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Millrose Properties, Inc. MRP

i

Market dataready · fetched 2026-11-12T02:42:07.422Z

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 · 2026-11-12T00:00:00.001994117Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:42:07.003084+00:00

Share price$26.03
1D+0.7%
AH$25.68$25.79$25.91$26.03$26.145:30 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.$0.16$1.14$2.12$3.11$4.09$23.42$24.76$26.09$27.43$28.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MRP spot · $26.03MRP PRICE$0.33$0.42$0.51$0.60$0.69$0.79$0.88$0.97$1.06$1.15$1.24$1.53$3.80$0.27$0.54$0.81$1.08$1.35$1.62$1.89$2.16$2.43$2.71$2.98$3.25
Puts——
CallsCheap0.87×
Skew——
Implied moveBearish±$2.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8347.0%12.0%
25Δ28.4846.6%11.0%25.0240.4%4.9%
30Δ28.1346.1%10.0%25.3841.6%4.5%
35Δ27.7845.6%9.0%25.7442.8%4.2%
40Δ27.4345.2%8.0%26.1143.9%3.9%
45Δ27.0844.7%7.0%26.4745.1%3.5%
50Δ26.7244.2%6.0%26.8346.3%3.2%
55Δ26.3743.8%5.0%27.1947.4%2.8%
60Δ26.0243.3%4.0%27.5548.6%2.5%
65Δ25.6742.8%3.0%27.9149.8%2.1%
70Δ25.3242.4%2.0%28.2750.9%1.8%
75Δ24.8045.6%1.1%28.6452.1%1.4%
80Δ22.4987.1%1.0%29.0053.3%1.1%

20Δ

Calls
Pseudo strike
28.83
IV
47.0%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
28.48
IV
46.6%
B/E move
11.0%
Puts
Pseudo strike
25.02
IV
40.4%
B/E move
4.9%

30Δ

Calls
Pseudo strike
28.13
IV
46.1%
B/E move
10.0%
Puts
Pseudo strike
25.38
IV
41.6%
B/E move
4.5%

35Δ

Calls
Pseudo strike
27.78
IV
45.6%
B/E move
9.0%
Puts
Pseudo strike
25.74
IV
42.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
27.43
IV
45.2%
B/E move
8.0%
Puts
Pseudo strike
26.11
IV
43.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
27.08
IV
44.7%
B/E move
7.0%
Puts
Pseudo strike
26.47
IV
45.1%
B/E move
3.5%

50Δ

Calls
Pseudo strike
26.72
IV
44.2%
B/E move
6.0%
Puts
Pseudo strike
26.83
IV
46.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
26.37
IV
43.8%
B/E move
5.0%
Puts
Pseudo strike
27.19
IV
47.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
26.02
IV
43.3%
B/E move
4.0%
Puts
Pseudo strike
27.55
IV
48.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
25.67
IV
42.8%
B/E move
3.0%
Puts
Pseudo strike
27.91
IV
49.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
25.32
IV
42.4%
B/E move
2.0%
Puts
Pseudo strike
28.27
IV
50.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
24.80
IV
45.6%
B/E move
1.1%
Puts
Pseudo strike
28.64
IV
52.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
22.49
IV
87.1%
B/E move
1.0%
Puts
Pseudo strike
29.00
IV
53.3%
B/E move
1.1%

Options history

IV · four-Friday blend46.68%
Daily EOD
MRP35.8%41.6%47.5%2026-10-19: 37.17%2026-10-20: 39.85%2026-10-21: 39.32%2026-10-22: 41.82%2026-10-23: 39.54%2026-10-26: 38.66%2026-10-27: 36.56%2026-10-28: 46.68%Oct 19Oct 22Oct 28
8 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
37.17%
39.85%
39.32%
41.82%
39.54%
38.66%
36.56%
46.68%