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MOELIS & COMPANY MC

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-07T08:08:57.706Z

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 · ready · quarter 2026-06-30 · fetched 2026-11-07T08:08:57.253970+00:00

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$2.41$4.43$6.44$8.46$49.23$53.11$56.99$60.86$64.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MC spot · $56.92MC PRICE$0.61$0.76$0.92$1.19$1.45$1.72$1.99$2.25$2.52$2.79$3.26$4.22$5.18$0.77$1.00$1.22$1.47$1.88$2.29$2.70$3.11$3.52$3.93$4.87$6.37$7.88
PutsExpensive1.20×
CallsCheap0.80×
SkewBearish+10.04 pp
Implied moveBearish±$4.69
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.9254.1%11.6%51.8158.9%10.3%
25Δ61.4050.3%9.2%52.9157.3%8.8%
30Δ59.9546.8%6.9%54.0155.7%7.3%
35Δ59.3146.3%6.3%55.0854.3%5.8%
40Δ58.6645.8%5.6%55.8354.2%5.2%
45Δ58.0245.3%5.0%56.5954.1%4.6%
50Δ57.3844.8%4.3%57.3454.0%4.0%
55Δ56.7444.3%3.6%58.1053.8%3.4%
60Δ56.0943.7%3.0%58.8553.7%2.8%
65Δ55.4543.2%2.3%59.6053.6%2.2%
70Δ54.6643.6%1.8%60.8056.1%1.7%
75Δ53.5446.2%1.5%62.4761.4%1.4%
80Δ52.4248.8%1.2%64.1466.7%1.2%

20Δ

Calls
Pseudo strike
62.92
IV
54.1%
B/E move
11.6%
Puts
Pseudo strike
51.81
IV
58.9%
B/E move
10.3%

25Δ

Calls
Pseudo strike
61.40
IV
50.3%
B/E move
9.2%
Puts
Pseudo strike
52.91
IV
57.3%
B/E move
8.8%

30Δ

Calls
Pseudo strike
59.95
IV
46.8%
B/E move
6.9%
Puts
Pseudo strike
54.01
IV
55.7%
B/E move
7.3%

35Δ

Calls
Pseudo strike
59.31
IV
46.3%
B/E move
6.3%
Puts
Pseudo strike
55.08
IV
54.3%
B/E move
5.8%

40Δ

Calls
Pseudo strike
58.66
IV
45.8%
B/E move
5.6%
Puts
Pseudo strike
55.83
IV
54.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
58.02
IV
45.3%
B/E move
5.0%
Puts
Pseudo strike
56.59
IV
54.1%
B/E move
4.6%

50Δ

Calls
Pseudo strike
57.38
IV
44.8%
B/E move
4.3%
Puts
Pseudo strike
57.34
IV
54.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
56.74
IV
44.3%
B/E move
3.6%
Puts
Pseudo strike
58.10
IV
53.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
56.09
IV
43.7%
B/E move
3.0%
Puts
Pseudo strike
58.85
IV
53.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
55.45
IV
43.2%
B/E move
2.3%
Puts
Pseudo strike
59.60
IV
53.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
54.66
IV
43.6%
B/E move
1.8%
Puts
Pseudo strike
60.80
IV
56.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
53.54
IV
46.2%
B/E move
1.5%
Puts
Pseudo strike
62.47
IV
61.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
52.42
IV
48.8%
B/E move
1.2%
Puts
Pseudo strike
64.14
IV
66.7%
B/E move
1.2%

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%