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Mama's Creations, Inc. Common Stock MAMA

i

Market dataready · fetched 2026-11-04T04:04:47.206Z

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 · 2026-11-03T21:00:02.045472387Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-04T04:04:46.556762+00:00

Share price$12.88
1D+0.5%
AH$12.60$12.74$12.87$13.00$13.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAMA
Sold putSold callAH

Mama's Creations, Inc. Common Stock options

Live interpolated MAMA call and put midpoint premiums by absolute delta.Mama's Creations, Inc. Common Stock$0.14$0.95$1.76$2.57$3.38$10.32$11.64$12.97$14.29$15.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAMA spot · $12.88MAMA PRICE$0.23$0.32$0.41$0.50$0.59$0.68$0.77$0.86$0.95$1.41$1.99$2.57$3.15$0.40$0.42$0.43$0.44$0.52$0.67$0.82$0.97$1.12$1.27$1.42$1.57$1.72
PutsExpensive1.37×
CallsExpensive1.56×
SkewBullish-6.50 pp
Implied moveBearish±$1.59
TiltBullish10.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.6460.1%15.4%9.37172.9%30.4%
25Δ14.3861.2%14.1%10.26140.1%23.6%
30Δ14.1262.4%12.8%11.15107.4%16.8%
35Δ13.8663.5%11.5%12.0474.7%9.9%
40Δ13.6064.6%10.2%12.6157.3%6.2%
45Δ13.3465.7%8.9%12.8356.0%5.6%
50Δ13.0866.9%7.6%13.0554.8%5.0%
55Δ12.8368.0%6.3%13.2853.6%4.5%
60Δ12.5769.1%5.0%13.5052.4%3.9%
65Δ12.0685.3%4.5%13.7251.2%3.3%
70Δ11.46106.7%4.4%13.9449.9%2.7%
75Δ10.86128.1%4.2%14.1748.7%2.2%
80Δ10.26149.5%4.1%14.3947.5%1.6%

20Δ

Calls
Pseudo strike
14.64
IV
60.1%
B/E move
15.4%
Puts
Pseudo strike
9.37
IV
172.9%
B/E move
30.4%

25Δ

Calls
Pseudo strike
14.38
IV
61.2%
B/E move
14.1%
Puts
Pseudo strike
10.26
IV
140.1%
B/E move
23.6%

30Δ

Calls
Pseudo strike
14.12
IV
62.4%
B/E move
12.8%
Puts
Pseudo strike
11.15
IV
107.4%
B/E move
16.8%

35Δ

Calls
Pseudo strike
13.86
IV
63.5%
B/E move
11.5%
Puts
Pseudo strike
12.04
IV
74.7%
B/E move
9.9%

40Δ

Calls
Pseudo strike
13.60
IV
64.6%
B/E move
10.2%
Puts
Pseudo strike
12.61
IV
57.3%
B/E move
6.2%

45Δ

Calls
Pseudo strike
13.34
IV
65.7%
B/E move
8.9%
Puts
Pseudo strike
12.83
IV
56.0%
B/E move
5.6%

50Δ

Calls
Pseudo strike
13.08
IV
66.9%
B/E move
7.6%
Puts
Pseudo strike
13.05
IV
54.8%
B/E move
5.0%

55Δ

Calls
Pseudo strike
12.83
IV
68.0%
B/E move
6.3%
Puts
Pseudo strike
13.28
IV
53.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
12.57
IV
69.1%
B/E move
5.0%
Puts
Pseudo strike
13.50
IV
52.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
12.06
IV
85.3%
B/E move
4.5%
Puts
Pseudo strike
13.72
IV
51.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
11.46
IV
106.7%
B/E move
4.4%
Puts
Pseudo strike
13.94
IV
49.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
10.86
IV
128.1%
B/E move
4.2%
Puts
Pseudo strike
14.17
IV
48.7%
B/E move
2.2%

80Δ

Calls
Pseudo strike
10.26
IV
149.5%
B/E move
4.1%
Puts
Pseudo strike
14.39
IV
47.5%
B/E move
1.6%

Options history

IV · four-Friday blend66.73%
Daily close
MAMA54.5%61.4%68.3%2026-08-05: 60.98%2026-08-06: 67.35%2026-08-10: 58.40%2026-08-11: 64.56%2026-08-12: 57.64%2026-08-21: 62.02%2026-08-24: 58.99%2026-08-25: 62.49%2026-08-26: 65.31%2026-08-27: 63.40%2026-08-28: 62.65%2026-08-31: 65.70%2026-09-01: 64.71%2026-09-03: 63.54%2026-09-11: 59.89%2026-09-14: 61.26%2026-09-21: 56.67%2026-09-24: 64.29%2026-10-16: 58.62%2026-10-19: 56.27%2026-10-20: 59.64%2026-10-21: 59.16%2026-10-22: 60.16%2026-10-23: 58.88%2026-10-26: 55.46%2026-10-27: 62.65%2026-10-28: 66.73%Aug 5Sep 3Oct 28
27 observations2026-08-05 — 2026-10-28
Table
DateIV (%)
60.98%
67.35%
58.40%
64.56%
57.64%
62.02%
58.99%
62.49%
65.31%
63.40%
62.65%
65.70%
64.71%
63.54%
59.89%
61.26%
56.67%
64.29%
58.62%
56.27%
59.64%
59.16%
60.16%
58.88%
55.46%
62.65%
66.73%