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MURPHY USA INC. MUSA

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Market datapartial · fetched 2026-10-22T23:11:41.020Z

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 · 2026-10-22T23:00:00.00279583Z

FundamentalsAlpha Vantage · unavailable

Share price$532.10
1D-1.8%
AH$524$529$534$539$5445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMUSA
Sold putSold callAH

MURPHY USA INC. options

Live interpolated MUSA call and put midpoint premiums by absolute delta.MURPHY USA INC.$4.74$20.71$36.68$52.65$68.62$453.89$493.48$533.07$572.66$612.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MUSA spot · $532.10MUSA PRICE$6.47$8.82$10.83$13.49$16.61$20.09$23.73$27.40$32.95$39.20$44.95$51.97$62.80$8.50$11.25$13.75$16.62$19.56$22.44$25.97$30.24$35.17$40.59$46.20$52.87$64.02
PutsExpensive1.20×
CallsExpensive1.13×
SkewBullish-1.29 pp
Implied moveBearish±$49.71
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ592.0040.8%12.5%481.1547.5%11.2%
25Δ581.6741.6%11.0%492.3247.0%9.6%
30Δ570.1240.2%9.2%503.3844.9%8.0%
35Δ561.4840.5%8.1%512.7543.8%6.8%
40Δ553.5041.3%7.1%521.4442.6%5.7%
45Δ545.6242.2%6.3%529.5641.1%4.7%
50Δ537.6542.6%5.5%537.1840.3%3.9%
55Δ529.5542.4%4.7%544.9140.1%3.3%
60Δ521.1444.3%4.1%552.8640.1%2.7%
65Δ511.9746.0%3.6%561.1040.1%2.2%
70Δ502.8546.0%3.0%569.4039.5%1.7%
75Δ492.7846.4%2.4%578.4739.1%1.2%
80Δ479.6149.1%1.9%591.5140.5%0.9%

20Δ

Calls
Pseudo strike
592.00
IV
40.8%
B/E move
12.5%
Puts
Pseudo strike
481.15
IV
47.5%
B/E move
11.2%

25Δ

Calls
Pseudo strike
581.67
IV
41.6%
B/E move
11.0%
Puts
Pseudo strike
492.32
IV
47.0%
B/E move
9.6%

30Δ

Calls
Pseudo strike
570.12
IV
40.2%
B/E move
9.2%
Puts
Pseudo strike
503.38
IV
44.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
561.48
IV
40.5%
B/E move
8.1%
Puts
Pseudo strike
512.75
IV
43.8%
B/E move
6.8%

40Δ

Calls
Pseudo strike
553.50
IV
41.3%
B/E move
7.1%
Puts
Pseudo strike
521.44
IV
42.6%
B/E move
5.7%

45Δ

Calls
Pseudo strike
545.62
IV
42.2%
B/E move
6.3%
Puts
Pseudo strike
529.56
IV
41.1%
B/E move
4.7%

50Δ

Calls
Pseudo strike
537.65
IV
42.6%
B/E move
5.5%
Puts
Pseudo strike
537.18
IV
40.3%
B/E move
3.9%

55Δ

Calls
Pseudo strike
529.55
IV
42.4%
B/E move
4.7%
Puts
Pseudo strike
544.91
IV
40.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
521.14
IV
44.3%
B/E move
4.1%
Puts
Pseudo strike
552.86
IV
40.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
511.97
IV
46.0%
B/E move
3.6%
Puts
Pseudo strike
561.10
IV
40.1%
B/E move
2.2%

70Δ

Calls
Pseudo strike
502.85
IV
46.0%
B/E move
3.0%
Puts
Pseudo strike
569.40
IV
39.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
492.78
IV
46.4%
B/E move
2.4%
Puts
Pseudo strike
578.47
IV
39.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
479.61
IV
49.1%
B/E move
1.9%
Puts
Pseudo strike
591.51
IV
40.5%
B/E move
0.9%

Options history

No recorded observations