IntraAlpha
Create free account Start free

Madison Square Garden Sports Corp. MSGS

i

Market datapartial · fetched 2026-10-22T23:41:13.344Z

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 · 2026-10-22T23:00:00.003385251Z

FundamentalsAlpha Vantage · unavailable

Share price$389.48
1D-5.4%
AH$387$394$401$408$4155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSGS
Sold putSold callAH

Madison Square Garden Sports Corp. options

Live interpolated MSGS call and put midpoint premiums by absolute delta.Madison Square Garden Sports Corp.$2.66$11.65$20.64$29.63$38.62$335.52$362.52$389.52$416.51$443.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSGS spot · $389.48MSGS PRICE$3.64$4.87$6.15$7.74$9.36$11.41$13.60$15.88$18.27$21.01$24.72$28.95$34.05$4.16$5.49$7.05$8.65$10.74$12.98$15.23$17.49$19.96$23.01$26.23$30.63$36.03
PutsCheap0.80×
CallsCheap0.81×
SkewBullish-0.46 pp
Implied moveBearish±$28.83
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ422.0630.8%9.3%363.2232.2%7.8%
25Δ416.0230.7%8.1%369.0931.9%6.6%
30Δ410.4430.7%7.0%374.0931.8%5.8%
35Δ405.7431.0%6.2%378.9331.7%4.9%
40Δ401.1331.3%5.4%383.4532.1%4.3%
45Δ396.6831.9%4.8%387.8832.6%3.7%
50Δ392.3032.6%4.2%392.3132.6%3.2%
55Δ387.8432.8%3.7%396.7532.1%2.6%
60Δ383.3032.6%3.1%401.2531.6%2.1%
65Δ378.5732.7%2.6%405.9331.4%1.7%
70Δ373.3133.4%2.2%410.7531.2%1.3%
75Δ367.5834.3%1.8%416.4731.2%0.9%
80Δ361.0835.2%1.5%423.1031.6%0.6%

20Δ

Calls
Pseudo strike
422.06
IV
30.8%
B/E move
9.3%
Puts
Pseudo strike
363.22
IV
32.2%
B/E move
7.8%

25Δ

Calls
Pseudo strike
416.02
IV
30.7%
B/E move
8.1%
Puts
Pseudo strike
369.09
IV
31.9%
B/E move
6.6%

30Δ

Calls
Pseudo strike
410.44
IV
30.7%
B/E move
7.0%
Puts
Pseudo strike
374.09
IV
31.8%
B/E move
5.8%

35Δ

Calls
Pseudo strike
405.74
IV
31.0%
B/E move
6.2%
Puts
Pseudo strike
378.93
IV
31.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
401.13
IV
31.3%
B/E move
5.4%
Puts
Pseudo strike
383.45
IV
32.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
396.68
IV
31.9%
B/E move
4.8%
Puts
Pseudo strike
387.88
IV
32.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
392.30
IV
32.6%
B/E move
4.2%
Puts
Pseudo strike
392.31
IV
32.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
387.84
IV
32.8%
B/E move
3.7%
Puts
Pseudo strike
396.75
IV
32.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
383.30
IV
32.6%
B/E move
3.1%
Puts
Pseudo strike
401.25
IV
31.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
378.57
IV
32.7%
B/E move
2.6%
Puts
Pseudo strike
405.93
IV
31.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
373.31
IV
33.4%
B/E move
2.2%
Puts
Pseudo strike
410.75
IV
31.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
367.58
IV
34.3%
B/E move
1.8%
Puts
Pseudo strike
416.47
IV
31.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
361.08
IV
35.2%
B/E move
1.5%
Puts
Pseudo strike
423.10
IV
31.6%
B/E move
0.6%

Options history

No recorded observations