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McGraw Hill, Inc. MH

i

Market dataready · fetched 2026-11-04T07:29:28.464Z

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 · 2026-11-04T00:00:00.00172337Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T07:29:28.026313+00:00

Share price$12.21
1D-3.7%
AH$12.17$12.31$12.44$12.58$12.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMH
Sold putSold callAH

McGraw Hill, Inc. options

Live interpolated MH call and put midpoint premiums by absolute delta.McGraw Hill, Inc.$0.07$1.91$3.75$5.59$7.43$8.91$10.55$12.19$13.83$15.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MH spot · $12.21MH PRICE$0.27$0.46$0.65$0.83$1.02$1.20$1.39$1.59$1.88$2.18$2.47$2.76$0.40$0.49$0.57$0.66$0.74$0.83$0.92$1.59$2.65$3.71$4.77$5.84$6.90
PutsExpensive1.88×
Calls——
Skew——
Implied moveBullish±$2.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.9599.8%24.7%10.11122.5%20.5%
25Δ14.60109.2%23.3%10.48115.7%18.1%
30Δ14.24118.5%21.9%10.85108.8%15.8%
35Δ13.88127.8%20.5%11.23101.9%13.4%
40Δ13.52137.2%19.1%11.6095.0%11.1%
45Δ13.17146.5%17.7%11.9888.1%8.7%
50Δ12.81155.8%16.3%12.3581.3%6.3%
55Δ12.42163.9%14.8%13.1883.4%5.0%
60Δ11.88164.7%12.7%14.3291.4%4.4%
65Δ11.34165.4%10.7%15.4599.5%3.8%
70Δ10.80166.1%8.7%16.59107.6%3.2%
75Δ10.25166.8%6.6%17.72115.6%2.6%
80Δ18.86123.7%2.0%

20Δ

Calls
Pseudo strike
14.95
IV
99.8%
B/E move
24.7%
Puts
Pseudo strike
10.11
IV
122.5%
B/E move
20.5%

25Δ

Calls
Pseudo strike
14.60
IV
109.2%
B/E move
23.3%
Puts
Pseudo strike
10.48
IV
115.7%
B/E move
18.1%

30Δ

Calls
Pseudo strike
14.24
IV
118.5%
B/E move
21.9%
Puts
Pseudo strike
10.85
IV
108.8%
B/E move
15.8%

35Δ

Calls
Pseudo strike
13.88
IV
127.8%
B/E move
20.5%
Puts
Pseudo strike
11.23
IV
101.9%
B/E move
13.4%

40Δ

Calls
Pseudo strike
13.52
IV
137.2%
B/E move
19.1%
Puts
Pseudo strike
11.60
IV
95.0%
B/E move
11.1%

45Δ

Calls
Pseudo strike
13.17
IV
146.5%
B/E move
17.7%
Puts
Pseudo strike
11.98
IV
88.1%
B/E move
8.7%

50Δ

Calls
Pseudo strike
12.81
IV
155.8%
B/E move
16.3%
Puts
Pseudo strike
12.35
IV
81.3%
B/E move
6.3%

55Δ

Calls
Pseudo strike
12.42
IV
163.9%
B/E move
14.8%
Puts
Pseudo strike
13.18
IV
83.4%
B/E move
5.0%

60Δ

Calls
Pseudo strike
11.88
IV
164.7%
B/E move
12.7%
Puts
Pseudo strike
14.32
IV
91.4%
B/E move
4.4%

65Δ

Calls
Pseudo strike
11.34
IV
165.4%
B/E move
10.7%
Puts
Pseudo strike
15.45
IV
99.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
10.80
IV
166.1%
B/E move
8.7%
Puts
Pseudo strike
16.59
IV
107.6%
B/E move
3.2%

75Δ

Calls
Pseudo strike
10.25
IV
166.8%
B/E move
6.6%
Puts
Pseudo strike
17.72
IV
115.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.86
IV
123.7%
B/E move
2.0%

Options history

IV · four-Friday blend76.69%
Daily EOD
MH71.3%75.8%80.3%2026-10-19: 73.90%2026-10-20: 76.88%2026-10-21: 71.91%2026-10-22: 79.63%2026-10-23: 75.73%2026-10-26: 77.00%2026-10-27: 74.40%2026-10-29: 76.69%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
73.90%
76.88%
71.91%
79.63%
75.73%
77.00%
74.40%
76.69%