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Meritage Homes Corporation MTH

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Market datapartial · fetched 2026-10-22T23:06:28.127Z

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 · 2026-10-22T23:00:00.003352618Z

FundamentalsAlpha Vantage · unavailable

Share price$63.63
1D+6.9%
AH$59$60$62$63$645:30 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$0.54$4.60$8.66$12.72$16.78$52.25$57.59$62.94$68.28$73.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTH spot · $63.63MTH PRICE$1.15$1.15$1.21$1.57$2.00$2.43$2.93$3.47$3.99$4.46$4.93$5.93$7.37$0.98$1.33$1.68$1.99$2.29$2.93$3.61$4.53$5.78$7.36$9.22$11.73$15.61
PutsExpensive1.40×
CallsExpensive1.08×
SkewBearish+7.75 pp
Implied moveBearish±$6.54
TiltBearish23.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.1862.3%20.0%57.7545.4%10.8%
25Δ70.3146.0%12.3%58.9445.8%9.5%
30Δ67.9337.7%8.7%60.1246.0%8.2%
35Δ66.8538.0%7.5%61.2443.9%6.9%
40Δ66.0440.1%6.9%62.3741.8%5.6%
45Δ65.2342.3%6.3%63.4043.5%5.0%
50Δ64.2943.6%5.6%64.4245.7%4.4%
55Δ63.3044.4%4.9%65.6448.8%4.0%
60Δ62.3244.8%4.2%67.1253.3%3.6%
65Δ61.3843.3%3.5%68.9758.0%3.2%
70Δ60.4441.7%2.7%71.1362.3%2.7%
75Δ59.1143.6%2.2%73.9567.5%2.2%
80Δ57.4748.1%1.9%78.1274.8%1.7%

20Δ

Calls
Pseudo strike
75.18
IV
62.3%
B/E move
20.0%
Puts
Pseudo strike
57.75
IV
45.4%
B/E move
10.8%

25Δ

Calls
Pseudo strike
70.31
IV
46.0%
B/E move
12.3%
Puts
Pseudo strike
58.94
IV
45.8%
B/E move
9.5%

30Δ

Calls
Pseudo strike
67.93
IV
37.7%
B/E move
8.7%
Puts
Pseudo strike
60.12
IV
46.0%
B/E move
8.2%

35Δ

Calls
Pseudo strike
66.85
IV
38.0%
B/E move
7.5%
Puts
Pseudo strike
61.24
IV
43.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
66.04
IV
40.1%
B/E move
6.9%
Puts
Pseudo strike
62.37
IV
41.8%
B/E move
5.6%

45Δ

Calls
Pseudo strike
65.23
IV
42.3%
B/E move
6.3%
Puts
Pseudo strike
63.40
IV
43.5%
B/E move
5.0%

50Δ

Calls
Pseudo strike
64.29
IV
43.6%
B/E move
5.6%
Puts
Pseudo strike
64.42
IV
45.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
63.30
IV
44.4%
B/E move
4.9%
Puts
Pseudo strike
65.64
IV
48.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
62.32
IV
44.8%
B/E move
4.2%
Puts
Pseudo strike
67.12
IV
53.3%
B/E move
3.6%

65Δ

Calls
Pseudo strike
61.38
IV
43.3%
B/E move
3.5%
Puts
Pseudo strike
68.97
IV
58.0%
B/E move
3.2%

70Δ

Calls
Pseudo strike
60.44
IV
41.7%
B/E move
2.7%
Puts
Pseudo strike
71.13
IV
62.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
59.11
IV
43.6%
B/E move
2.2%
Puts
Pseudo strike
73.95
IV
67.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
57.47
IV
48.1%
B/E move
1.9%
Puts
Pseudo strike
78.12
IV
74.8%
B/E move
1.7%

Options history

No recorded observations