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Motorola Solutions, Inc. New MSI

i

Market dataready · fetched 2026-11-12T01:50:57.988Z

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 · 2026-11-12T00:00:00.001900393Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-12T01:50:57.512904+00:00

Share price$535.22
1D+1.5%
AH$525$528$531$533$5365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSI
Sold putSold callAH

Motorola Solutions, Inc. New options

Live interpolated MSI call and put midpoint premiums by absolute delta.Motorola Solutions, Inc. New$1.75$6.74$11.74$16.73$21.73$470.77$507.53$544.29$581.05$617.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSI spot · $535.22MSI PRICE$2.29$2.93$3.62$4.31$4.99$6.09$7.32$8.55$9.77$11.37$13.49$15.61$17.73$2.50$3.30$4.20$5.10$6.09$7.26$8.43$9.60$11.10$13.01$14.91$16.81$20.29
PutsCheap0.40×
CallsCheap0.27×
SkewBearish+2.03 pp
Implied moveBearish±$15.75
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ554.4524.7%4.0%517.6626.1%3.7%
25Δ549.8523.8%3.3%521.6725.5%3.1%
30Δ546.8023.0%2.8%524.7925.2%2.7%
35Δ543.7522.1%2.4%527.9124.9%2.3%
40Δ540.7021.2%2.0%530.8524.6%2.0%
45Δ538.2321.2%1.7%533.4324.3%1.7%
50Δ535.9421.4%1.5%536.0024.0%1.4%
55Δ533.6521.5%1.3%538.5823.7%1.2%
60Δ531.3621.7%1.1%541.2523.6%0.9%
65Δ528.8221.9%0.9%544.0523.5%0.8%
70Δ525.9422.2%0.8%546.8523.5%0.6%
75Δ523.0522.5%0.6%549.6523.5%0.4%
80Δ520.1622.7%0.5%553.8123.9%0.3%

20Δ

Calls
Pseudo strike
554.45
IV
24.7%
B/E move
4.0%
Puts
Pseudo strike
517.66
IV
26.1%
B/E move
3.7%

25Δ

Calls
Pseudo strike
549.85
IV
23.8%
B/E move
3.3%
Puts
Pseudo strike
521.67
IV
25.5%
B/E move
3.1%

30Δ

Calls
Pseudo strike
546.80
IV
23.0%
B/E move
2.8%
Puts
Pseudo strike
524.79
IV
25.2%
B/E move
2.7%

35Δ

Calls
Pseudo strike
543.75
IV
22.1%
B/E move
2.4%
Puts
Pseudo strike
527.91
IV
24.9%
B/E move
2.3%

40Δ

Calls
Pseudo strike
540.70
IV
21.2%
B/E move
2.0%
Puts
Pseudo strike
530.85
IV
24.6%
B/E move
2.0%

45Δ

Calls
Pseudo strike
538.23
IV
21.2%
B/E move
1.7%
Puts
Pseudo strike
533.43
IV
24.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
535.94
IV
21.4%
B/E move
1.5%
Puts
Pseudo strike
536.00
IV
24.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
533.65
IV
21.5%
B/E move
1.3%
Puts
Pseudo strike
538.58
IV
23.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
531.36
IV
21.7%
B/E move
1.1%
Puts
Pseudo strike
541.25
IV
23.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
528.82
IV
21.9%
B/E move
0.9%
Puts
Pseudo strike
544.05
IV
23.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
525.94
IV
22.2%
B/E move
0.8%
Puts
Pseudo strike
546.85
IV
23.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
523.05
IV
22.5%
B/E move
0.6%
Puts
Pseudo strike
549.65
IV
23.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
520.16
IV
22.7%
B/E move
0.5%
Puts
Pseudo strike
553.81
IV
23.9%
B/E move
0.3%

Options history

IV · four-Friday blend31.49%
Daily close
MSI20.3%26.3%32.3%2026-08-13: 22.56%2026-08-14: 21.17%2026-08-17: 22.31%2026-08-18: 22.99%2026-08-19: 23.35%2026-08-21: 23.64%2026-08-24: 23.73%2026-08-25: 23.16%2026-08-26: 23.25%2026-08-27: 22.67%2026-08-28: 22.61%2026-08-31: 22.78%2026-09-01: 23.34%2026-09-02: 23.10%2026-09-03: 22.80%2026-09-04: 23.37%2026-09-08: 24.53%2026-09-09: 24.10%2026-09-10: 24.04%2026-09-11: 23.41%2026-09-14: 24.40%2026-09-15: 25.26%2026-09-16: 26.03%2026-09-18: 24.81%2026-09-21: 25.24%2026-09-22: 25.37%2026-09-23: 25.25%2026-09-24: 26.02%2026-09-25: 25.44%2026-09-28: 26.14%2026-09-29: 26.92%2026-09-30: 26.58%2026-10-01: 26.92%2026-10-02: 26.50%2026-10-05: 26.71%2026-10-06: 26.93%2026-10-07: 27.06%2026-10-08: 27.88%2026-10-09: 27.12%2026-10-12: 28.07%2026-10-13: 28.49%2026-10-14: 29.83%2026-10-16: 28.92%2026-10-19: 29.33%2026-10-20: 29.10%2026-10-21: 29.02%2026-10-22: 29.96%2026-10-23: 29.45%2026-10-26: 29.50%2026-10-27: 30.37%2026-10-28: 30.00%2026-10-29: 30.05%2026-10-30: 31.49%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.56%
21.17%
22.31%
22.99%
23.35%
23.64%
23.73%
23.16%
23.25%
22.67%
22.61%
22.78%
23.34%
23.10%
22.80%
23.37%
24.53%
24.10%
24.04%
23.41%
24.40%
25.26%
26.03%
24.81%
25.24%
25.37%
25.25%
26.02%
25.44%
26.14%
26.92%
26.58%
26.92%
26.50%
26.71%
26.93%
27.06%
27.88%
27.12%
28.07%
28.49%
29.83%
28.92%
29.33%
29.10%
29.02%
29.96%
29.45%
29.50%
30.37%
30.00%
30.05%
31.49%