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Macy's Inc. M

i

Market datapartial · fetched 2026-11-03T21:56:48.386Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:10:00.002402283Z

FundamentalsAlpha Vantage · unavailable

Share price$23.88
1D-1.5%
AH$23.72$23.86$23.99$24.13$24.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMM
Sold putSold callAH

Macy's Inc. options

Live interpolated M call and put midpoint premiums by absolute delta.Macy's Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.29%
Daily close
M32.9%61.3%89.7%2026-08-05: 47.98%2026-08-06: 49.52%2026-08-07: 49.78%2026-08-10: 55.87%2026-08-11: 55.16%2026-08-12: 52.00%2026-08-13: 55.91%2026-08-14: 53.77%2026-08-17: 57.76%2026-08-18: 53.45%2026-08-19: 54.90%2026-08-20: 53.14%2026-08-21: 46.78%2026-08-24: 50.26%2026-08-25: 48.30%2026-08-26: 54.50%2026-08-27: 58.55%2026-08-28: 51.02%2026-08-31: 49.66%2026-09-01: 54.22%2026-09-02: 56.77%2026-09-03: 55.74%2026-09-04: 65.32%2026-09-08: 71.29%2026-09-09: 85.79%2026-09-10: 43.14%2026-09-11: 39.75%2026-09-14: 41.78%2026-09-15: 43.92%2026-09-16: 40.80%2026-09-17: 47.10%2026-09-18: 37.14%2026-09-21: 40.12%2026-09-22: 39.87%2026-09-23: 38.65%2026-09-24: 37.67%2026-09-25: 36.82%2026-09-28: 43.30%2026-09-29: 41.98%2026-09-30: 43.68%2026-10-01: 43.07%2026-10-02: 38.35%2026-10-05: 42.04%2026-10-06: 39.74%2026-10-07: 42.77%2026-10-08: 44.75%2026-10-09: 48.86%2026-10-12: 43.83%2026-10-13: 41.87%2026-10-14: 44.96%2026-10-15: 44.19%2026-10-16: 40.73%2026-10-19: 43.81%2026-10-20: 44.09%2026-10-21: 44.86%2026-10-22: 50.64%2026-10-23: 55.14%2026-10-26: 46.13%2026-10-27: 47.04%2026-10-28: 58.72%2026-10-29: 46.29%2026-10-30: 46.29%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
47.98%
49.52%
49.78%
55.87%
55.16%
52.00%
55.91%
53.77%
57.76%
53.45%
54.90%
53.14%
46.78%
50.26%
48.30%
54.50%
58.55%
51.02%
49.66%
54.22%
56.77%
55.74%
65.32%
71.29%
85.79%
43.14%
39.75%
41.78%
43.92%
40.80%
47.10%
37.14%
40.12%
39.87%
38.65%
37.67%
36.82%
43.30%
41.98%
43.68%
43.07%
38.35%
42.04%
39.74%
42.77%
44.75%
48.86%
43.83%
41.87%
44.96%
44.19%
40.73%
43.81%
44.09%
44.86%
50.64%
55.14%
46.13%
47.04%
58.72%
46.29%
46.29%