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Madison Square Garden Entertainment Corp. MSGE

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Market datapartial · fetched 2026-10-22T22:56:47.152Z

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 · 2026-10-22T22:30:00.001375408Z

FundamentalsAlpha Vantage · unavailable

Share price$78.41
1D-1.4%
AH$78.10$78.61$79.13$79.64$80.155:30 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.$0.69$3.27$5.84$8.42$10.99$67.84$73.53$79.22$84.91$90.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSGE spot · $78.41MSGE PRICE$0.97$1.25$1.65$2.08$2.51$2.94$3.65$4.50$5.35$6.20$7.46$8.81$10.25$1.11$1.44$1.76$2.17$2.61$3.05$3.49$3.95$4.68$5.40$6.13$6.86$10.13
PutsFair0.99×
CallsExpensive1.20×
SkewBullish-7.91 pp
Implied moveBullish±$7.14
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.6141.2%13.0%71.4142.2%10.3%
25Δ85.5340.1%10.7%73.0040.8%8.7%
30Δ84.0840.2%9.3%74.5839.4%7.1%
35Δ82.8540.6%8.3%75.7938.6%6.1%
40Δ81.6241.1%7.3%76.8637.9%5.3%
45Δ80.3941.6%6.3%77.9337.2%4.5%
50Δ79.1243.1%5.6%79.0036.5%3.7%
55Δ77.8245.2%5.0%80.0735.8%2.9%
60Δ76.5247.3%4.4%81.1635.4%2.5%
65Δ75.2349.4%3.8%82.2535.0%2.0%
70Δ73.5251.2%3.3%83.3334.6%1.5%
75Δ71.7253.0%2.7%84.4234.2%1.1%
80Δ69.8455.0%2.1%87.9738.5%0.7%

20Δ

Calls
Pseudo strike
87.61
IV
41.2%
B/E move
13.0%
Puts
Pseudo strike
71.41
IV
42.2%
B/E move
10.3%

25Δ

Calls
Pseudo strike
85.53
IV
40.1%
B/E move
10.7%
Puts
Pseudo strike
73.00
IV
40.8%
B/E move
8.7%

30Δ

Calls
Pseudo strike
84.08
IV
40.2%
B/E move
9.3%
Puts
Pseudo strike
74.58
IV
39.4%
B/E move
7.1%

35Δ

Calls
Pseudo strike
82.85
IV
40.6%
B/E move
8.3%
Puts
Pseudo strike
75.79
IV
38.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
81.62
IV
41.1%
B/E move
7.3%
Puts
Pseudo strike
76.86
IV
37.9%
B/E move
5.3%

45Δ

Calls
Pseudo strike
80.39
IV
41.6%
B/E move
6.3%
Puts
Pseudo strike
77.93
IV
37.2%
B/E move
4.5%

50Δ

Calls
Pseudo strike
79.12
IV
43.1%
B/E move
5.6%
Puts
Pseudo strike
79.00
IV
36.5%
B/E move
3.7%

55Δ

Calls
Pseudo strike
77.82
IV
45.2%
B/E move
5.0%
Puts
Pseudo strike
80.07
IV
35.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
76.52
IV
47.3%
B/E move
4.4%
Puts
Pseudo strike
81.16
IV
35.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
75.23
IV
49.4%
B/E move
3.8%
Puts
Pseudo strike
82.25
IV
35.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
73.52
IV
51.2%
B/E move
3.3%
Puts
Pseudo strike
83.33
IV
34.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
71.72
IV
53.0%
B/E move
2.7%
Puts
Pseudo strike
84.42
IV
34.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
69.84
IV
55.0%
B/E move
2.1%
Puts
Pseudo strike
87.97
IV
38.5%
B/E move
0.7%

Options history

No recorded observations