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MOELIS & COMPANY MC

i

Market datapartial · fetched 2026-11-07T01:12:14.043Z

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 · 2026-11-07T00:00:00.002923454Z

FundamentalsAlpha Vantage · unavailable

Share price$56.92
1D+0.9%
AH$56.30$56.72$57.14$57.56$57.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMC
Sold putSold callAH

MOELIS & COMPANY options

Live interpolated MC call and put midpoint premiums by absolute delta.MOELIS & COMPANY$0.39$2.42$4.44$6.47$8.49$49.40$53.23$57.06$60.89$64.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MC spot · $56.92MC PRICE$0.61$0.76$0.92$1.19$1.45$1.72$1.99$2.25$2.52$2.78$3.25$4.20$5.16$0.77$1.00$1.22$1.47$1.88$2.29$2.71$3.12$3.53$3.94$4.89$6.40$7.91
PutsExpensive1.17×
CallsCheap0.78×
SkewBearish+9.87 pp
Implied moveBearish±$4.69
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.9252.1%11.6%51.8256.8%10.3%
25Δ61.4048.5%9.2%52.9255.3%8.8%
30Δ59.9545.1%6.9%54.0253.7%7.2%
35Δ59.3144.6%6.3%55.0852.4%5.8%
40Δ58.6744.1%5.6%55.8452.3%5.2%
45Δ58.0343.6%5.0%56.5952.2%4.6%
50Δ57.3943.1%4.3%57.3552.1%4.0%
55Δ56.7442.6%3.6%58.1152.0%3.4%
60Δ56.1042.1%3.0%58.8651.9%2.8%
65Δ55.4641.6%2.3%59.6251.8%2.2%
70Δ54.6841.9%1.8%60.8254.3%1.7%
75Δ53.5644.3%1.5%62.5059.4%1.4%
80Δ52.4446.8%1.2%64.1864.6%1.1%

20Δ

Calls
Pseudo strike
62.92
IV
52.1%
B/E move
11.6%
Puts
Pseudo strike
51.82
IV
56.8%
B/E move
10.3%

25Δ

Calls
Pseudo strike
61.40
IV
48.5%
B/E move
9.2%
Puts
Pseudo strike
52.92
IV
55.3%
B/E move
8.8%

30Δ

Calls
Pseudo strike
59.95
IV
45.1%
B/E move
6.9%
Puts
Pseudo strike
54.02
IV
53.7%
B/E move
7.2%

35Δ

Calls
Pseudo strike
59.31
IV
44.6%
B/E move
6.3%
Puts
Pseudo strike
55.08
IV
52.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
58.67
IV
44.1%
B/E move
5.6%
Puts
Pseudo strike
55.84
IV
52.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
58.03
IV
43.6%
B/E move
5.0%
Puts
Pseudo strike
56.59
IV
52.2%
B/E move
4.6%

50Δ

Calls
Pseudo strike
57.39
IV
43.1%
B/E move
4.3%
Puts
Pseudo strike
57.35
IV
52.1%
B/E move
4.0%

55Δ

Calls
Pseudo strike
56.74
IV
42.6%
B/E move
3.6%
Puts
Pseudo strike
58.11
IV
52.0%
B/E move
3.4%

60Δ

Calls
Pseudo strike
56.10
IV
42.1%
B/E move
3.0%
Puts
Pseudo strike
58.86
IV
51.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
55.46
IV
41.6%
B/E move
2.3%
Puts
Pseudo strike
59.62
IV
51.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
54.68
IV
41.9%
B/E move
1.8%
Puts
Pseudo strike
60.82
IV
54.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
53.56
IV
44.3%
B/E move
1.5%
Puts
Pseudo strike
62.50
IV
59.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
52.44
IV
46.8%
B/E move
1.2%
Puts
Pseudo strike
64.18
IV
64.6%
B/E move
1.1%

Options history

IV · four-Friday blend45.16%
Daily EOD
MC42.8%44.2%45.6%2026-10-19: 43.69%2026-10-20: 44.08%2026-10-21: 45.08%2026-10-22: 45.40%2026-10-23: 44.25%2026-10-26: 44.94%2026-10-27: 44.64%2026-10-28: 45.30%2026-10-29: 42.99%2026-10-30: 45.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.69%
44.08%
45.08%
45.40%
44.25%
44.94%
44.64%
45.30%
42.99%
45.16%