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Monarch Casino & Resort, Inc. Common Stock MCRI

CONSUMER CYCLICAL · RESORTS & CASINOS
i

Market dataready · fetched 2026-11-04T09:04:07.497Z

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 · 2026-11-03T21:00:00.305487746Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T09:04:06.889103+00:00

Share price$113.88
1D-1.0%
AH$113.36$113.96$114.57$115.17$115.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCRI
Sold putSold callAH

Monarch Casino & Resort, Inc. Common Stock options

Live interpolated MCRI call and put midpoint premiums by absolute delta.Monarch Casino & Resort, Inc. Common Stock$0.45$2.91$5.38$7.84$10.31$102.55$108.12$113.68$119.24$124.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCRI spot · $113.88MCRI PRICE$0.72$1.12$1.52$1.91$2.31$2.71$3.38$4.24$5.09$5.94$7.02$8.31$9.60$1.45$1.73$2.01$2.31$2.63$2.94$3.25$3.61$4.10$4.58$5.07$5.56$6.04
PutsCheap0.92×
CallsFair1.05×
SkewBullish-1.37 pp
Implied moveBullish±$6.63
TiltBullish8.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.9627.0%6.0%104.6951.2%9.3%
25Δ119.0428.4%5.5%106.9946.7%7.6%
30Δ118.1329.9%5.1%109.1442.6%5.9%
35Δ117.2131.3%4.6%110.6939.6%4.8%
40Δ116.2932.7%4.1%111.8537.4%4.1%
45Δ115.3734.2%3.7%113.0135.1%3.3%
50Δ114.2735.9%3.3%114.1732.9%2.6%
55Δ113.0437.9%3.0%115.2331.0%2.0%
60Δ111.8239.8%2.7%116.0629.8%1.7%
65Δ110.5941.8%2.3%116.9028.6%1.4%
70Δ109.1243.2%2.0%117.7327.4%1.1%
75Δ107.4344.1%1.6%118.5626.1%0.8%
80Δ105.7344.9%1.3%119.3924.9%0.5%

20Δ

Calls
Pseudo strike
119.96
IV
27.0%
B/E move
6.0%
Puts
Pseudo strike
104.69
IV
51.2%
B/E move
9.3%

25Δ

Calls
Pseudo strike
119.04
IV
28.4%
B/E move
5.5%
Puts
Pseudo strike
106.99
IV
46.7%
B/E move
7.6%

30Δ

Calls
Pseudo strike
118.13
IV
29.9%
B/E move
5.1%
Puts
Pseudo strike
109.14
IV
42.6%
B/E move
5.9%

35Δ

Calls
Pseudo strike
117.21
IV
31.3%
B/E move
4.6%
Puts
Pseudo strike
110.69
IV
39.6%
B/E move
4.8%

40Δ

Calls
Pseudo strike
116.29
IV
32.7%
B/E move
4.1%
Puts
Pseudo strike
111.85
IV
37.4%
B/E move
4.1%

45Δ

Calls
Pseudo strike
115.37
IV
34.2%
B/E move
3.7%
Puts
Pseudo strike
113.01
IV
35.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
114.27
IV
35.9%
B/E move
3.3%
Puts
Pseudo strike
114.17
IV
32.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
113.04
IV
37.9%
B/E move
3.0%
Puts
Pseudo strike
115.23
IV
31.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
111.82
IV
39.8%
B/E move
2.7%
Puts
Pseudo strike
116.06
IV
29.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
110.59
IV
41.8%
B/E move
2.3%
Puts
Pseudo strike
116.90
IV
28.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
109.12
IV
43.2%
B/E move
2.0%
Puts
Pseudo strike
117.73
IV
27.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
107.43
IV
44.1%
B/E move
1.6%
Puts
Pseudo strike
118.56
IV
26.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
105.73
IV
44.9%
B/E move
1.3%
Puts
Pseudo strike
119.39
IV
24.9%
B/E move
0.5%

Options history

IV · four-Friday blend28.61%
Daily EOD
MCRI28.1%30.5%33.0%2026-10-19: 31.93%2026-10-20: 31.44%2026-10-21: 32.20%2026-10-22: 32.67%2026-10-23: 32.48%2026-10-26: 32.52%2026-10-27: 32.24%2026-10-28: 28.47%2026-10-29: 28.39%2026-10-30: 28.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.93%
31.44%
32.20%
32.67%
32.48%
32.52%
32.24%
28.47%
28.39%
28.61%