IntraAlpha
Create free account Start free

Movado Group, Inc. MOV

i

Market datapartial · fetched 2026-10-23T02:39:48.539Z

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 · 2026-10-22T23:00:00.002128242Z

FundamentalsAlpha Vantage · unavailable

Share price$32.28
1D+0.1%
AH$31.65$31.93$32.20$32.48$32.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMOV
Sold putSold callAH

Movado Group, Inc. options

Live interpolated MOV call and put midpoint premiums by absolute delta.Movado Group, Inc.$0.39$2.06$3.73$5.40$7.07$27.60$30.11$32.61$35.11$37.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MOV spot · $32.28MOV PRICE$0.58$0.66$0.75$0.99$1.23$1.47$1.71$1.95$2.19$2.43$2.67$2.91$4.83$0.58$0.61$0.86$1.11$1.35$1.60$1.85$2.10$2.35$2.60$2.85$3.11$6.58
PutsExpensive1.48×
CallsExpensive1.63×
SkewBullish-7.28 pp
Implied moveBearish±$3.56
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.6672.1%27.8%28.4658.0%13.6%
25Δ37.6858.2%18.8%30.2538.4%8.2%
30Δ34.9545.7%10.6%30.7338.3%7.5%
35Δ34.4145.3%9.7%31.2038.3%6.8%
40Δ33.8744.9%8.7%31.6838.2%6.1%
45Δ33.3344.5%7.8%32.1538.2%5.4%
50Δ32.7944.1%6.9%32.6338.1%4.7%
55Δ32.2543.7%5.9%33.1038.1%4.0%
60Δ31.7143.3%5.0%33.5838.1%3.3%
65Δ31.1842.9%4.1%34.0538.0%2.6%
70Δ30.6442.5%3.2%34.5338.0%1.9%
75Δ30.1042.1%2.2%35.0138.0%1.2%
80Δ28.0757.9%1.9%38.5455.0%1.0%

20Δ

Calls
Pseudo strike
40.66
IV
72.1%
B/E move
27.8%
Puts
Pseudo strike
28.46
IV
58.0%
B/E move
13.6%

25Δ

Calls
Pseudo strike
37.68
IV
58.2%
B/E move
18.8%
Puts
Pseudo strike
30.25
IV
38.4%
B/E move
8.2%

30Δ

Calls
Pseudo strike
34.95
IV
45.7%
B/E move
10.6%
Puts
Pseudo strike
30.73
IV
38.3%
B/E move
7.5%

35Δ

Calls
Pseudo strike
34.41
IV
45.3%
B/E move
9.7%
Puts
Pseudo strike
31.20
IV
38.3%
B/E move
6.8%

40Δ

Calls
Pseudo strike
33.87
IV
44.9%
B/E move
8.7%
Puts
Pseudo strike
31.68
IV
38.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
33.33
IV
44.5%
B/E move
7.8%
Puts
Pseudo strike
32.15
IV
38.2%
B/E move
5.4%

50Δ

Calls
Pseudo strike
32.79
IV
44.1%
B/E move
6.9%
Puts
Pseudo strike
32.63
IV
38.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
32.25
IV
43.7%
B/E move
5.9%
Puts
Pseudo strike
33.10
IV
38.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
31.71
IV
43.3%
B/E move
5.0%
Puts
Pseudo strike
33.58
IV
38.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
31.18
IV
42.9%
B/E move
4.1%
Puts
Pseudo strike
34.05
IV
38.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
30.64
IV
42.5%
B/E move
3.2%
Puts
Pseudo strike
34.53
IV
38.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
30.10
IV
42.1%
B/E move
2.2%
Puts
Pseudo strike
35.01
IV
38.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
28.07
IV
57.9%
B/E move
1.9%
Puts
Pseudo strike
38.54
IV
55.0%
B/E move
1.0%

Options history

No recorded observations