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Meritage Homes Corporation MTH

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Market datapartial · fetched 2026-10-22T11:48:51.355Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T11:26:00.685542973Z

FundamentalsAlpha Vantage · unavailable

Share price$59.30
1D
Price history unavailable.

Meritage Homes Corporation options

Live interpolated MTH call and put midpoint premiums by absolute delta.Meritage Homes Corporation$0.61$2.61$4.61$6.61$8.61$49.98$54.94$59.89$64.85$69.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTH spot · $59.30MTH PRICE$0.83$1.12$1.43$1.77$2.14$2.56$2.98$3.71$4.46$5.19$5.91$6.88$8.03$0.98$1.30$1.64$1.98$2.37$2.80$3.23$3.71$4.20$4.71$5.35$5.99$6.88
PutsExpensive1.17×
CallsExpensive1.33×
SkewBullish-7.06 pp
Implied moveBearish±$6.21
TiltBullish2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.0446.5%14.5%53.5247.9%11.4%
25Δ65.7247.3%12.7%54.7448.5%9.9%
30Δ64.4647.8%11.1%55.8847.7%8.5%
35Δ63.2848.0%9.7%57.0146.5%7.2%
40Δ62.1548.2%8.4%58.0445.7%6.1%
45Δ61.1048.4%7.3%59.0045.2%5.2%
50Δ60.0548.6%6.3%59.9644.6%4.3%
55Δ58.9551.4%5.7%60.8643.6%3.6%
60Δ57.8654.4%5.1%61.7642.6%2.9%
65Δ56.6955.2%4.3%62.6641.5%2.3%
70Δ55.4955.0%3.5%63.6040.4%1.8%
75Δ54.1055.9%2.8%64.5439.4%1.3%
80Δ52.5957.3%2.2%65.6838.7%0.8%

20Δ

Calls
Pseudo strike
67.04
IV
46.5%
B/E move
14.5%
Puts
Pseudo strike
53.52
IV
47.9%
B/E move
11.4%

25Δ

Calls
Pseudo strike
65.72
IV
47.3%
B/E move
12.7%
Puts
Pseudo strike
54.74
IV
48.5%
B/E move
9.9%

30Δ

Calls
Pseudo strike
64.46
IV
47.8%
B/E move
11.1%
Puts
Pseudo strike
55.88
IV
47.7%
B/E move
8.5%

35Δ

Calls
Pseudo strike
63.28
IV
48.0%
B/E move
9.7%
Puts
Pseudo strike
57.01
IV
46.5%
B/E move
7.2%

40Δ

Calls
Pseudo strike
62.15
IV
48.2%
B/E move
8.4%
Puts
Pseudo strike
58.04
IV
45.7%
B/E move
6.1%

45Δ

Calls
Pseudo strike
61.10
IV
48.4%
B/E move
7.3%
Puts
Pseudo strike
59.00
IV
45.2%
B/E move
5.2%

50Δ

Calls
Pseudo strike
60.05
IV
48.6%
B/E move
6.3%
Puts
Pseudo strike
59.96
IV
44.6%
B/E move
4.3%

55Δ

Calls
Pseudo strike
58.95
IV
51.4%
B/E move
5.7%
Puts
Pseudo strike
60.86
IV
43.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
57.86
IV
54.4%
B/E move
5.1%
Puts
Pseudo strike
61.76
IV
42.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
56.69
IV
55.2%
B/E move
4.3%
Puts
Pseudo strike
62.66
IV
41.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
55.49
IV
55.0%
B/E move
3.5%
Puts
Pseudo strike
63.60
IV
40.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
54.10
IV
55.9%
B/E move
2.8%
Puts
Pseudo strike
64.54
IV
39.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
52.59
IV
57.3%
B/E move
2.2%
Puts
Pseudo strike
65.68
IV
38.7%
B/E move
0.8%

Options history

No recorded observations