Share price$536.10
1D-1.2%
Sold putSold call
MURPHY USA INC. MUSA
i
Market datapartial · fetched 2026-10-22T18:25:34.166Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T18:25:17.016628167Z
FundamentalsAlpha Vantage · unavailable
MURPHY USA INC. options
PutsExpensive1.25×
CallsExpensive1.06×
SkewBearish+3.09 pp
Implied moveBearish±$49.38
TiltBearish9.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 595.71 | 40.3% | 12.3% | 482.86 | 49.4% | 11.6% |
| 25Δ | 582.80 | 38.7% | 10.3% | 494.81 | 48.6% | 9.9% |
| 30Δ | 573.33 | 38.9% | 8.9% | 506.64 | 45.8% | 8.1% |
| 35Δ | 564.43 | 38.8% | 7.7% | 516.13 | 45.3% | 7.0% |
| 40Δ | 556.32 | 38.8% | 6.7% | 524.89 | 45.0% | 6.0% |
| 45Δ | 548.71 | 39.1% | 5.9% | 533.40 | 43.5% | 5.0% |
| 50Δ | 541.11 | 39.4% | 5.1% | 541.52 | 41.7% | 4.1% |
| 55Δ | 533.42 | 41.2% | 4.5% | 549.67 | 42.0% | 3.4% |
| 60Δ | 525.55 | 42.0% | 3.9% | 557.63 | 41.3% | 2.8% |
| 65Δ | 517.29 | 42.1% | 3.3% | 566.13 | 41.0% | 2.2% |
| 70Δ | 508.32 | 43.0% | 2.8% | 575.60 | 41.2% | 1.8% |
| 75Δ | 498.72 | 43.6% | 2.2% | 586.70 | 42.0% | 1.3% |
| 80Δ | 487.40 | 44.7% | 1.8% | 601.69 | 44.0% | 1.0% |
20Δ
- Pseudo strike
- 595.71
- IV
- 40.3%
- B/E move
- 12.3%
- Pseudo strike
- 482.86
- IV
- 49.4%
- B/E move
- 11.6%
25Δ
- Pseudo strike
- 582.80
- IV
- 38.7%
- B/E move
- 10.3%
- Pseudo strike
- 494.81
- IV
- 48.6%
- B/E move
- 9.9%
30Δ
- Pseudo strike
- 573.33
- IV
- 38.9%
- B/E move
- 8.9%
- Pseudo strike
- 506.64
- IV
- 45.8%
- B/E move
- 8.1%
35Δ
- Pseudo strike
- 564.43
- IV
- 38.8%
- B/E move
- 7.7%
- Pseudo strike
- 516.13
- IV
- 45.3%
- B/E move
- 7.0%
40Δ
- Pseudo strike
- 556.32
- IV
- 38.8%
- B/E move
- 6.7%
- Pseudo strike
- 524.89
- IV
- 45.0%
- B/E move
- 6.0%
45Δ
- Pseudo strike
- 548.71
- IV
- 39.1%
- B/E move
- 5.9%
- Pseudo strike
- 533.40
- IV
- 43.5%
- B/E move
- 5.0%
50Δ
- Pseudo strike
- 541.11
- IV
- 39.4%
- B/E move
- 5.1%
- Pseudo strike
- 541.52
- IV
- 41.7%
- B/E move
- 4.1%
55Δ
- Pseudo strike
- 533.42
- IV
- 41.2%
- B/E move
- 4.5%
- Pseudo strike
- 549.67
- IV
- 42.0%
- B/E move
- 3.4%
60Δ
- Pseudo strike
- 525.55
- IV
- 42.0%
- B/E move
- 3.9%
- Pseudo strike
- 557.63
- IV
- 41.3%
- B/E move
- 2.8%
65Δ
- Pseudo strike
- 517.29
- IV
- 42.1%
- B/E move
- 3.3%
- Pseudo strike
- 566.13
- IV
- 41.0%
- B/E move
- 2.2%
70Δ
- Pseudo strike
- 508.32
- IV
- 43.0%
- B/E move
- 2.8%
- Pseudo strike
- 575.60
- IV
- 41.2%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 498.72
- IV
- 43.6%
- B/E move
- 2.2%
- Pseudo strike
- 586.70
- IV
- 42.0%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 487.40
- IV
- 44.7%
- B/E move
- 1.8%
- Pseudo strike
- 601.69
- IV
- 44.0%
- B/E move
- 1.0%
Options history
No recorded observations