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Monarch Casino & Resort, Inc. Common Stock MCRI

i

Market dataready · fetched 2026-11-07T08:06:48.503Z

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 · 2026-11-06T21:00:00.492132244Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T08:06:48.080455+00:00

Share price$108.75
1D+0.8%
AH$107.75$108.36$108.96$109.56$110.175:30 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$1.43$3.17$4.91$6.65$8.39$98.45$103.45$108.46$113.47$118.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MCRI spot · $108.75MCRI PRICE$1.70$1.61$1.92$2.24$2.55$3.13$3.76$4.40$5.03$5.71$6.80$7.89$1.80$1.88$1.95$2.13$2.37$2.61$2.85$3.09$3.71$4.40$5.08$5.77$6.45
PutsFair1.03×
Calls——
Skew——
Implied moveBullish±$5.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ125.0077.9%16.5%97.5573.2%12.0%
25Δ101.3658.7%8.5%
30Δ114.2042.2%6.5%104.0648.3%6.1%
35Δ112.8740.8%5.6%105.6842.8%4.8%
40Δ111.5539.5%4.6%106.7239.9%4.0%
45Δ110.2238.1%3.7%107.7737.0%3.3%
50Δ109.1238.4%3.2%108.8134.1%2.6%
55Δ108.0639.1%2.8%109.8531.3%1.8%
60Δ107.0139.7%2.4%110.8230.8%1.5%
65Δ105.9540.4%2.1%111.7830.8%1.3%
70Δ104.8641.0%1.7%112.7430.8%1.0%
75Δ103.4441.1%1.4%113.6930.8%0.8%
80Δ102.0341.1%1.1%114.6530.8%0.5%

20Δ

Calls
Pseudo strike
125.00
IV
77.9%
B/E move
16.5%
Puts
Pseudo strike
97.55
IV
73.2%
B/E move
12.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.36
IV
58.7%
B/E move
8.5%

30Δ

Calls
Pseudo strike
114.20
IV
42.2%
B/E move
6.5%
Puts
Pseudo strike
104.06
IV
48.3%
B/E move
6.1%

35Δ

Calls
Pseudo strike
112.87
IV
40.8%
B/E move
5.6%
Puts
Pseudo strike
105.68
IV
42.8%
B/E move
4.8%

40Δ

Calls
Pseudo strike
111.55
IV
39.5%
B/E move
4.6%
Puts
Pseudo strike
106.72
IV
39.9%
B/E move
4.0%

45Δ

Calls
Pseudo strike
110.22
IV
38.1%
B/E move
3.7%
Puts
Pseudo strike
107.77
IV
37.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
109.12
IV
38.4%
B/E move
3.2%
Puts
Pseudo strike
108.81
IV
34.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
108.06
IV
39.1%
B/E move
2.8%
Puts
Pseudo strike
109.85
IV
31.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
107.01
IV
39.7%
B/E move
2.4%
Puts
Pseudo strike
110.82
IV
30.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
105.95
IV
40.4%
B/E move
2.1%
Puts
Pseudo strike
111.78
IV
30.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
104.86
IV
41.0%
B/E move
1.7%
Puts
Pseudo strike
112.74
IV
30.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
103.44
IV
41.1%
B/E move
1.4%
Puts
Pseudo strike
113.69
IV
30.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
102.03
IV
41.1%
B/E move
1.1%
Puts
Pseudo strike
114.65
IV
30.8%
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%