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ArcelorMittal MT

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Market datapartial · fetched 2026-11-07T01:15:35.214Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

Share priceMT
1D
Price history unavailable.

ArcelorMittal options

Live interpolated MT call and put midpoint premiums by absolute delta.ArcelorMittal$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMT PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.71%
Daily close
MT36.3%45.7%55.2%2026-08-10: 47.42%2026-08-11: 42.66%2026-08-12: 46.87%2026-08-13: 46.48%2026-08-14: 40.59%2026-08-17: 41.15%2026-08-18: 43.99%2026-08-19: 44.64%2026-08-20: 46.54%2026-08-21: 42.92%2026-08-24: 44.34%2026-08-25: 41.13%2026-08-26: 43.61%2026-08-27: 41.76%2026-08-28: 39.64%2026-08-31: 40.89%2026-09-01: 40.51%2026-09-02: 47.26%2026-09-03: 41.17%2026-09-04: 37.58%2026-09-08: 44.00%2026-09-09: 41.08%2026-09-10: 44.71%2026-09-11: 40.04%2026-09-14: 46.04%2026-09-15: 44.57%2026-09-16: 44.67%2026-09-17: 42.23%2026-09-18: 39.80%2026-09-21: 44.08%2026-09-22: 43.43%2026-09-23: 48.66%2026-09-24: 43.90%2026-09-25: 39.93%2026-09-28: 42.91%2026-09-29: 47.88%2026-09-30: 43.58%2026-10-01: 49.87%2026-10-02: 40.61%2026-10-05: 44.41%2026-10-06: 42.35%2026-10-07: 43.17%2026-10-08: 48.62%2026-10-09: 43.54%2026-10-12: 45.32%2026-10-13: 44.38%2026-10-14: 44.24%2026-10-15: 44.94%2026-10-16: 43.91%2026-10-19: 45.69%2026-10-20: 45.36%2026-10-21: 44.68%2026-10-22: 52.11%2026-10-23: 49.89%2026-10-26: 52.25%2026-10-27: 51.89%2026-10-28: 53.86%2026-10-29: 52.71%2026-10-30: 51.71%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
47.42%
42.66%
46.87%
46.48%
40.59%
41.15%
43.99%
44.64%
46.54%
42.92%
44.34%
41.13%
43.61%
41.76%
39.64%
40.89%
40.51%
47.26%
41.17%
37.58%
44.00%
41.08%
44.71%
40.04%
46.04%
44.57%
44.67%
42.23%
39.80%
44.08%
43.43%
48.66%
43.90%
39.93%
42.91%
47.88%
43.58%
49.87%
40.61%
44.41%
42.35%
43.17%
48.62%
43.54%
45.32%
44.38%
44.24%
44.94%
43.91%
45.69%
45.36%
44.68%
52.11%
49.89%
52.25%
51.89%
53.86%
52.71%
51.71%