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Meritage Homes Corporation MTH

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-11-11T13:59:11.629Z

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: 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 · 2026-11-11T00:00:00.00175514Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:59:11.185428+00:00

Share price$67.25
1D-2.0%
AH$66.76$67.27$67.78$68.29$68.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTH
Sold putSold callAH

Meritage Homes Corporation options

Live interpolated MTH call and put midpoint premiums by absolute delta.Meritage Homes Corporation$0.41$1.76$3.10$4.45$5.79$60.29$64.35$68.41$72.47$76.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MTH spot · $67.25MTH PRICE$0.90$1.14$1.39$1.71$2.03$2.36$2.64$2.91$3.19$3.61$4.51$5.41$0.56$0.61$0.96$1.39$1.82$2.26$2.65$2.80$2.96$3.11$3.26$3.60$4.17
PutsCheap0.93×
Calls——
Skew——
Implied moveBearish±$5.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.3047.1%6.7%
25Δ72.0258.1%8.4%64.7038.3%4.7%
30Δ71.0358.3%7.3%65.4240.4%4.1%
35Δ70.0558.6%6.2%65.9645.5%4.0%
40Δ69.2358.8%5.5%66.5050.6%3.8%
45Δ68.4258.9%4.8%67.0455.7%3.7%
50Δ67.6159.1%4.0%67.5859.4%3.5%
55Δ66.9056.7%3.4%68.1154.9%2.9%
60Δ66.2254.0%2.8%68.6450.5%2.3%
65Δ65.5351.3%2.2%69.1746.0%1.8%
70Δ64.7550.1%1.7%69.7041.6%1.2%
75Δ63.6853.9%1.4%70.3138.6%0.8%
80Δ62.6157.6%1.1%71.0337.7%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.30
IV
47.1%
B/E move
6.7%

25Δ

Calls
Pseudo strike
72.02
IV
58.1%
B/E move
8.4%
Puts
Pseudo strike
64.70
IV
38.3%
B/E move
4.7%

30Δ

Calls
Pseudo strike
71.03
IV
58.3%
B/E move
7.3%
Puts
Pseudo strike
65.42
IV
40.4%
B/E move
4.1%

35Δ

Calls
Pseudo strike
70.05
IV
58.6%
B/E move
6.2%
Puts
Pseudo strike
65.96
IV
45.5%
B/E move
4.0%

40Δ

Calls
Pseudo strike
69.23
IV
58.8%
B/E move
5.5%
Puts
Pseudo strike
66.50
IV
50.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
68.42
IV
58.9%
B/E move
4.8%
Puts
Pseudo strike
67.04
IV
55.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
67.61
IV
59.1%
B/E move
4.0%
Puts
Pseudo strike
67.58
IV
59.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
66.90
IV
56.7%
B/E move
3.4%
Puts
Pseudo strike
68.11
IV
54.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
66.22
IV
54.0%
B/E move
2.8%
Puts
Pseudo strike
68.64
IV
50.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
65.53
IV
51.3%
B/E move
2.2%
Puts
Pseudo strike
69.17
IV
46.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
64.75
IV
50.1%
B/E move
1.7%
Puts
Pseudo strike
69.70
IV
41.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
63.68
IV
53.9%
B/E move
1.4%
Puts
Pseudo strike
70.31
IV
38.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
62.61
IV
57.6%
B/E move
1.1%
Puts
Pseudo strike
71.03
IV
37.7%
B/E move
0.6%

Options history

IV · four-Friday blend38.44%
Daily EOD
MTH38.1%40.8%43.5%2026-10-19: 41.14%2026-10-20: 41.30%2026-10-21: 41.40%2026-10-22: 41.11%2026-10-23: 41.10%2026-10-26: 43.12%2026-10-27: 41.53%2026-10-28: 40.91%2026-10-29: 40.27%2026-10-30: 38.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.14%
41.30%
41.40%
41.11%
41.10%
43.12%
41.53%
40.91%
40.27%
38.44%