Share price$534.63
1D+0.1%
Sold putSold callAH
Murphy USA Inc MUSA
CONSUMER CYCLICAL · SPECIALTY RETAILi
Market dataready · fetched 2026-10-24T15:18:00.001Z
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 · 2026-10-23T23:00:00.002657843Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:18:00.182128+00:00
Murphy USA Inc options
PutsExpensive1.22×
CallsExpensive1.09×
SkewBearish+1.31 pp
Implied moveBearish±$49.61
TiltBearish7.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 590.89 | 39.8% | 11.7% | 485.35 | 46.9% | 10.7% |
| 25Δ | 582.38 | 41.5% | 10.5% | 496.19 | 46.6% | 9.2% |
| 30Δ | 570.83 | 39.7% | 8.7% | 505.44 | 47.0% | 8.1% |
| 35Δ | 562.48 | 39.9% | 7.6% | 514.83 | 46.1% | 6.9% |
| 40Δ | 554.95 | 41.0% | 6.8% | 523.66 | 44.9% | 5.8% |
| 45Δ | 547.50 | 41.9% | 6.0% | 531.93 | 43.9% | 4.9% |
| 50Δ | 539.74 | 42.2% | 5.2% | 539.83 | 42.8% | 4.0% |
| 55Δ | 531.97 | 42.8% | 4.5% | 547.64 | 42.4% | 3.4% |
| 60Δ | 523.84 | 43.9% | 3.9% | 555.73 | 42.2% | 2.8% |
| 65Δ | 515.47 | 44.5% | 3.3% | 564.38 | 42.4% | 2.3% |
| 70Δ | 506.50 | 45.0% | 2.8% | 573.62 | 42.5% | 1.8% |
| 75Δ | 496.39 | 46.2% | 2.3% | 583.64 | 42.5% | 1.3% |
| 80Δ | 485.20 | 47.1% | 1.8% | 595.23 | 42.6% | 0.9% |
20Δ
- Pseudo strike
- 590.89
- IV
- 39.8%
- B/E move
- 11.7%
- Pseudo strike
- 485.35
- IV
- 46.9%
- B/E move
- 10.7%
25Δ
- Pseudo strike
- 582.38
- IV
- 41.5%
- B/E move
- 10.5%
- Pseudo strike
- 496.19
- IV
- 46.6%
- B/E move
- 9.2%
30Δ
- Pseudo strike
- 570.83
- IV
- 39.7%
- B/E move
- 8.7%
- Pseudo strike
- 505.44
- IV
- 47.0%
- B/E move
- 8.1%
35Δ
- Pseudo strike
- 562.48
- IV
- 39.9%
- B/E move
- 7.6%
- Pseudo strike
- 514.83
- IV
- 46.1%
- B/E move
- 6.9%
40Δ
- Pseudo strike
- 554.95
- IV
- 41.0%
- B/E move
- 6.8%
- Pseudo strike
- 523.66
- IV
- 44.9%
- B/E move
- 5.8%
45Δ
- Pseudo strike
- 547.50
- IV
- 41.9%
- B/E move
- 6.0%
- Pseudo strike
- 531.93
- IV
- 43.9%
- B/E move
- 4.9%
50Δ
- Pseudo strike
- 539.74
- IV
- 42.2%
- B/E move
- 5.2%
- Pseudo strike
- 539.83
- IV
- 42.8%
- B/E move
- 4.0%
55Δ
- Pseudo strike
- 531.97
- IV
- 42.8%
- B/E move
- 4.5%
- Pseudo strike
- 547.64
- IV
- 42.4%
- B/E move
- 3.4%
60Δ
- Pseudo strike
- 523.84
- IV
- 43.9%
- B/E move
- 3.9%
- Pseudo strike
- 555.73
- IV
- 42.2%
- B/E move
- 2.8%
65Δ
- Pseudo strike
- 515.47
- IV
- 44.5%
- B/E move
- 3.3%
- Pseudo strike
- 564.38
- IV
- 42.4%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- 506.50
- IV
- 45.0%
- B/E move
- 2.8%
- Pseudo strike
- 573.62
- IV
- 42.5%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 496.39
- IV
- 46.2%
- B/E move
- 2.3%
- Pseudo strike
- 583.64
- IV
- 42.5%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 485.20
- IV
- 47.1%
- B/E move
- 1.8%
- Pseudo strike
- 595.23
- IV
- 42.6%
- B/E move
- 0.9%
Options history
No recorded observations