IntraAlpha
Create free account Start free

Molson Coors Brewing Co Class B TAP

CONSUMER DEFENSIVE · BEVERAGES - BREWERS
i

Market dataready · fetched 2026-10-23T04:07:22.353Z

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 · 2026-10-22T23:00:00.001381281Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:21.917033+00:00

Share price$41.67
1D+4.3%
AH$39.65$40.20$40.76$41.32$41.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTAP
Sold putSold callAH

Molson Coors Brewing Co Class B options

Live interpolated TAP call and put midpoint premiums by absolute delta.Molson Coors Brewing Co Class B$0.32$1.49$2.66$3.83$5.00$34.46$37.59$40.72$43.85$46.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TAP spot · $41.67TAP PRICE$0.44$0.58$0.76$0.93$1.10$1.28$1.57$1.87$2.16$2.45$2.79$3.24$3.70$0.53$0.69$0.85$1.10$1.37$1.65$1.92$2.22$2.65$3.08$3.50$3.98$4.67
PutsExpensive1.22×
CallsFair1.03×
SkewBearish+2.48 pp
Implied moveBearish±$3.49
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.7035.1%10.7%38.3737.4%9.2%
25Δ44.8835.3%9.1%39.0937.0%7.9%
30Δ44.2835.1%8.1%39.8036.6%6.5%
35Δ43.6934.9%7.1%40.4036.8%5.7%
40Δ43.0934.7%6.1%40.9537.2%5.0%
45Δ42.4934.5%5.0%41.4937.6%4.4%
50Δ41.9734.8%4.5%42.0438.0%3.7%
55Δ41.4435.2%3.9%42.6038.3%3.1%
60Δ40.9235.5%3.4%43.2338.3%2.6%
65Δ40.3935.8%2.8%43.8638.2%2.1%
70Δ39.8535.9%2.3%44.4938.2%1.6%
75Δ39.2235.3%1.9%45.1638.1%1.2%
80Δ38.6034.6%1.5%45.9937.4%0.8%

20Δ

Calls
Pseudo strike
45.70
IV
35.1%
B/E move
10.7%
Puts
Pseudo strike
38.37
IV
37.4%
B/E move
9.2%

25Δ

Calls
Pseudo strike
44.88
IV
35.3%
B/E move
9.1%
Puts
Pseudo strike
39.09
IV
37.0%
B/E move
7.9%

30Δ

Calls
Pseudo strike
44.28
IV
35.1%
B/E move
8.1%
Puts
Pseudo strike
39.80
IV
36.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
43.69
IV
34.9%
B/E move
7.1%
Puts
Pseudo strike
40.40
IV
36.8%
B/E move
5.7%

40Δ

Calls
Pseudo strike
43.09
IV
34.7%
B/E move
6.1%
Puts
Pseudo strike
40.95
IV
37.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
42.49
IV
34.5%
B/E move
5.0%
Puts
Pseudo strike
41.49
IV
37.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
41.97
IV
34.8%
B/E move
4.5%
Puts
Pseudo strike
42.04
IV
38.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
41.44
IV
35.2%
B/E move
3.9%
Puts
Pseudo strike
42.60
IV
38.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
40.92
IV
35.5%
B/E move
3.4%
Puts
Pseudo strike
43.23
IV
38.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
40.39
IV
35.8%
B/E move
2.8%
Puts
Pseudo strike
43.86
IV
38.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
39.85
IV
35.9%
B/E move
2.3%
Puts
Pseudo strike
44.49
IV
38.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
39.22
IV
35.3%
B/E move
1.9%
Puts
Pseudo strike
45.16
IV
38.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
38.60
IV
34.6%
B/E move
1.5%
Puts
Pseudo strike
45.99
IV
37.4%
B/E move
0.8%

Options history

No recorded observations