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Madison Square Garden Entertainment Corp. MSGE

i

Market dataready · fetched 2026-11-12T01:43:33.961Z

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 · 2026-11-12T00:00:00.002026213Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:43:32.944796+00:00

Share price$79.79
1D+1.0%
AH$78.80$79.43$80.05$80.68$81.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSGE
Sold putSold callAH

Madison Square Garden Entertainment Corp. options

Live interpolated MSGE call and put midpoint premiums by absolute delta.Madison Square Garden Entertainment Corp.$0.44$1.79$3.14$4.49$5.85$72.76$76.42$80.07$83.73$87.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSGE spot · $79.79MSGE PRICE$0.58$0.82$1.05$1.29$1.52$1.75$1.99$2.30$2.62$2.93$3.25$3.57$3.88$0.63$0.81$0.99$1.17$1.35$1.53$1.72$2.32$2.95$3.58$4.20$4.83$5.46
PutsCheap0.84×
CallsCheap0.76×
SkewBearish+0.36 pp
Implied moveBullish±$3.70
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.4939.8%6.6%75.4243.0%6.3%
25Δ83.7540.0%6.0%76.1841.4%5.5%
30Δ83.0140.3%5.4%76.9439.8%4.8%
35Δ82.2740.5%4.7%77.6938.1%4.1%
40Δ81.5240.8%4.1%78.4536.5%3.4%
45Δ80.7841.0%3.4%79.2134.8%2.7%
50Δ80.0441.3%2.8%79.9633.2%1.9%
55Δ79.4739.5%2.5%80.7634.6%1.7%
60Δ78.9237.6%2.2%81.5636.1%1.5%
65Δ78.3635.7%1.9%82.3637.6%1.3%
70Δ77.8133.8%1.6%83.1639.1%1.0%
75Δ77.2531.9%1.3%83.9540.6%0.8%
80Δ76.6930.0%1.0%84.7542.1%0.6%

20Δ

Calls
Pseudo strike
84.49
IV
39.8%
B/E move
6.6%
Puts
Pseudo strike
75.42
IV
43.0%
B/E move
6.3%

25Δ

Calls
Pseudo strike
83.75
IV
40.0%
B/E move
6.0%
Puts
Pseudo strike
76.18
IV
41.4%
B/E move
5.5%

30Δ

Calls
Pseudo strike
83.01
IV
40.3%
B/E move
5.4%
Puts
Pseudo strike
76.94
IV
39.8%
B/E move
4.8%

35Δ

Calls
Pseudo strike
82.27
IV
40.5%
B/E move
4.7%
Puts
Pseudo strike
77.69
IV
38.1%
B/E move
4.1%

40Δ

Calls
Pseudo strike
81.52
IV
40.8%
B/E move
4.1%
Puts
Pseudo strike
78.45
IV
36.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
80.78
IV
41.0%
B/E move
3.4%
Puts
Pseudo strike
79.21
IV
34.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
80.04
IV
41.3%
B/E move
2.8%
Puts
Pseudo strike
79.96
IV
33.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
79.47
IV
39.5%
B/E move
2.5%
Puts
Pseudo strike
80.76
IV
34.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
78.92
IV
37.6%
B/E move
2.2%
Puts
Pseudo strike
81.56
IV
36.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
78.36
IV
35.7%
B/E move
1.9%
Puts
Pseudo strike
82.36
IV
37.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
77.81
IV
33.8%
B/E move
1.6%
Puts
Pseudo strike
83.16
IV
39.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
77.25
IV
31.9%
B/E move
1.3%
Puts
Pseudo strike
83.95
IV
40.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
76.69
IV
30.0%
B/E move
1.0%
Puts
Pseudo strike
84.75
IV
42.1%
B/E move
0.6%

Options history

IV · four-Friday blend36.82%
Daily EOD
MSGE35.4%37.0%38.6%2026-10-19: 38.40%2026-10-20: 36.97%2026-10-21: 35.91%2026-10-22: 36.45%2026-10-23: 36.30%2026-10-26: 37.10%2026-10-27: 36.51%2026-10-28: 35.67%2026-10-29: 36.09%2026-10-30: 36.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.40%
36.97%
35.91%
36.45%
36.30%
37.10%
36.51%
35.67%
36.09%
36.82%