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Madison Square Garden Entertainment Corp MSGE

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-24T04:22:58.846Z

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 · 2026-10-23T23:00:00.002991601Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:22:58.530512+00:00

Share price$77.81
1D+1.1%
AH$76.85$77.28$77.70$78.12$78.555:30 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$0.98$3.14$5.30$7.47$9.63$66.97$72.55$78.12$83.70$89.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSGE spot · $77.81MSGE PRICE$1.24$1.26$1.63$1.99$2.36$2.79$3.38$3.96$4.54$5.12$6.18$7.32$8.46$1.21$1.54$1.87$2.22$2.67$3.11$3.56$4.01$4.67$5.60$6.53$7.47$9.01
PutsExpensive1.09×
CallsExpensive1.20×
SkewBullish-2.93 pp
Implied moveBearish±$6.93
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.2258.6%18.8%70.4148.0%11.1%
25Δ84.8842.1%10.7%72.0245.8%9.4%
30Δ83.5541.7%9.5%73.6443.6%7.8%
35Δ82.2241.4%8.2%75.1641.6%6.3%
40Δ80.8941.1%7.0%76.2340.6%5.5%
45Δ79.6341.0%5.9%77.2939.7%4.7%
50Δ78.5141.2%5.2%78.3538.7%3.9%
55Δ77.3941.5%4.5%79.4237.7%3.1%
60Δ76.2741.7%3.9%80.5737.3%2.5%
65Δ75.1642.0%3.2%81.8337.7%2.0%
70Δ73.7143.1%2.7%83.0938.1%1.6%
75Δ72.2144.3%2.2%84.3538.5%1.2%
80Δ70.7145.6%1.7%86.1839.7%0.8%

20Δ

Calls
Pseudo strike
91.22
IV
58.6%
B/E move
18.8%
Puts
Pseudo strike
70.41
IV
48.0%
B/E move
11.1%

25Δ

Calls
Pseudo strike
84.88
IV
42.1%
B/E move
10.7%
Puts
Pseudo strike
72.02
IV
45.8%
B/E move
9.4%

30Δ

Calls
Pseudo strike
83.55
IV
41.7%
B/E move
9.5%
Puts
Pseudo strike
73.64
IV
43.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
82.22
IV
41.4%
B/E move
8.2%
Puts
Pseudo strike
75.16
IV
41.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
80.89
IV
41.1%
B/E move
7.0%
Puts
Pseudo strike
76.23
IV
40.6%
B/E move
5.5%

45Δ

Calls
Pseudo strike
79.63
IV
41.0%
B/E move
5.9%
Puts
Pseudo strike
77.29
IV
39.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
78.51
IV
41.2%
B/E move
5.2%
Puts
Pseudo strike
78.35
IV
38.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
77.39
IV
41.5%
B/E move
4.5%
Puts
Pseudo strike
79.42
IV
37.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
76.27
IV
41.7%
B/E move
3.9%
Puts
Pseudo strike
80.57
IV
37.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
75.16
IV
42.0%
B/E move
3.2%
Puts
Pseudo strike
81.83
IV
37.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
73.71
IV
43.1%
B/E move
2.7%
Puts
Pseudo strike
83.09
IV
38.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
72.21
IV
44.3%
B/E move
2.2%
Puts
Pseudo strike
84.35
IV
38.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
70.71
IV
45.6%
B/E move
1.7%
Puts
Pseudo strike
86.18
IV
39.7%
B/E move
0.8%

Options history

No recorded observations