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Metallus, Inc MTUS

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-10-22T21:25:12.937Z

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 · 2026-10-22T20:10:00.004419512Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:15:19.805846+00:00

Share price$20.11
1D-2.1%
AH$19.68$19.93$20.18$20.43$20.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTUS
Sold putSold callAH

Metallus, Inc options

Live interpolated MTUS call and put midpoint premiums by absolute delta.Metallus, Inc$0.20$0.89$1.59$2.28$2.97$16.59$18.37$20.15$21.93$23.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTUS spot · $20.11MTUS PRICE$0.28$0.39$0.52$0.66$0.79$0.93$1.06$1.19$1.50$1.82$2.14$2.45$2.77$0.39$0.52$0.65$0.77$0.90$1.04$1.28$1.51$1.75$1.99$2.23$2.47
PutsFair1.00×
CallsFair0.97×
SkewNeutral+0.09 pp
Implied moveBearish±$2.34
TiltBullish3.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.8346.7%14.9%17.8155.4%13.4%
25Δ22.2546.0%12.6%18.2554.2%11.8%
30Δ21.8846.5%11.4%18.7052.9%10.3%
35Δ21.5047.1%10.2%19.1451.7%8.7%
40Δ21.1347.7%9.0%19.5850.5%7.1%
45Δ20.7648.2%7.8%20.0249.3%5.6%
50Δ20.3948.8%6.7%20.3948.8%4.9%
55Δ20.0249.4%5.5%20.7648.2%4.3%
60Δ19.5750.7%4.8%21.1447.7%3.6%
65Δ19.1352.1%4.2%21.5147.2%2.9%
70Δ18.6853.4%3.5%21.8946.7%2.3%
75Δ18.2454.8%2.9%22.2646.2%1.6%
80Δ17.7956.1%2.2%

20Δ

Calls
Pseudo strike
22.83
IV
46.7%
B/E move
14.9%
Puts
Pseudo strike
17.81
IV
55.4%
B/E move
13.4%

25Δ

Calls
Pseudo strike
22.25
IV
46.0%
B/E move
12.6%
Puts
Pseudo strike
18.25
IV
54.2%
B/E move
11.8%

30Δ

Calls
Pseudo strike
21.88
IV
46.5%
B/E move
11.4%
Puts
Pseudo strike
18.70
IV
52.9%
B/E move
10.3%

35Δ

Calls
Pseudo strike
21.50
IV
47.1%
B/E move
10.2%
Puts
Pseudo strike
19.14
IV
51.7%
B/E move
8.7%

40Δ

Calls
Pseudo strike
21.13
IV
47.7%
B/E move
9.0%
Puts
Pseudo strike
19.58
IV
50.5%
B/E move
7.1%

45Δ

Calls
Pseudo strike
20.76
IV
48.2%
B/E move
7.8%
Puts
Pseudo strike
20.02
IV
49.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
20.39
IV
48.8%
B/E move
6.7%
Puts
Pseudo strike
20.39
IV
48.8%
B/E move
4.9%

55Δ

Calls
Pseudo strike
20.02
IV
49.4%
B/E move
5.5%
Puts
Pseudo strike
20.76
IV
48.2%
B/E move
4.3%

60Δ

Calls
Pseudo strike
19.57
IV
50.7%
B/E move
4.8%
Puts
Pseudo strike
21.14
IV
47.7%
B/E move
3.6%

65Δ

Calls
Pseudo strike
19.13
IV
52.1%
B/E move
4.2%
Puts
Pseudo strike
21.51
IV
47.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
18.68
IV
53.4%
B/E move
3.5%
Puts
Pseudo strike
21.89
IV
46.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
18.24
IV
54.8%
B/E move
2.9%
Puts
Pseudo strike
22.26
IV
46.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
17.79
IV
56.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations