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Millrose Properties, Inc. MRP

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Market datapartial · fetched 2026-10-22T22:09:08.453Z

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 · 2026-10-22T20:10:00.00277729Z

FundamentalsAlpha Vantage · unavailable

Share price$23.97
1D+0.9%
AH$22.92$23.20$23.49$23.77$24.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRP
Sold putSold callAH

Millrose Properties, Inc. options

Live interpolated MRP call and put midpoint premiums by absolute delta.Millrose Properties, Inc.$0.27$2.64$5.02$7.39$9.77$18.19$20.94$23.69$26.44$29.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRP spot · $23.97MRP PRICE$0.66$0.69$0.72$0.75$0.78$0.98$1.18$1.38$1.58$1.78$1.97$0.53$0.56$0.65$0.86$1.07$1.28$1.49$1.70$2.23$3.67$5.12$6.56$9.08
PutsCheap0.89×
CallsExpensive1.12×
SkewBearish+0.59 pp
Implied moveBearish±$2.67
TiltBearish47.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.85123.1%56.5%20.0576.4%18.6%
25Δ33.86103.0%44.1%21.5757.4%12.4%
30Δ30.8782.9%31.8%22.6645.8%8.2%
35Δ27.8962.8%19.5%23.0646.2%7.4%
40Δ24.9943.4%7.5%23.4746.6%6.5%
45Δ24.6043.4%6.7%23.8847.0%5.7%
50Δ24.2243.5%6.0%24.2947.4%4.9%
55Δ23.8443.6%5.2%24.7047.8%4.0%
60Δ23.4643.7%4.4%25.3851.6%3.4%
65Δ23.0843.8%3.7%26.8665.4%3.3%
70Δ22.6943.8%2.9%28.3479.2%3.1%
75Δ29.8193.0%3.0%
80Δ32.48104.1%2.4%

20Δ

Calls
Pseudo strike
36.85
IV
123.1%
B/E move
56.5%
Puts
Pseudo strike
20.05
IV
76.4%
B/E move
18.6%

25Δ

Calls
Pseudo strike
33.86
IV
103.0%
B/E move
44.1%
Puts
Pseudo strike
21.57
IV
57.4%
B/E move
12.4%

30Δ

Calls
Pseudo strike
30.87
IV
82.9%
B/E move
31.8%
Puts
Pseudo strike
22.66
IV
45.8%
B/E move
8.2%

35Δ

Calls
Pseudo strike
27.89
IV
62.8%
B/E move
19.5%
Puts
Pseudo strike
23.06
IV
46.2%
B/E move
7.4%

40Δ

Calls
Pseudo strike
24.99
IV
43.4%
B/E move
7.5%
Puts
Pseudo strike
23.47
IV
46.6%
B/E move
6.5%

45Δ

Calls
Pseudo strike
24.60
IV
43.4%
B/E move
6.7%
Puts
Pseudo strike
23.88
IV
47.0%
B/E move
5.7%

50Δ

Calls
Pseudo strike
24.22
IV
43.5%
B/E move
6.0%
Puts
Pseudo strike
24.29
IV
47.4%
B/E move
4.9%

55Δ

Calls
Pseudo strike
23.84
IV
43.6%
B/E move
5.2%
Puts
Pseudo strike
24.70
IV
47.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
23.46
IV
43.7%
B/E move
4.4%
Puts
Pseudo strike
25.38
IV
51.6%
B/E move
3.4%

65Δ

Calls
Pseudo strike
23.08
IV
43.8%
B/E move
3.7%
Puts
Pseudo strike
26.86
IV
65.4%
B/E move
3.3%

70Δ

Calls
Pseudo strike
22.69
IV
43.8%
B/E move
2.9%
Puts
Pseudo strike
28.34
IV
79.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.81
IV
93.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.48
IV
104.1%
B/E move
2.4%

Options history

No recorded observations