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The Macerich Company MAC

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-11-03T20:50:53.254Z

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 · 2026-11-03T20:50:46.911692796Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T20:50:51.864200+00:00

Share price$24.76
1D+0.4%
$24.67$24.76$24.85$24.93$25.025:30 AM6:30 AM9:00 AM1:00 PMMAC
Sold putSold call

The Macerich Company options

Live interpolated MAC call and put midpoint premiums by absolute delta.The Macerich Company$0.28$1.08$1.87$2.66$3.45$22.08$23.25$24.42$25.59$26.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MAC spot · $24.75MAC PRICE$0.37$0.48$0.59$0.71$0.86$1.08$1.29$1.57$2.12$2.67$3.23$0.39$0.44$0.49$0.55$0.66$0.77$0.88$1.04$1.26$1.47$1.67$1.82
Puts——
Calls——
Skew——
Implied moveBalanced±$1.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.3262.2%11.4%
25Δ23.1152.1%8.4%
30Δ25.9637.4%6.3%23.6046.1%6.6%
35Δ25.6938.3%5.7%24.0541.2%5.0%
40Δ25.4339.2%5.1%24.3340.4%4.4%
45Δ25.1640.2%4.5%24.6039.6%3.7%
50Δ24.8841.7%4.0%24.8838.7%3.0%
55Δ24.5744.3%3.6%25.1738.9%2.5%
60Δ24.2646.8%3.2%25.4739.8%2.2%
65Δ23.8949.8%2.8%25.7840.7%1.8%
70Δ23.2554.8%2.5%26.0740.6%1.4%
75Δ22.6059.7%2.1%26.3038.1%1.1%
80Δ21.9664.6%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.32
IV
62.2%
B/E move
11.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.11
IV
52.1%
B/E move
8.4%

30Δ

Calls
Pseudo strike
25.96
IV
37.4%
B/E move
6.3%
Puts
Pseudo strike
23.60
IV
46.1%
B/E move
6.6%

35Δ

Calls
Pseudo strike
25.69
IV
38.3%
B/E move
5.7%
Puts
Pseudo strike
24.05
IV
41.2%
B/E move
5.0%

40Δ

Calls
Pseudo strike
25.43
IV
39.2%
B/E move
5.1%
Puts
Pseudo strike
24.33
IV
40.4%
B/E move
4.4%

45Δ

Calls
Pseudo strike
25.16
IV
40.2%
B/E move
4.5%
Puts
Pseudo strike
24.60
IV
39.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
24.88
IV
41.7%
B/E move
4.0%
Puts
Pseudo strike
24.88
IV
38.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
24.57
IV
44.3%
B/E move
3.6%
Puts
Pseudo strike
25.17
IV
38.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
24.26
IV
46.8%
B/E move
3.2%
Puts
Pseudo strike
25.47
IV
39.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
23.89
IV
49.8%
B/E move
2.8%
Puts
Pseudo strike
25.78
IV
40.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
23.25
IV
54.8%
B/E move
2.5%
Puts
Pseudo strike
26.07
IV
40.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
22.60
IV
59.7%
B/E move
2.1%
Puts
Pseudo strike
26.30
IV
38.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
21.96
IV
64.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.90%
Daily close
MAC26.4%41.1%55.8%2026-08-05: 31.52%2026-08-06: 37.16%2026-08-07: 38.57%2026-08-10: 34.78%2026-08-11: 30.87%2026-08-12: 33.76%2026-08-13: 34.12%2026-08-14: 38.92%2026-08-17: 35.90%2026-08-19: 35.97%2026-08-21: 31.26%2026-08-24: 29.74%2026-08-25: 28.61%2026-08-26: 29.56%2026-08-27: 28.40%2026-08-28: 30.34%2026-08-31: 33.76%2026-09-01: 28.68%2026-09-02: 35.16%2026-09-03: 33.24%2026-09-04: 29.14%2026-09-08: 41.27%2026-09-09: 29.76%2026-09-10: 32.45%2026-09-11: 33.19%2026-09-14: 34.21%2026-09-16: 53.77%2026-09-18: 29.87%2026-09-21: 31.05%2026-09-22: 30.59%2026-09-23: 31.98%2026-09-24: 30.72%2026-09-25: 32.69%2026-09-28: 30.15%2026-09-29: 31.08%2026-09-30: 31.30%2026-10-01: 31.99%2026-10-02: 30.83%2026-10-05: 31.70%2026-10-06: 34.32%2026-10-07: 35.48%2026-10-08: 34.88%2026-10-09: 33.10%2026-10-13: 37.25%2026-10-14: 44.73%2026-10-15: 36.14%2026-10-16: 31.69%2026-10-19: 32.85%2026-10-20: 31.55%2026-10-21: 35.37%2026-10-22: 35.31%2026-10-23: 31.14%2026-10-26: 33.82%2026-10-27: 37.78%2026-10-28: 40.13%2026-10-29: 32.33%2026-10-30: 32.90%Aug 5Sep 21Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
31.52%
37.16%
38.57%
34.78%
30.87%
33.76%
34.12%
38.92%
35.90%
35.97%
31.26%
29.74%
28.61%
29.56%
28.40%
30.34%
33.76%
28.68%
35.16%
33.24%
29.14%
41.27%
29.76%
32.45%
33.19%
34.21%
53.77%
29.87%
31.05%
30.59%
31.98%
30.72%
32.69%
30.15%
31.08%
31.30%
31.99%
30.83%
31.70%
34.32%
35.48%
34.88%
33.10%
37.25%
44.73%
36.14%
31.69%
32.85%
31.55%
35.37%
35.31%
31.14%
33.82%
37.78%
40.13%
32.33%
32.90%