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The Macerich Company MAC

i

Market datapartial · fetched 2026-11-04T07:09:53.657Z

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 · 2026-11-04T00:00:00.002321698Z

FundamentalsAlpha Vantage · unavailable

Share price$24.74
1D+0.2%
AH$24.67$24.76$24.85$24.93$25.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAC
Sold putSold callAH

The Macerich Company options

Live interpolated MAC call and put midpoint premiums by absolute delta.The Macerich Company$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 PRICEMAC 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 blend32.90%
Daily close
MAC26.4%41.1%55.8%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 6Sep 21Oct 30
56 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
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%