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ArcelorMittal SA ADR MT

BASIC MATERIALS · STEEL
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Market dataready · fetched 2026-10-16T01:04:29.551Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.003444895Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:28.842704+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$0.65$3.31$5.98$8.64$11.30$50.88$58.15$65.41$72.67$79.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MT spot · $63.60MT PRICE$0.94$1.23$1.57$1.96$2.35$2.74$3.25$3.87$4.50$5.12$5.80$7.04$8.28$1.17$1.53$1.88$2.37$2.88$3.39$3.91$4.60$5.46$6.31$7.17$8.62$10.53
PutsCheap0.91×
CallsExpensive1.12×
SkewBearish+1.14 pp
Implied moveBearish±$7.15
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.7344.1%15.8%56.6547.8%12.8%
25Δ70.8343.6%13.3%58.2246.8%10.9%
30Δ69.3143.4%11.4%59.8045.7%8.9%
35Δ68.0743.3%10.1%61.0045.2%7.8%
40Δ66.8443.3%8.8%62.1544.9%6.8%
45Δ65.6043.2%7.4%63.3044.6%5.8%
50Δ64.4243.4%6.4%64.4544.3%4.8%
55Δ63.2943.7%5.6%65.6644.2%4.0%
60Δ62.1744.0%4.8%66.9244.3%3.4%
65Δ61.0444.4%4.0%68.1844.3%2.7%
70Δ59.8744.8%3.3%69.4444.4%2.1%
75Δ58.2946.1%2.7%71.2245.5%1.6%
80Δ56.7047.3%2.2%73.4347.3%1.1%

20Δ

Calls
Pseudo strike
72.73
IV
44.1%
B/E move
15.8%
Puts
Pseudo strike
56.65
IV
47.8%
B/E move
12.8%

25Δ

Calls
Pseudo strike
70.83
IV
43.6%
B/E move
13.3%
Puts
Pseudo strike
58.22
IV
46.8%
B/E move
10.9%

30Δ

Calls
Pseudo strike
69.31
IV
43.4%
B/E move
11.4%
Puts
Pseudo strike
59.80
IV
45.7%
B/E move
8.9%

35Δ

Calls
Pseudo strike
68.07
IV
43.3%
B/E move
10.1%
Puts
Pseudo strike
61.00
IV
45.2%
B/E move
7.8%

40Δ

Calls
Pseudo strike
66.84
IV
43.3%
B/E move
8.8%
Puts
Pseudo strike
62.15
IV
44.9%
B/E move
6.8%

45Δ

Calls
Pseudo strike
65.60
IV
43.2%
B/E move
7.4%
Puts
Pseudo strike
63.30
IV
44.6%
B/E move
5.8%

50Δ

Calls
Pseudo strike
64.42
IV
43.4%
B/E move
6.4%
Puts
Pseudo strike
64.45
IV
44.3%
B/E move
4.8%

55Δ

Calls
Pseudo strike
63.29
IV
43.7%
B/E move
5.6%
Puts
Pseudo strike
65.66
IV
44.2%
B/E move
4.0%

60Δ

Calls
Pseudo strike
62.17
IV
44.0%
B/E move
4.8%
Puts
Pseudo strike
66.92
IV
44.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
61.04
IV
44.4%
B/E move
4.0%
Puts
Pseudo strike
68.18
IV
44.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
59.87
IV
44.8%
B/E move
3.3%
Puts
Pseudo strike
69.44
IV
44.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
58.29
IV
46.1%
B/E move
2.7%
Puts
Pseudo strike
71.22
IV
45.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
56.70
IV
47.3%
B/E move
2.2%
Puts
Pseudo strike
73.43
IV
47.3%
B/E move
1.1%