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Metallus Inc. MTUS

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-11-12T15:49:05.891Z

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 · 2026-11-12T15:48:13.999535629Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:41:02.445715+00:00

Share price$17.39
1D-0.7%
$17.27$17.35$17.44$17.52$17.605:30 AM6:30 AM9:00 AM1:00 PMMTUS
Sold putSold call

Metallus Inc. options

Live interpolated MTUS call and put midpoint premiums by absolute delta.Metallus Inc.$0.31$0.92$1.54$2.15$2.76$15.02$16.52$18.03$19.53$21.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MTUS spot · $17.39MTUS PRICE$0.38$0.44$0.63$0.83$1.02$1.22$1.41$1.61$1.81$2.00$2.20$2.39$2.59$0.38$0.39$0.41$0.42$0.44$0.45$0.47
Puts——
CallsExpensive2.09×
Skew——
Implied moveBullish±$1.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.57145.7%26.2%15.08123.4%15.4%
25Δ19.87114.1%16.8%15.46110.7%13.4%
30Δ19.45114.3%15.5%15.8398.0%11.3%
35Δ19.03114.5%14.2%16.2085.3%9.3%
40Δ18.61114.7%12.9%16.5872.6%7.2%
45Δ18.18114.8%11.6%16.9559.9%5.1%
50Δ17.76115.0%10.3%17.3347.2%3.1%
55Δ17.34115.2%9.0%
60Δ16.92115.4%7.7%
65Δ16.50115.6%6.4%
70Δ16.08115.7%5.1%
75Δ15.66115.9%3.8%
80Δ15.24116.1%2.5%

20Δ

Calls
Pseudo strike
21.57
IV
145.7%
B/E move
26.2%
Puts
Pseudo strike
15.08
IV
123.4%
B/E move
15.4%

25Δ

Calls
Pseudo strike
19.87
IV
114.1%
B/E move
16.8%
Puts
Pseudo strike
15.46
IV
110.7%
B/E move
13.4%

30Δ

Calls
Pseudo strike
19.45
IV
114.3%
B/E move
15.5%
Puts
Pseudo strike
15.83
IV
98.0%
B/E move
11.3%

35Δ

Calls
Pseudo strike
19.03
IV
114.5%
B/E move
14.2%
Puts
Pseudo strike
16.20
IV
85.3%
B/E move
9.3%

40Δ

Calls
Pseudo strike
18.61
IV
114.7%
B/E move
12.9%
Puts
Pseudo strike
16.58
IV
72.6%
B/E move
7.2%

45Δ

Calls
Pseudo strike
18.18
IV
114.8%
B/E move
11.6%
Puts
Pseudo strike
16.95
IV
59.9%
B/E move
5.1%

50Δ

Calls
Pseudo strike
17.76
IV
115.0%
B/E move
10.3%
Puts
Pseudo strike
17.33
IV
47.2%
B/E move
3.1%

55Δ

Calls
Pseudo strike
17.34
IV
115.2%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.92
IV
115.4%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.50
IV
115.6%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.08
IV
115.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.66
IV
115.9%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.24
IV
116.1%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.18%
Daily EOD
MTUS39.0%41.8%44.6%2026-10-19: 39.42%2026-10-20: 40.52%2026-10-21: 40.21%2026-10-22: 41.47%2026-10-23: 41.29%2026-10-26: 42.11%2026-10-27: 41.81%2026-10-28: 41.98%2026-10-29: 44.20%2026-10-30: 44.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.42%
40.52%
40.21%
41.47%
41.29%
42.11%
41.81%
41.98%
44.20%
44.18%