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ArcelorMittal MT

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-11-06T20:55:46.959Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:55:37.841388618Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T20:55:45.859525+00:00

Share price$60.92
1D-0.4%
$60.05$60.40$60.75$61.10$61.455:30 AM6:30 AM9:00 AM1:00 PMMT
Sold putSold call

ArcelorMittal options

Live interpolated MT call and put midpoint premiums by absolute delta.ArcelorMittal$0.28$2.10$3.92$5.73$7.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMT PRICE$0.48$0.64$0.80$0.99$1.19$1.43$1.69$1.77$1.79$1.92$2.20$3.98$0.55$0.74$1.09$1.43$1.53$2.12$2.68$3.10$4.82$5.28$7.03
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.9852.5%7.5%57.2556.2%6.9%
25Δ64.1952.3%6.4%58.0555.7%5.9%
30Δ63.4851.8%5.5%58.5462.3%5.7%
35Δ62.8251.4%4.8%59.0468.3%5.4%
40Δ62.2451.4%4.1%59.8760.9%4.2%
45Δ61.6751.8%3.6%60.5768.6%4.0%
50Δ61.1252.4%3.1%
55Δ60.6747.7%2.5%
60Δ60.2541.5%1.8%62.3655.7%2.0%
65Δ59.8237.7%1.3%62.9955.8%1.7%
70Δ59.3937.4%1.1%64.6573.9%1.8%
75Δ65.3970.0%1.3%
80Δ57.4952.2%0.9%67.2779.3%1.1%

20Δ

Calls
Pseudo strike
64.98
IV
52.5%
B/E move
7.5%
Puts
Pseudo strike
57.25
IV
56.2%
B/E move
6.9%

25Δ

Calls
Pseudo strike
64.19
IV
52.3%
B/E move
6.4%
Puts
Pseudo strike
58.05
IV
55.7%
B/E move
5.9%

30Δ

Calls
Pseudo strike
63.48
IV
51.8%
B/E move
5.5%
Puts
Pseudo strike
58.54
IV
62.3%
B/E move
5.7%

35Δ

Calls
Pseudo strike
62.82
IV
51.4%
B/E move
4.8%
Puts
Pseudo strike
59.04
IV
68.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
62.24
IV
51.4%
B/E move
4.1%
Puts
Pseudo strike
59.87
IV
60.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
61.67
IV
51.8%
B/E move
3.6%
Puts
Pseudo strike
60.57
IV
68.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
61.12
IV
52.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
60.67
IV
47.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
60.25
IV
41.5%
B/E move
1.8%
Puts
Pseudo strike
62.36
IV
55.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
59.82
IV
37.7%
B/E move
1.3%
Puts
Pseudo strike
62.99
IV
55.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
59.39
IV
37.4%
B/E move
1.1%
Puts
Pseudo strike
64.65
IV
73.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.39
IV
70.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
57.49
IV
52.2%
B/E move
0.9%
Puts
Pseudo strike
67.27
IV
79.3%
B/E move
1.1%

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%