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Movado Group, Inc. MOV

i

Market dataready · fetched 2026-11-11T15:53:26.428Z

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 · 2026-11-11T15:52:35.818184092Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-11T15:53:25.754726+00:00

Share price$32.09
1D-0.2%
$31.74$31.85$31.97$32.08$32.195:30 AM6:30 AM9:00 AM1:00 PMMOV
Sold putSold call

Movado Group, Inc. options

Live interpolated MOV call and put midpoint premiums by absolute delta.Movado Group, Inc.$0.25$0.98$1.70$2.42$3.15$28.52$30.30$32.08$33.86$35.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MOV spot · $32.09MOV PRICE$0.33$0.50$0.67$0.84$1.01$1.18$1.35$1.52$1.69$1.85$2.02$2.19$2.36$0.38$0.53$0.75$0.97$1.19$1.41$1.63$1.84$2.06$2.28$2.50$2.72$2.94
PutsExpensive1.62×
CallsFair1.00×
SkewBearish+0.44 pp
Implied moveBearish±$2.97
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.9960.2%10.1%29.3767.7%9.7%
25Δ34.5859.5%9.3%30.2957.5%7.3%
30Δ34.1758.9%8.6%30.6957.1%6.7%
35Δ33.7658.2%7.8%31.0956.8%6.1%
40Δ33.3657.5%7.1%31.4956.4%5.6%
45Δ32.9556.8%6.3%31.8956.1%5.0%
50Δ32.5456.1%5.6%32.3055.7%4.4%
55Δ32.1355.4%4.9%32.7055.4%3.9%
60Δ31.7254.7%4.1%33.1055.0%3.3%
65Δ31.3154.0%3.4%33.5054.7%2.7%
70Δ30.9153.3%2.6%33.9054.4%2.2%
75Δ30.5052.6%1.9%34.3054.0%1.6%
80Δ30.0951.9%1.1%34.7053.7%1.0%

20Δ

Calls
Pseudo strike
34.99
IV
60.2%
B/E move
10.1%
Puts
Pseudo strike
29.37
IV
67.7%
B/E move
9.7%

25Δ

Calls
Pseudo strike
34.58
IV
59.5%
B/E move
9.3%
Puts
Pseudo strike
30.29
IV
57.5%
B/E move
7.3%

30Δ

Calls
Pseudo strike
34.17
IV
58.9%
B/E move
8.6%
Puts
Pseudo strike
30.69
IV
57.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
33.76
IV
58.2%
B/E move
7.8%
Puts
Pseudo strike
31.09
IV
56.8%
B/E move
6.1%

40Δ

Calls
Pseudo strike
33.36
IV
57.5%
B/E move
7.1%
Puts
Pseudo strike
31.49
IV
56.4%
B/E move
5.6%

45Δ

Calls
Pseudo strike
32.95
IV
56.8%
B/E move
6.3%
Puts
Pseudo strike
31.89
IV
56.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
32.54
IV
56.1%
B/E move
5.6%
Puts
Pseudo strike
32.30
IV
55.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
32.13
IV
55.4%
B/E move
4.9%
Puts
Pseudo strike
32.70
IV
55.4%
B/E move
3.9%

60Δ

Calls
Pseudo strike
31.72
IV
54.7%
B/E move
4.1%
Puts
Pseudo strike
33.10
IV
55.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
31.31
IV
54.0%
B/E move
3.4%
Puts
Pseudo strike
33.50
IV
54.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
30.91
IV
53.3%
B/E move
2.6%
Puts
Pseudo strike
33.90
IV
54.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
30.50
IV
52.6%
B/E move
1.9%
Puts
Pseudo strike
34.30
IV
54.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
30.09
IV
51.9%
B/E move
1.1%
Puts
Pseudo strike
34.70
IV
53.7%
B/E move
1.0%

Options history

IV · four-Friday blend46.20%
Daily EOD
MOV40.1%43.4%46.7%2026-10-19: 40.53%2026-10-28: 46.20%Oct 19Oct 28
2 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
40.53%
46.20%