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Motorcar Parts of America, Inc. Common Stock MPAA

i

Market dataready · fetched 2026-11-13T00:47:57.700Z

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 · 2026-11-12T21:00:01.888801526Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:47:57.129863+00:00

Share price$7.71
1D+0.9%
AH$7.57$7.64$7.70$7.77$7.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMPAA
Sold putSold callAH

Motorcar Parts of America, Inc. Common Stock options

Live interpolated MPAA call and put midpoint premiums by absolute delta.Motorcar Parts of America, Inc. Common Stock$0.33$0.88$1.43$1.98$2.53$4.20$6.04$7.87$9.71$11.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MPAA spot · $7.71MPAA PRICE$0.42$0.39$0.40$0.40$0.40$0.40$0.40$0.40$0.40$0.56$0.58$0.61$0.64$0.67$0.87$1.08$1.30$1.51$1.73$1.94$2.15$2.37
PutsExpensive1.08×
Calls——
Skew——
Implied moveBearish±$1.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.37437.7%117.8%4.52547.9%48.6%
25Δ11.32283.9%51.9%5.25457.2%39.6%
30Δ9.89229.2%33.4%5.97366.6%30.5%
35Δ9.53204.6%28.9%6.70275.9%21.5%
40Δ9.18179.9%24.3%7.42185.3%12.4%
45Δ8.83155.3%19.7%7.77175.2%10.5%
50Δ8.48130.6%15.2%8.07174.5%9.3%
55Δ8.13106.0%10.6%8.37173.9%8.2%
60Δ7.7881.3%6.0%8.68173.3%7.1%
65Δ8.98172.7%5.9%
70Δ9.28172.1%4.8%
75Δ9.58171.4%3.6%
80Δ9.89170.8%2.5%

20Δ

Calls
Pseudo strike
16.37
IV
437.7%
B/E move
117.8%
Puts
Pseudo strike
4.52
IV
547.9%
B/E move
48.6%

25Δ

Calls
Pseudo strike
11.32
IV
283.9%
B/E move
51.9%
Puts
Pseudo strike
5.25
IV
457.2%
B/E move
39.6%

30Δ

Calls
Pseudo strike
9.89
IV
229.2%
B/E move
33.4%
Puts
Pseudo strike
5.97
IV
366.6%
B/E move
30.5%

35Δ

Calls
Pseudo strike
9.53
IV
204.6%
B/E move
28.9%
Puts
Pseudo strike
6.70
IV
275.9%
B/E move
21.5%

40Δ

Calls
Pseudo strike
9.18
IV
179.9%
B/E move
24.3%
Puts
Pseudo strike
7.42
IV
185.3%
B/E move
12.4%

45Δ

Calls
Pseudo strike
8.83
IV
155.3%
B/E move
19.7%
Puts
Pseudo strike
7.77
IV
175.2%
B/E move
10.5%

50Δ

Calls
Pseudo strike
8.48
IV
130.6%
B/E move
15.2%
Puts
Pseudo strike
8.07
IV
174.5%
B/E move
9.3%

55Δ

Calls
Pseudo strike
8.13
IV
106.0%
B/E move
10.6%
Puts
Pseudo strike
8.37
IV
173.9%
B/E move
8.2%

60Δ

Calls
Pseudo strike
7.78
IV
81.3%
B/E move
6.0%
Puts
Pseudo strike
8.68
IV
173.3%
B/E move
7.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.98
IV
172.7%
B/E move
5.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.28
IV
172.1%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.58
IV
171.4%
B/E move
3.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.89
IV
170.8%
B/E move
2.5%

Options history

IV · four-Friday blend89.82%
Daily EOD
MPAA74.9%83.7%92.5%2026-10-19: 88.89%2026-10-20: 76.16%2026-10-22: 89.30%2026-10-23: 81.91%2026-10-26: 84.59%2026-10-27: 80.04%2026-10-28: 91.32%2026-10-30: 89.82%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.89%
76.16%
89.30%
81.91%
84.59%
80.04%
91.32%
89.82%