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Steven Madden, Ltd. Common Stock SHOO

i

Market dataready · fetched 2026-11-12T16:05:50.585Z

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 · 2026-11-12T16:05:44.662574487Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:05:49.980121+00:00

Share price$42.25
1D-0.3%
$41.87$42.08$42.29$42.50$42.715:30 AM6:30 AM9:00 AM1:00 PMSHOO
Sold putSold call

Steven Madden, Ltd. Common Stock options

Live interpolated SHOO call and put midpoint premiums by absolute delta.Steven Madden, Ltd. Common Stock$0.22$0.98$1.74$2.51$3.27$32.81$36.73$40.65$44.58$48.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHOO spot · $42.25SHOO PRICE$0.30$0.42$0.54$0.66$0.79$0.96$1.15$1.34$1.59$1.85$2.19$2.64$3.05$0.37$0.46$0.56$0.69$0.83$0.96$1.11$1.25$1.40$1.70$2.00$2.32$2.66
PutsCheap0.35×
CallsCheap0.74×
SkewBullish-4.56 pp
Implied moveBalanced±$2.26
TiltBullish3.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.7443.2%6.6%39.7651.2%6.8%
25Δ44.3545.1%6.0%40.3748.1%5.6%
30Δ43.9646.7%5.3%40.9145.3%4.5%
35Δ43.5446.2%4.6%41.3044.5%3.9%
40Δ43.1345.7%3.9%41.6744.1%3.3%
45Δ42.7546.3%3.4%42.0343.6%2.8%
50Δ42.3847.3%3.0%42.3542.4%2.4%
55Δ42.0148.3%2.6%42.6841.1%2.0%
60Δ41.6148.9%2.3%43.0039.9%1.5%
65Δ41.2149.6%1.9%43.4041.0%1.3%
70Δ40.7351.3%1.6%43.8042.1%1.1%
75Δ40.1754.1%1.3%44.2242.4%0.8%
80Δ39.6454.0%1.0%44.6641.7%0.6%

20Δ

Calls
Pseudo strike
44.74
IV
43.2%
B/E move
6.6%
Puts
Pseudo strike
39.76
IV
51.2%
B/E move
6.8%

25Δ

Calls
Pseudo strike
44.35
IV
45.1%
B/E move
6.0%
Puts
Pseudo strike
40.37
IV
48.1%
B/E move
5.6%

30Δ

Calls
Pseudo strike
43.96
IV
46.7%
B/E move
5.3%
Puts
Pseudo strike
40.91
IV
45.3%
B/E move
4.5%

35Δ

Calls
Pseudo strike
43.54
IV
46.2%
B/E move
4.6%
Puts
Pseudo strike
41.30
IV
44.5%
B/E move
3.9%

40Δ

Calls
Pseudo strike
43.13
IV
45.7%
B/E move
3.9%
Puts
Pseudo strike
41.67
IV
44.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
42.75
IV
46.3%
B/E move
3.4%
Puts
Pseudo strike
42.03
IV
43.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
42.38
IV
47.3%
B/E move
3.0%
Puts
Pseudo strike
42.35
IV
42.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
42.01
IV
48.3%
B/E move
2.6%
Puts
Pseudo strike
42.68
IV
41.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
41.61
IV
48.9%
B/E move
2.3%
Puts
Pseudo strike
43.00
IV
39.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
41.21
IV
49.6%
B/E move
1.9%
Puts
Pseudo strike
43.40
IV
41.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
40.73
IV
51.3%
B/E move
1.6%
Puts
Pseudo strike
43.80
IV
42.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
40.17
IV
54.1%
B/E move
1.3%
Puts
Pseudo strike
44.22
IV
42.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
39.64
IV
54.0%
B/E move
1.0%
Puts
Pseudo strike
44.66
IV
41.7%
B/E move
0.6%

Options history

IV · four-Friday blend49.15%
Daily EOD
SHOO42.3%46.0%49.7%2026-10-19: 42.83%2026-10-20: 44.26%2026-10-21: 44.23%2026-10-22: 47.17%2026-10-23: 46.93%2026-10-26: 45.05%2026-10-27: 46.10%2026-10-28: 46.32%2026-10-29: 46.91%2026-10-30: 49.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.83%
44.26%
44.23%
47.17%
46.93%
45.05%
46.10%
46.32%
46.91%
49.15%