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Mastercard Incorporated MA

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-04T01:26:06.497Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:51:24.201395901Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T01:26:05.624879+00:00

Share price$646.22
1D-1.0%
AH$645$648$650$653$6565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMA
Sold putSold callAH

Mastercard Incorporated options

Live interpolated MA call and put midpoint premiums by absolute delta.Mastercard Incorporated$1.45$7.19$12.93$18.67$24.41$626.11$637.23$648.35$659.46$670.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MA spot · $646.22MA PRICE$2.07$2.80$3.59$4.49$5.38$6.32$7.75$9.32$10.88$13.33$16.22$19.50$22.76$2.10$2.79$3.53$4.22$4.87$5.61$6.56$7.48$8.27$8.91$11.69$12.32$13.94
PutsExpensive1.11×
CallsExpensive1.20×
SkewBullish-7.49 pp
Implied moveBullish±$14.31
TiltBullish14.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ662.7032.0%2.9%631.2431.6%2.6%
25Δ659.7032.5%2.5%634.3831.4%2.3%
30Δ656.8132.6%2.2%637.1631.2%1.9%
35Δ654.2333.0%1.9%639.8930.1%1.6%
40Δ651.6332.8%1.7%642.3928.7%1.3%
45Δ649.0732.2%1.4%644.5727.8%1.1%
50Δ646.7033.6%1.3%646.6327.6%1.0%
55Δ644.1934.9%1.1%648.5927.0%0.8%
60Δ641.5335.2%1.0%650.4225.8%0.6%
65Δ638.3537.5%0.8%652.0224.1%0.5%
70Δ634.7239.8%0.7%655.0927.4%0.4%
75Δ630.6341.6%0.6%656.5225.1%0.3%
80Δ626.4642.0%0.5%658.7924.4%0.2%

20Δ

Calls
Pseudo strike
662.70
IV
32.0%
B/E move
2.9%
Puts
Pseudo strike
631.24
IV
31.6%
B/E move
2.6%

25Δ

Calls
Pseudo strike
659.70
IV
32.5%
B/E move
2.5%
Puts
Pseudo strike
634.38
IV
31.4%
B/E move
2.3%

30Δ

Calls
Pseudo strike
656.81
IV
32.6%
B/E move
2.2%
Puts
Pseudo strike
637.16
IV
31.2%
B/E move
1.9%

35Δ

Calls
Pseudo strike
654.23
IV
33.0%
B/E move
1.9%
Puts
Pseudo strike
639.89
IV
30.1%
B/E move
1.6%

40Δ

Calls
Pseudo strike
651.63
IV
32.8%
B/E move
1.7%
Puts
Pseudo strike
642.39
IV
28.7%
B/E move
1.3%

45Δ

Calls
Pseudo strike
649.07
IV
32.2%
B/E move
1.4%
Puts
Pseudo strike
644.57
IV
27.8%
B/E move
1.1%

50Δ

Calls
Pseudo strike
646.70
IV
33.6%
B/E move
1.3%
Puts
Pseudo strike
646.63
IV
27.6%
B/E move
1.0%

55Δ

Calls
Pseudo strike
644.19
IV
34.9%
B/E move
1.1%
Puts
Pseudo strike
648.59
IV
27.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
641.53
IV
35.2%
B/E move
1.0%
Puts
Pseudo strike
650.42
IV
25.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
638.35
IV
37.5%
B/E move
0.8%
Puts
Pseudo strike
652.02
IV
24.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
634.72
IV
39.8%
B/E move
0.7%
Puts
Pseudo strike
655.09
IV
27.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
630.63
IV
41.6%
B/E move
0.6%
Puts
Pseudo strike
656.52
IV
25.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
626.46
IV
42.0%
B/E move
0.5%
Puts
Pseudo strike
658.79
IV
24.4%
B/E move
0.2%

Options history

IV · four-Friday blend22.52%
Daily close
MA17.6%26.9%36.1%2026-08-05: 24.91%2026-08-06: 23.40%2026-08-07: 21.04%2026-08-10: 22.34%2026-08-11: 21.94%2026-08-12: 20.66%2026-08-13: 25.76%2026-08-14: 19.45%2026-08-17: 21.29%2026-08-18: 21.77%2026-08-19: 21.39%2026-08-20: 21.88%2026-08-21: 20.19%2026-08-24: 21.58%2026-08-25: 21.79%2026-08-26: 21.29%2026-08-27: 20.84%2026-08-28: 19.05%2026-08-31: 20.36%2026-09-01: 21.71%2026-09-02: 20.57%2026-09-03: 19.83%2026-09-04: 18.90%2026-09-08: 22.19%2026-09-09: 22.01%2026-09-10: 22.10%2026-09-11: 19.41%2026-09-14: 22.51%2026-09-15: 22.71%2026-09-16: 22.12%2026-09-17: 21.38%2026-09-18: 19.42%2026-09-21: 20.48%2026-09-22: 22.09%2026-09-23: 22.31%2026-09-24: 21.84%2026-09-25: 20.36%2026-09-28: 21.56%2026-09-29: 21.50%2026-09-30: 23.51%2026-10-01: 22.96%2026-10-02: 21.60%2026-10-05: 22.75%2026-10-06: 22.85%2026-10-07: 22.70%2026-10-08: 26.60%2026-10-09: 22.51%2026-10-12: 24.15%2026-10-13: 25.38%2026-10-14: 27.21%2026-10-15: 26.15%2026-10-16: 25.27%2026-10-19: 26.75%2026-10-20: 26.63%2026-10-21: 27.27%2026-10-22: 31.78%2026-10-23: 29.26%2026-10-26: 32.57%2026-10-27: 34.87%2026-10-28: 33.32%2026-10-29: 24.98%2026-10-30: 22.52%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
24.91%
23.40%
21.04%
22.34%
21.94%
20.66%
25.76%
19.45%
21.29%
21.77%
21.39%
21.88%
20.19%
21.58%
21.79%
21.29%
20.84%
19.05%
20.36%
21.71%
20.57%
19.83%
18.90%
22.19%
22.01%
22.10%
19.41%
22.51%
22.71%
22.12%
21.38%
19.42%
20.48%
22.09%
22.31%
21.84%
20.36%
21.56%
21.50%
23.51%
22.96%
21.60%
22.75%
22.85%
22.70%
26.60%
22.51%
24.15%
25.38%
27.21%
26.15%
25.27%
26.75%
26.63%
27.27%
31.78%
29.26%
32.57%
34.87%
33.32%
24.98%
22.52%