Masco Corporation MAS
INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENTi
Market dataready · fetched 2026-11-05T18:33:46.008Z
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 · 2026-11-05T18:33:35.083504458Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T18:33:45.134684+00:00
Masco Corporation options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 92.77 | 52.4% | 11.7% | 75.37 | 69.7% | 12.0% |
| 25Δ | 91.36 | 54.7% | 10.4% | 78.11 | 56.4% | 8.8% |
| 30Δ | 89.95 | 56.9% | 9.2% | 80.31 | 46.7% | 6.3% |
| 35Δ | 88.59 | 55.6% | 8.0% | 81.29 | 44.9% | 5.5% |
| 40Δ | 87.22 | 54.2% | 6.8% | 82.27 | 43.1% | 4.7% |
| 45Δ | 85.85 | 52.9% | 5.6% | 83.25 | 41.3% | 3.9% |
| 50Δ | 84.62 | 51.5% | 4.7% | 84.23 | 39.5% | 3.1% |
| 55Δ | 83.60 | 49.8% | 4.0% | 85.22 | 38.2% | 2.4% |
| 60Δ | 82.59 | 48.1% | 3.3% | 86.24 | 38.7% | 2.1% |
| 65Δ | 81.58 | 46.4% | 2.7% | 87.26 | 39.2% | 1.7% |
| 70Δ | 80.57 | 44.8% | 2.0% | 88.28 | 39.6% | 1.4% |
| 75Δ | 79.38 | 44.0% | 1.5% | 89.30 | 40.1% | 1.1% |
| 80Δ | 77.95 | 44.3% | 1.2% | 90.89 | 42.2% | 0.8% |
20Δ
- Pseudo strike
- 92.77
- IV
- 52.4%
- B/E move
- 11.7%
- Pseudo strike
- 75.37
- IV
- 69.7%
- B/E move
- 12.0%
25Δ
- Pseudo strike
- 91.36
- IV
- 54.7%
- B/E move
- 10.4%
- Pseudo strike
- 78.11
- IV
- 56.4%
- B/E move
- 8.8%
30Δ
- Pseudo strike
- 89.95
- IV
- 56.9%
- B/E move
- 9.2%
- Pseudo strike
- 80.31
- IV
- 46.7%
- B/E move
- 6.3%
35Δ
- Pseudo strike
- 88.59
- IV
- 55.6%
- B/E move
- 8.0%
- Pseudo strike
- 81.29
- IV
- 44.9%
- B/E move
- 5.5%
40Δ
- Pseudo strike
- 87.22
- IV
- 54.2%
- B/E move
- 6.8%
- Pseudo strike
- 82.27
- IV
- 43.1%
- B/E move
- 4.7%
45Δ
- Pseudo strike
- 85.85
- IV
- 52.9%
- B/E move
- 5.6%
- Pseudo strike
- 83.25
- IV
- 41.3%
- B/E move
- 3.9%
50Δ
- Pseudo strike
- 84.62
- IV
- 51.5%
- B/E move
- 4.7%
- Pseudo strike
- 84.23
- IV
- 39.5%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 83.60
- IV
- 49.8%
- B/E move
- 4.0%
- Pseudo strike
- 85.22
- IV
- 38.2%
- B/E move
- 2.4%
60Δ
- Pseudo strike
- 82.59
- IV
- 48.1%
- B/E move
- 3.3%
- Pseudo strike
- 86.24
- IV
- 38.7%
- B/E move
- 2.1%
65Δ
- Pseudo strike
- 81.58
- IV
- 46.4%
- B/E move
- 2.7%
- Pseudo strike
- 87.26
- IV
- 39.2%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- 80.57
- IV
- 44.8%
- B/E move
- 2.0%
- Pseudo strike
- 88.28
- IV
- 39.6%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 79.38
- IV
- 44.0%
- B/E move
- 1.5%
- Pseudo strike
- 89.30
- IV
- 40.1%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 77.95
- IV
- 44.3%
- B/E move
- 1.2%
- Pseudo strike
- 90.89
- IV
- 42.2%
- B/E move
- 0.8%
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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