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ArcelorMittal SA ADR MT

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-10-15T20:03:18.828Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.661508152Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:35.676605+00:00

Share price$63.60
1D+1.3%
AH$61.84$62.35$62.86$63.37$63.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMT
Sold putSold callAH

ArcelorMittal SA ADR options

Live interpolated MT call and put midpoint premiums by absolute delta.ArcelorMittal SA ADR$0.00$2.48$4.97$7.45$9.94$60.99$62.22$63.44$64.66$65.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $63.60OPTION PRICELive MT spot · $63.60MT PRICE$0.27$0.25$0.32$0.39$0.46$0.57$0.69$0.80$0.92$1.05$1.26$1.46$1.67$0.20$0.26$0.32$0.38$0.47$0.56$0.65$0.74$0.84$1.02$1.21$1.40$9.22
PutsExpensive1.59×
CallsExpensive1.07×
SkewBearish+9.65 pp
Implied moveBullish±$1.34
TiltBearish26.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.84101.0%7.1%62.1353.0%2.6%
25Δ64.8150.4%2.3%62.4351.3%2.3%
30Δ64.5550.0%2.0%62.7249.5%1.9%
35Δ64.3049.5%1.7%63.0147.8%1.5%
40Δ64.0549.1%1.4%63.2147.4%1.3%
45Δ63.8349.4%1.3%63.4147.0%1.2%
50Δ63.6249.9%1.1%63.6146.5%1.0%
55Δ63.4050.4%1.0%63.8146.1%0.8%
60Δ63.1950.9%0.8%64.0145.7%0.7%
65Δ62.9751.4%0.7%64.2646.5%0.6%
70Δ62.6951.9%0.5%64.5147.3%0.5%
75Δ62.4252.4%0.4%64.7648.1%0.4%
80Δ62.1452.8%0.3%71.92258.4%1.4%

20Δ

Calls
Pseudo strike
67.84
IV
101.0%
B/E move
7.1%
Puts
Pseudo strike
62.13
IV
53.0%
B/E move
2.6%

25Δ

Calls
Pseudo strike
64.81
IV
50.4%
B/E move
2.3%
Puts
Pseudo strike
62.43
IV
51.3%
B/E move
2.3%

30Δ

Calls
Pseudo strike
64.55
IV
50.0%
B/E move
2.0%
Puts
Pseudo strike
62.72
IV
49.5%
B/E move
1.9%

35Δ

Calls
Pseudo strike
64.30
IV
49.5%
B/E move
1.7%
Puts
Pseudo strike
63.01
IV
47.8%
B/E move
1.5%

40Δ

Calls
Pseudo strike
64.05
IV
49.1%
B/E move
1.4%
Puts
Pseudo strike
63.21
IV
47.4%
B/E move
1.3%

45Δ

Calls
Pseudo strike
63.83
IV
49.4%
B/E move
1.3%
Puts
Pseudo strike
63.41
IV
47.0%
B/E move
1.2%

50Δ

Calls
Pseudo strike
63.62
IV
49.9%
B/E move
1.1%
Puts
Pseudo strike
63.61
IV
46.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
63.40
IV
50.4%
B/E move
1.0%
Puts
Pseudo strike
63.81
IV
46.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
63.19
IV
50.9%
B/E move
0.8%
Puts
Pseudo strike
64.01
IV
45.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
62.97
IV
51.4%
B/E move
0.7%
Puts
Pseudo strike
64.26
IV
46.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
62.69
IV
51.9%
B/E move
0.5%
Puts
Pseudo strike
64.51
IV
47.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
62.42
IV
52.4%
B/E move
0.4%
Puts
Pseudo strike
64.76
IV
48.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
62.14
IV
52.8%
B/E move
0.3%
Puts
Pseudo strike
71.92
IV
258.4%
B/E move
1.4%