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Millrose Properties, Inc. MRP

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Market datapartial · fetched 2026-10-23T01:39:51.362Z

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 · 2026-10-22T23:10:01.728884318Z

FundamentalsAlpha Vantage · unavailable

Share price$23.92
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.$0.22$3.02$5.81$8.60$11.40$18.15$20.90$23.66$26.41$29.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRP spot · $23.92MRP PRICE$0.66$0.69$0.72$0.75$0.80$1.00$1.20$1.41$1.61$1.81$2.02$0.52$0.55$0.64$0.84$1.05$1.25$1.46$1.66$1.95$3.41$4.87$6.32$10.59
PutsCheap0.87×
CallsExpensive1.08×
SkewBullish-1.01 pp
Implied moveBearish±$2.66
TiltBearish47.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.80123.7%56.6%19.9976.8%18.6%
25Δ33.76103.2%44.0%21.4858.0%12.5%
30Δ30.7382.7%31.5%22.6345.1%8.1%
35Δ27.6962.3%18.9%23.0345.4%7.3%
40Δ24.9644.1%7.7%23.4345.7%6.4%
45Δ24.5744.4%6.9%23.8346.0%5.6%
50Δ24.1744.6%6.1%24.2346.3%4.8%
55Δ23.7844.8%5.3%24.6346.6%4.0%
60Δ23.3945.0%4.5%25.1047.9%3.2%
65Δ23.0045.2%3.7%26.5961.6%3.1%
70Δ22.6145.4%3.0%28.0875.3%3.0%
75Δ29.5688.9%2.8%
80Δ33.92113.1%2.5%

20Δ

Calls
Pseudo strike
36.80
IV
123.7%
B/E move
56.6%
Puts
Pseudo strike
19.99
IV
76.8%
B/E move
18.6%

25Δ

Calls
Pseudo strike
33.76
IV
103.2%
B/E move
44.0%
Puts
Pseudo strike
21.48
IV
58.0%
B/E move
12.5%

30Δ

Calls
Pseudo strike
30.73
IV
82.7%
B/E move
31.5%
Puts
Pseudo strike
22.63
IV
45.1%
B/E move
8.1%

35Δ

Calls
Pseudo strike
27.69
IV
62.3%
B/E move
18.9%
Puts
Pseudo strike
23.03
IV
45.4%
B/E move
7.3%

40Δ

Calls
Pseudo strike
24.96
IV
44.1%
B/E move
7.7%
Puts
Pseudo strike
23.43
IV
45.7%
B/E move
6.4%

45Δ

Calls
Pseudo strike
24.57
IV
44.4%
B/E move
6.9%
Puts
Pseudo strike
23.83
IV
46.0%
B/E move
5.6%

50Δ

Calls
Pseudo strike
24.17
IV
44.6%
B/E move
6.1%
Puts
Pseudo strike
24.23
IV
46.3%
B/E move
4.8%

55Δ

Calls
Pseudo strike
23.78
IV
44.8%
B/E move
5.3%
Puts
Pseudo strike
24.63
IV
46.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
23.39
IV
45.0%
B/E move
4.5%
Puts
Pseudo strike
25.10
IV
47.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
23.00
IV
45.2%
B/E move
3.7%
Puts
Pseudo strike
26.59
IV
61.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
22.61
IV
45.4%
B/E move
3.0%
Puts
Pseudo strike
28.08
IV
75.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.56
IV
88.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.92
IV
113.1%
B/E move
2.5%

Options history

No recorded observations