Masco Corporation MAS
i
Market dataready · fetched 2026-11-03T15:43:55.705Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-03T15:43:11.59038095Z
FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T15:43:55.212077+00:00
Masco Corporation options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 90.73 | 42.0% | 11.4% | 75.90 | 45.3% | 8.7% |
| 25Δ | 88.67 | 38.8% | 9.1% | 77.35 | 41.9% | 7.2% |
| 30Δ | 86.62 | 35.6% | 6.8% | 78.80 | 38.5% | 5.7% |
| 35Δ | 84.84 | 33.1% | 4.9% | 80.14 | 35.7% | 4.4% |
| 40Δ | 84.08 | 33.1% | 4.4% | 80.97 | 35.9% | 3.9% |
| 45Δ | 83.32 | 33.0% | 3.9% | 81.80 | 36.0% | 3.4% |
| 50Δ | 82.56 | 33.0% | 3.4% | 82.63 | 36.2% | 3.0% |
| 55Δ | 81.80 | 33.0% | 2.9% | 83.46 | 36.4% | 2.5% |
| 60Δ | 81.05 | 32.9% | 2.5% | 84.29 | 36.6% | 2.1% |
| 65Δ | 80.29 | 32.9% | 2.0% | 85.16 | 36.7% | 1.6% |
| 70Δ | 79.35 | 32.9% | 1.6% | 86.23 | 36.3% | 1.3% |
| 75Δ | 78.31 | 32.9% | 1.3% | 87.31 | 35.9% | 1.0% |
| 80Δ | 77.27 | 33.0% | 1.1% | 88.39 | 35.5% | 0.7% |
20Δ
- Pseudo strike
- 90.73
- IV
- 42.0%
- B/E move
- 11.4%
- Pseudo strike
- 75.90
- IV
- 45.3%
- B/E move
- 8.7%
25Δ
- Pseudo strike
- 88.67
- IV
- 38.8%
- B/E move
- 9.1%
- Pseudo strike
- 77.35
- IV
- 41.9%
- B/E move
- 7.2%
30Δ
- Pseudo strike
- 86.62
- IV
- 35.6%
- B/E move
- 6.8%
- Pseudo strike
- 78.80
- IV
- 38.5%
- B/E move
- 5.7%
35Δ
- Pseudo strike
- 84.84
- IV
- 33.1%
- B/E move
- 4.9%
- Pseudo strike
- 80.14
- IV
- 35.7%
- B/E move
- 4.4%
40Δ
- Pseudo strike
- 84.08
- IV
- 33.1%
- B/E move
- 4.4%
- Pseudo strike
- 80.97
- IV
- 35.9%
- B/E move
- 3.9%
45Δ
- Pseudo strike
- 83.32
- IV
- 33.0%
- B/E move
- 3.9%
- Pseudo strike
- 81.80
- IV
- 36.0%
- B/E move
- 3.4%
50Δ
- Pseudo strike
- 82.56
- IV
- 33.0%
- B/E move
- 3.4%
- Pseudo strike
- 82.63
- IV
- 36.2%
- B/E move
- 3.0%
55Δ
- Pseudo strike
- 81.80
- IV
- 33.0%
- B/E move
- 2.9%
- Pseudo strike
- 83.46
- IV
- 36.4%
- B/E move
- 2.5%
60Δ
- Pseudo strike
- 81.05
- IV
- 32.9%
- B/E move
- 2.5%
- Pseudo strike
- 84.29
- IV
- 36.6%
- B/E move
- 2.1%
65Δ
- Pseudo strike
- 80.29
- IV
- 32.9%
- B/E move
- 2.0%
- Pseudo strike
- 85.16
- IV
- 36.7%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 79.35
- IV
- 32.9%
- B/E move
- 1.6%
- Pseudo strike
- 86.23
- IV
- 36.3%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 78.31
- IV
- 32.9%
- B/E move
- 1.3%
- Pseudo strike
- 87.31
- IV
- 35.9%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 77.27
- IV
- 33.0%
- B/E move
- 1.1%
- Pseudo strike
- 88.39
- IV
- 35.5%
- B/E move
- 0.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 33.89% | |
| 34.17% | |
| 34.83% | |
| 35.58% | |
| 35.06% | |
| 36.33% | |
| 35.23% | |
| 30.77% | |
| 29.32% | |
| 28.37% |
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