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Mine Safety Incorporated MSA

INDUSTRIALS · SECURITY & PROTECTION SERVICES
i

Market dataready · fetched 2026-11-12T01:20:38.482Z

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 · 2026-11-12T00:00:00.002363053Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:18:29.928077+00:00

Share price$176.24
1D+0.5%
AH$173.55$174.29$175.02$175.76$176.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSA
Sold putSold callAH

Mine Safety Incorporated options

Live interpolated MSA call and put midpoint premiums by absolute delta.Mine Safety Incorporated$1.06$3.31$5.55$7.79$10.03$157.92$165.93$173.94$181.95$189.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 MSA spot · $176.24MSA PRICE$2.45$2.45$2.45$2.45$2.51$2.62$2.72$2.83$2.93$2.45$1.31$1.66$2.01$2.36$2.97$3.76$4.55$5.34$6.21$7.27$8.33$9.38
PutsCheap0.63×
Calls——
Skew——
Implied moveBearish±$6.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ199.0885.4%14.4%160.7876.1%10.2%
25Δ189.4963.2%8.9%170.8930.2%3.8%
30Δ184.3649.4%6.0%172.0929.8%3.3%
35Δ181.2940.0%4.3%173.3029.3%2.8%
40Δ179.3934.1%3.2%174.5128.9%2.3%
45Δ178.3330.6%2.7%175.6929.5%2.0%
50Δ177.2827.2%2.1%176.8530.8%1.8%
55Δ176.2223.7%1.6%178.0232.2%1.6%
60Δ175.1620.3%1.1%179.1833.5%1.4%
65Δ180.4334.4%1.1%
70Δ181.8834.2%0.9%
75Δ183.3234.0%0.7%
80Δ184.7733.8%0.5%

20Δ

Calls
Pseudo strike
199.08
IV
85.4%
B/E move
14.4%
Puts
Pseudo strike
160.78
IV
76.1%
B/E move
10.2%

25Δ

Calls
Pseudo strike
189.49
IV
63.2%
B/E move
8.9%
Puts
Pseudo strike
170.89
IV
30.2%
B/E move
3.8%

30Δ

Calls
Pseudo strike
184.36
IV
49.4%
B/E move
6.0%
Puts
Pseudo strike
172.09
IV
29.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
181.29
IV
40.0%
B/E move
4.3%
Puts
Pseudo strike
173.30
IV
29.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
179.39
IV
34.1%
B/E move
3.2%
Puts
Pseudo strike
174.51
IV
28.9%
B/E move
2.3%

45Δ

Calls
Pseudo strike
178.33
IV
30.6%
B/E move
2.7%
Puts
Pseudo strike
175.69
IV
29.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
177.28
IV
27.2%
B/E move
2.1%
Puts
Pseudo strike
176.85
IV
30.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
176.22
IV
23.7%
B/E move
1.6%
Puts
Pseudo strike
178.02
IV
32.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
175.16
IV
20.3%
B/E move
1.1%
Puts
Pseudo strike
179.18
IV
33.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
180.43
IV
34.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
181.88
IV
34.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
183.32
IV
34.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
184.77
IV
33.8%
B/E move
0.5%

Options history

IV · four-Friday blend26.37%
Daily EOD
MSA24.3%25.4%26.5%2026-10-19: 24.78%2026-10-20: 24.66%2026-10-21: 24.43%2026-10-22: 25.44%2026-10-23: 24.87%2026-10-26: 25.68%2026-10-27: 25.50%2026-10-28: 25.62%2026-10-29: 25.59%2026-10-30: 26.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.78%
24.66%
24.43%
25.44%
24.87%
25.68%
25.50%
25.62%
25.59%
26.37%