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MURPHY USA INC. MUSA

i

Market dataready · fetched 2026-11-13T18:53:13.771Z

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 · 2026-11-13T18:50:55.719886239Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:53:13.221062+00:00

Share price$540.65
1D+1.2%
$530$533$536$539$5415:30 AM6:30 AM9:00 AM1:00 PMMUSA
Sold putSold call

MURPHY USA INC. options

Live interpolated MUSA call and put midpoint premiums by absolute delta.MURPHY USA INC.$1.99$10.42$18.86$27.29$35.73$492.51$512.71$532.90$553.10$573.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MUSA spot · $540.65MUSA PRICE$2.90$3.72$4.73$5.73$6.93$8.25$9.56$11.08$12.81$14.55$16.61$19.81$23.01$4.15$5.42$6.73$8.05$9.17$10.26$11.92$14.13$16.35$19.71$23.32$28.06$33.29
PutsExpensive1.45×
CallsExpensive1.10×
SkewBearish+9.29 pp
Implied moveBearish±$21.48
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ565.0835.4%5.1%512.5847.9%6.0%
25Δ559.2334.0%4.1%518.8646.9%5.0%
30Δ555.3333.6%3.6%524.2345.5%4.3%
35Δ551.4333.2%3.1%529.4044.1%3.6%
40Δ548.0032.9%2.6%533.7141.7%3.0%
45Δ544.8332.8%2.3%537.9239.2%2.4%
50Δ541.6632.6%2.0%541.8838.1%2.0%
55Δ538.5432.4%1.7%545.6038.5%1.7%
60Δ535.4632.2%1.4%549.3338.9%1.4%
65Δ532.3931.9%1.2%553.9040.1%1.2%
70Δ529.0931.8%0.9%558.6541.4%1.0%
75Δ524.9832.5%0.8%564.4842.9%0.8%
80Δ520.8833.3%0.6%570.7744.1%0.6%

20Δ

Calls
Pseudo strike
565.08
IV
35.4%
B/E move
5.1%
Puts
Pseudo strike
512.58
IV
47.9%
B/E move
6.0%

25Δ

Calls
Pseudo strike
559.23
IV
34.0%
B/E move
4.1%
Puts
Pseudo strike
518.86
IV
46.9%
B/E move
5.0%

30Δ

Calls
Pseudo strike
555.33
IV
33.6%
B/E move
3.6%
Puts
Pseudo strike
524.23
IV
45.5%
B/E move
4.3%

35Δ

Calls
Pseudo strike
551.43
IV
33.2%
B/E move
3.1%
Puts
Pseudo strike
529.40
IV
44.1%
B/E move
3.6%

40Δ

Calls
Pseudo strike
548.00
IV
32.9%
B/E move
2.6%
Puts
Pseudo strike
533.71
IV
41.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
544.83
IV
32.8%
B/E move
2.3%
Puts
Pseudo strike
537.92
IV
39.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
541.66
IV
32.6%
B/E move
2.0%
Puts
Pseudo strike
541.88
IV
38.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
538.54
IV
32.4%
B/E move
1.7%
Puts
Pseudo strike
545.60
IV
38.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
535.46
IV
32.2%
B/E move
1.4%
Puts
Pseudo strike
549.33
IV
38.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
532.39
IV
31.9%
B/E move
1.2%
Puts
Pseudo strike
553.90
IV
40.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
529.09
IV
31.8%
B/E move
0.9%
Puts
Pseudo strike
558.65
IV
41.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
524.98
IV
32.5%
B/E move
0.8%
Puts
Pseudo strike
564.48
IV
42.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
520.88
IV
33.3%
B/E move
0.6%
Puts
Pseudo strike
570.77
IV
44.1%
B/E move
0.6%

Options history

IV · four-Friday blend33.70%
Daily EOD
MUSA31.9%35.6%39.4%2026-10-19: 36.61%2026-10-20: 36.67%2026-10-21: 36.35%2026-10-22: 37.05%2026-10-23: 37.19%2026-10-26: 37.78%2026-10-27: 38.52%2026-10-28: 38.85%2026-10-29: 32.44%2026-10-30: 33.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.61%
36.67%
36.35%
37.05%
37.19%
37.78%
38.52%
38.85%
32.44%
33.70%