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Myers Industries, Inc. MYE

i

Market dataready · fetched 2026-11-13T17:10:42.991Z

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 · 2026-11-13T17:05:25.903827887Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T17:10:42.279406+00:00

Share price$28.05
1D-1.1%
$27.85$28.01$28.17$28.33$28.495:30 AM6:30 AM9:00 AM1:00 PMMYE
Sold putSold call

Myers Industries, Inc. options

Live interpolated MYE call and put midpoint premiums by absolute delta.Myers Industries, Inc.$2.01$2.35$2.69$3.03$3.37$26.28$27.22$28.16$29.10$30.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 MYE spot · $28.05MYE PRICE$2.06$2.19$2.33$2.46$2.59$2.73$2.86$3.00$3.13$3.27$2.05$2.06$2.10$2.24$2.38$2.52$2.66$2.81$2.95
Puts——
Calls——
Skew——
Implied moveBearish±$5.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.78362.8%33.2%
25Δ23.13287.3%24.9%
30Δ24.93234.0%18.6%
35Δ34.96270.5%32.0%25.74215.2%16.2%
40Δ33.94252.0%28.8%26.51197.8%14.0%
45Δ32.92233.6%25.7%27.28180.4%11.7%
50Δ31.91215.1%22.5%28.05163.0%9.5%
55Δ30.89196.7%19.4%28.82145.6%7.2%
60Δ29.87178.2%16.3%29.59128.2%5.0%
65Δ28.86159.7%13.1%
70Δ27.84141.3%10.0%
75Δ26.82122.8%6.8%
80Δ25.81104.4%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.78
IV
362.8%
B/E move
33.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.13
IV
287.3%
B/E move
24.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.93
IV
234.0%
B/E move
18.6%

35Δ

Calls
Pseudo strike
34.96
IV
270.5%
B/E move
32.0%
Puts
Pseudo strike
25.74
IV
215.2%
B/E move
16.2%

40Δ

Calls
Pseudo strike
33.94
IV
252.0%
B/E move
28.8%
Puts
Pseudo strike
26.51
IV
197.8%
B/E move
14.0%

45Δ

Calls
Pseudo strike
32.92
IV
233.6%
B/E move
25.7%
Puts
Pseudo strike
27.28
IV
180.4%
B/E move
11.7%

50Δ

Calls
Pseudo strike
31.91
IV
215.1%
B/E move
22.5%
Puts
Pseudo strike
28.05
IV
163.0%
B/E move
9.5%

55Δ

Calls
Pseudo strike
30.89
IV
196.7%
B/E move
19.4%
Puts
Pseudo strike
28.82
IV
145.6%
B/E move
7.2%

60Δ

Calls
Pseudo strike
29.87
IV
178.2%
B/E move
16.3%
Puts
Pseudo strike
29.59
IV
128.2%
B/E move
5.0%

65Δ

Calls
Pseudo strike
28.86
IV
159.7%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
27.84
IV
141.3%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.82
IV
122.8%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.81
IV
104.4%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend50.76%
Daily EOD
MYE49.6%57.8%66.0%2026-10-19: 59.55%2026-10-20: 53.07%2026-10-21: 53.93%2026-10-22: 52.04%2026-10-23: 60.60%2026-10-26: 64.19%2026-10-27: 59.18%2026-10-28: 64.87%2026-10-29: 59.72%2026-10-30: 50.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.55%
53.07%
53.93%
52.04%
60.60%
64.19%
59.18%
64.87%
59.72%
50.76%