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Mattel, Inc. Common Stock MAT

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-11-03T15:43:37.242Z

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 · 2026-11-03T15:43:34.523444982Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:43:36.705769+00:00

Share price$15.42
1D-0.5%
$15.37$15.41$15.44$15.47$15.515:30 AM6:30 AM9:00 AM1:00 PMMAT
Sold putSold call

Mattel, Inc. Common Stock options

Live interpolated MAT call and put midpoint premiums by absolute delta.Mattel, Inc. Common Stock$0.16$0.78$1.41$2.03$2.65$12.71$13.97$15.22$16.48$17.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MAT spot · $15.42MAT PRICE$0.38$0.48$0.56$0.57$0.70$0.90$1.10$1.30$1.49$1.69$1.89$2.16$0.23$0.35$0.46$0.58$0.70$0.84$0.97$1.11$1.36$1.70$2.03$2.25$2.47
PutsExpensive1.40×
Calls——
Skew——
Implied moveBearish±$1.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.0158.0%10.6%
25Δ17.4474.8%15.5%14.2760.5%9.7%
30Δ17.1680.3%14.5%14.5362.9%8.8%
35Δ16.7878.6%12.4%14.7965.3%7.9%
40Δ16.2265.9%8.9%15.0567.2%7.0%
45Δ15.8364.2%7.2%15.3266.5%6.1%
50Δ15.5669.9%6.7%15.6065.7%5.2%
55Δ15.2875.5%6.2%15.8864.9%4.3%
60Δ15.0081.1%5.7%16.2367.0%3.6%
65Δ14.6680.3%4.8%16.6471.4%3.1%
70Δ14.3279.3%3.8%17.0474.9%2.7%
75Δ13.9878.2%2.9%17.3571.2%2.0%
80Δ13.6076.3%2.2%17.6767.5%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.01
IV
58.0%
B/E move
10.6%

25Δ

Calls
Pseudo strike
17.44
IV
74.8%
B/E move
15.5%
Puts
Pseudo strike
14.27
IV
60.5%
B/E move
9.7%

30Δ

Calls
Pseudo strike
17.16
IV
80.3%
B/E move
14.5%
Puts
Pseudo strike
14.53
IV
62.9%
B/E move
8.8%

35Δ

Calls
Pseudo strike
16.78
IV
78.6%
B/E move
12.4%
Puts
Pseudo strike
14.79
IV
65.3%
B/E move
7.9%

40Δ

Calls
Pseudo strike
16.22
IV
65.9%
B/E move
8.9%
Puts
Pseudo strike
15.05
IV
67.2%
B/E move
7.0%

45Δ

Calls
Pseudo strike
15.83
IV
64.2%
B/E move
7.2%
Puts
Pseudo strike
15.32
IV
66.5%
B/E move
6.1%

50Δ

Calls
Pseudo strike
15.56
IV
69.9%
B/E move
6.7%
Puts
Pseudo strike
15.60
IV
65.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
15.28
IV
75.5%
B/E move
6.2%
Puts
Pseudo strike
15.88
IV
64.9%
B/E move
4.3%

60Δ

Calls
Pseudo strike
15.00
IV
81.1%
B/E move
5.7%
Puts
Pseudo strike
16.23
IV
67.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
14.66
IV
80.3%
B/E move
4.8%
Puts
Pseudo strike
16.64
IV
71.4%
B/E move
3.1%

70Δ

Calls
Pseudo strike
14.32
IV
79.3%
B/E move
3.8%
Puts
Pseudo strike
17.04
IV
74.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
13.98
IV
78.2%
B/E move
2.9%
Puts
Pseudo strike
17.35
IV
71.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
13.60
IV
76.3%
B/E move
2.2%
Puts
Pseudo strike
17.67
IV
67.5%
B/E move
1.4%

Options history

IV · four-Friday blend61.17%
Daily EOD
MAT46.9%54.6%62.2%2026-10-19: 51.71%2026-10-20: 51.78%2026-10-21: 50.93%2026-10-22: 47.95%2026-10-23: 56.16%2026-10-26: 48.40%2026-10-27: 51.43%2026-10-28: 58.71%2026-10-29: 53.53%2026-10-30: 61.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.71%
51.78%
50.93%
47.95%
56.16%
48.40%
51.43%
58.71%
53.53%
61.17%