δ

Calls
Pseudo strike
226.43
IV
46.9%
B/E move
5.9%
Puts
Pseudo strike
226.34
IV
45.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
222.82
IV
47.6%
B/E move
5.1%
Puts
Pseudo strike
229.87
IV
45.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
219.13
IV
48.3%
B/E move
4.3%
Puts
Pseudo strike
233.46
IV
44.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
215.14
IV
48.9%
B/E move
3.7%
Puts
Pseudo strike
237.05
IV
44.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
211.16
IV
49.5%
B/E move
3.0%
Puts
Pseudo strike
240.72
IV
43.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
205.87
IV
52.2%
B/E move
2.5%
Puts
Pseudo strike
244.70
IV
42.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
200.05
IV
55.7%
B/E move
2.1%
Puts
Pseudo strike
248.68
IV
41.4%
B/E move
0.9%

Options history

No recorded observations