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Madison Square Garden Entertainment Corp. MSGE

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Market datapartial · fetched 2026-10-22T18:21:28.068Z

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 · 2026-10-22T18:18:47.522577747Z

FundamentalsAlpha Vantage · unavailable

Share price$78.32
1D-1.5%
$78.12$78.63$79.14$79.64$80.155:30 AM6:30 AM9:00 AM1:00 PMMSGE
Sold putSold call

Madison Square Garden Entertainment Corp. options

Live interpolated MSGE call and put midpoint premiums by absolute delta.Madison Square Garden Entertainment Corp.$0.66$3.56$6.47$9.37$12.28$67.51$73.35$79.19$85.03$90.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSGE spot · $78.32MSGE PRICE$0.97$1.25$1.66$2.09$2.53$2.96$3.71$4.56$5.42$6.27$7.72$9.22$11.44$1.11$1.43$1.75$2.15$2.58$3.01$3.44$3.88$4.57$5.28$5.99$6.70$8.22
PutsCheap0.95×
CallsExpensive1.20×
SkewBullish-9.98 pp
Implied moveBullish±$7.15
TiltBullish8.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.5341.2%13.0%71.3741.9%10.3%
25Δ85.3940.0%10.6%72.9440.5%8.7%
30Δ84.0040.3%9.4%74.5139.1%7.1%
35Δ82.7740.9%8.4%75.7338.2%6.1%
40Δ81.5541.4%7.3%76.7837.5%5.3%
45Δ80.3242.0%6.3%77.8336.8%4.5%
50Δ79.0343.8%5.6%78.8936.0%3.7%
55Δ77.7346.0%5.1%79.9435.3%2.9%
60Δ76.4248.2%4.5%81.0034.8%2.4%
65Δ75.1150.3%3.9%82.0634.3%2.0%
70Δ73.2453.2%3.4%83.1233.8%1.5%
75Δ71.3256.1%2.8%84.1833.3%1.1%
80Δ68.7361.9%2.4%86.0234.0%0.7%

20Δ

Calls
Pseudo strike
87.53
IV
41.2%
B/E move
13.0%
Puts
Pseudo strike
71.37
IV
41.9%
B/E move
10.3%

25Δ

Calls
Pseudo strike
85.39
IV
40.0%
B/E move
10.6%
Puts
Pseudo strike
72.94
IV
40.5%
B/E move
8.7%

30Δ

Calls
Pseudo strike
84.00
IV
40.3%
B/E move
9.4%
Puts
Pseudo strike
74.51
IV
39.1%
B/E move
7.1%

35Δ

Calls
Pseudo strike
82.77
IV
40.9%
B/E move
8.4%
Puts
Pseudo strike
75.73
IV
38.2%
B/E move
6.1%

40Δ

Calls
Pseudo strike
81.55
IV
41.4%
B/E move
7.3%
Puts
Pseudo strike
76.78
IV
37.5%
B/E move
5.3%

45Δ

Calls
Pseudo strike
80.32
IV
42.0%
B/E move
6.3%
Puts
Pseudo strike
77.83
IV
36.8%
B/E move
4.5%

50Δ

Calls
Pseudo strike
79.03
IV
43.8%
B/E move
5.6%
Puts
Pseudo strike
78.89
IV
36.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
77.73
IV
46.0%
B/E move
5.1%
Puts
Pseudo strike
79.94
IV
35.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
76.42
IV
48.2%
B/E move
4.5%
Puts
Pseudo strike
81.00
IV
34.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
75.11
IV
50.3%
B/E move
3.9%
Puts
Pseudo strike
82.06
IV
34.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
73.24
IV
53.2%
B/E move
3.4%
Puts
Pseudo strike
83.12
IV
33.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
71.32
IV
56.1%
B/E move
2.8%
Puts
Pseudo strike
84.18
IV
33.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
68.73
IV
61.9%
B/E move
2.4%
Puts
Pseudo strike
86.02
IV
34.0%
B/E move
0.7%

Options history

No recorded observations