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Mine Safety Incorporated MSA

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Market datapartial · fetched 2026-10-22T23:43:26.807Z

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 · 2026-10-22T23:00:00.002302805Z

FundamentalsAlpha Vantage · unavailable

Share price$184.44
1D+1.5%
AH$178$180$182$183$1855:30 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$1.89$7.07$12.25$17.43$22.62$163.03$172.65$182.27$191.89$201.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSA spot · $184.44MSA PRICE$2.45$2.45$2.53$2.70$3.32$3.95$4.58$5.39$6.26$7.14$8.23$9.56$10.90$2.55$2.74$3.43$4.22$5.19$6.25$7.35$8.51$9.71$11.23$12.75$16.34$21.12
PutsExpensive1.34×
CallsExpensive1.11×
SkewBearish+8.38 pp
Implied moveBearish±$11.93
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ208.0245.3%14.1%168.0142.7%10.3%
25Δ198.2433.4%8.8%174.0434.1%7.1%
30Δ193.3627.0%6.2%176.9732.7%5.9%
35Δ190.0722.8%4.5%179.3132.6%5.1%
40Δ188.4922.8%4.0%181.5232.8%4.4%
45Δ186.9522.8%3.5%183.6733.1%3.8%
50Δ185.4122.9%3.0%185.8333.2%3.2%
55Δ183.8822.9%2.6%187.9932.8%2.7%
60Δ182.3522.9%2.3%190.1632.5%2.2%
65Δ180.8122.9%1.9%192.4632.2%1.7%
70Δ179.1422.9%1.6%194.7731.9%1.3%
75Δ177.3123.0%1.3%198.8235.0%1.1%
80Δ175.4823.0%1.1%204.1137.9%0.8%

20Δ

Calls
Pseudo strike
208.02
IV
45.3%
B/E move
14.1%
Puts
Pseudo strike
168.01
IV
42.7%
B/E move
10.3%

25Δ

Calls
Pseudo strike
198.24
IV
33.4%
B/E move
8.8%
Puts
Pseudo strike
174.04
IV
34.1%
B/E move
7.1%

30Δ

Calls
Pseudo strike
193.36
IV
27.0%
B/E move
6.2%
Puts
Pseudo strike
176.97
IV
32.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
190.07
IV
22.8%
B/E move
4.5%
Puts
Pseudo strike
179.31
IV
32.6%
B/E move
5.1%

40Δ

Calls
Pseudo strike
188.49
IV
22.8%
B/E move
4.0%
Puts
Pseudo strike
181.52
IV
32.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
186.95
IV
22.8%
B/E move
3.5%
Puts
Pseudo strike
183.67
IV
33.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
185.41
IV
22.9%
B/E move
3.0%
Puts
Pseudo strike
185.83
IV
33.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
183.88
IV
22.9%
B/E move
2.6%
Puts
Pseudo strike
187.99
IV
32.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
182.35
IV
22.9%
B/E move
2.3%
Puts
Pseudo strike
190.16
IV
32.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
180.81
IV
22.9%
B/E move
1.9%
Puts
Pseudo strike
192.46
IV
32.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
179.14
IV
22.9%
B/E move
1.6%
Puts
Pseudo strike
194.77
IV
31.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
177.31
IV
23.0%
B/E move
1.3%
Puts
Pseudo strike
198.82
IV
35.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
175.48
IV
23.0%
B/E move
1.1%
Puts
Pseudo strike
204.11
IV
37.9%
B/E move
0.8%

Options history

No recorded observations