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Motorcar Parts of America, Inc. Common Stock MPAA

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Market datapartial · fetched 2026-10-22T22:00:51.548Z

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 · 2026-10-22T20:00:00.659400157Z

FundamentalsAlpha Vantage · unavailable

Share price$10.14
1D+3.5%
AH$9.77$9.88$9.99$10.10$10.215:30 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$0.23$1.85$3.48$5.10$6.72$5.05$7.39$9.73$12.07$14.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MPAA spot · $10.14MPAA PRICE$0.40$0.46$0.50$0.64$0.79$0.93$1.08$1.23$1.44$1.77$2.11$2.44$2.78$0.86$0.98$1.10$1.21$1.33$1.75$2.26$2.77$3.27$3.78$4.29$4.80$6.26
PutsExpensive3.79×
CallsExpensive2.92×
SkewBearish+28.98 pp
Implied moveBearish±$3.34
TiltBearish35.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.43155.4%66.1%7.40201.0%35.5%
25Δ14.69136.1%49.5%8.05182.5%30.2%
30Δ12.37102.8%26.9%8.66165.4%25.4%
35Δ11.95104.0%24.2%9.27148.2%20.5%
40Δ11.53105.3%21.5%9.88131.0%15.7%
45Δ11.11106.5%18.8%10.52128.6%13.5%
50Δ10.70107.8%16.1%11.18129.9%12.0%
55Δ10.28109.1%13.5%11.84131.3%10.5%
60Δ9.84111.5%11.2%12.50132.6%9.0%
65Δ9.35116.2%9.7%13.16134.0%7.5%
70Δ8.86120.9%8.2%13.82135.3%6.0%
75Δ8.38125.5%6.7%14.48136.7%4.5%
80Δ7.89130.2%5.2%16.06151.4%3.4%

20Δ

Calls
Pseudo strike
16.43
IV
155.4%
B/E move
66.1%
Puts
Pseudo strike
7.40
IV
201.0%
B/E move
35.5%

25Δ

Calls
Pseudo strike
14.69
IV
136.1%
B/E move
49.5%
Puts
Pseudo strike
8.05
IV
182.5%
B/E move
30.2%

30Δ

Calls
Pseudo strike
12.37
IV
102.8%
B/E move
26.9%
Puts
Pseudo strike
8.66
IV
165.4%
B/E move
25.4%

35Δ

Calls
Pseudo strike
11.95
IV
104.0%
B/E move
24.2%
Puts
Pseudo strike
9.27
IV
148.2%
B/E move
20.5%

40Δ

Calls
Pseudo strike
11.53
IV
105.3%
B/E move
21.5%
Puts
Pseudo strike
9.88
IV
131.0%
B/E move
15.7%

45Δ

Calls
Pseudo strike
11.11
IV
106.5%
B/E move
18.8%
Puts
Pseudo strike
10.52
IV
128.6%
B/E move
13.5%

50Δ

Calls
Pseudo strike
10.70
IV
107.8%
B/E move
16.1%
Puts
Pseudo strike
11.18
IV
129.9%
B/E move
12.0%

55Δ

Calls
Pseudo strike
10.28
IV
109.1%
B/E move
13.5%
Puts
Pseudo strike
11.84
IV
131.3%
B/E move
10.5%

60Δ

Calls
Pseudo strike
9.84
IV
111.5%
B/E move
11.2%
Puts
Pseudo strike
12.50
IV
132.6%
B/E move
9.0%

65Δ

Calls
Pseudo strike
9.35
IV
116.2%
B/E move
9.7%
Puts
Pseudo strike
13.16
IV
134.0%
B/E move
7.5%

70Δ

Calls
Pseudo strike
8.86
IV
120.9%
B/E move
8.2%
Puts
Pseudo strike
13.82
IV
135.3%
B/E move
6.0%

75Δ

Calls
Pseudo strike
8.38
IV
125.5%
B/E move
6.7%
Puts
Pseudo strike
14.48
IV
136.7%
B/E move
4.5%

80Δ

Calls
Pseudo strike
7.89
IV
130.2%
B/E move
5.2%
Puts
Pseudo strike
16.06
IV
151.4%
B/E move
3.4%

Options history

No recorded observations