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The Magnum Ice Cream Company N.V. MICC

i

Market datapartial · fetched 2026-11-04T03:09:01.611Z

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 · 2026-11-04T00:00:00.001804789Z

FundamentalsAlpha Vantage · unavailable

Share price$19.39
1D-0.7%
AH$19.36$19.43$19.49$19.55$19.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMICC
Sold putSold callAH

The Magnum Ice Cream Company N.V. options

Live interpolated MICC call and put midpoint premiums by absolute delta.The Magnum Ice Cream Company N.V.$0.18$0.63$1.09$1.55$2.01$17.33$18.51$19.70$20.88$22.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MICC spot · $19.39MICC PRICE$0.38$0.40$0.43$0.47$0.50$0.67$0.85$1.02$1.19$1.36$1.53$1.71$1.88$0.22$0.29$0.35$0.42$0.48$0.54$0.61$0.67$0.74$0.80
Puts——
CallsExpensive1.30×
Skew——
Implied moveBullish±$1.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.4090.2%22.6%17.7845.6%9.5%
25Δ22.0572.7%15.7%18.0143.8%8.6%
30Δ21.3663.3%12.4%18.2542.0%7.7%
35Δ20.6854.0%9.0%18.4940.2%6.8%
40Δ20.0044.7%5.7%18.7238.4%5.9%
45Δ19.7245.0%5.2%18.9636.6%5.0%
50Δ19.4545.3%4.7%19.1934.8%4.1%
55Δ19.1845.6%4.2%19.4333.0%3.3%
60Δ18.9046.0%3.6%19.6731.2%2.4%
65Δ18.6346.3%3.1%19.9029.4%1.5%
70Δ18.3646.6%2.6%
75Δ18.0847.0%2.1%
80Δ17.8147.3%1.5%

20Δ

Calls
Pseudo strike
23.40
IV
90.2%
B/E move
22.6%
Puts
Pseudo strike
17.78
IV
45.6%
B/E move
9.5%

25Δ

Calls
Pseudo strike
22.05
IV
72.7%
B/E move
15.7%
Puts
Pseudo strike
18.01
IV
43.8%
B/E move
8.6%

30Δ

Calls
Pseudo strike
21.36
IV
63.3%
B/E move
12.4%
Puts
Pseudo strike
18.25
IV
42.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
20.68
IV
54.0%
B/E move
9.0%
Puts
Pseudo strike
18.49
IV
40.2%
B/E move
6.8%

40Δ

Calls
Pseudo strike
20.00
IV
44.7%
B/E move
5.7%
Puts
Pseudo strike
18.72
IV
38.4%
B/E move
5.9%

45Δ

Calls
Pseudo strike
19.72
IV
45.0%
B/E move
5.2%
Puts
Pseudo strike
18.96
IV
36.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
19.45
IV
45.3%
B/E move
4.7%
Puts
Pseudo strike
19.19
IV
34.8%
B/E move
4.1%

55Δ

Calls
Pseudo strike
19.18
IV
45.6%
B/E move
4.2%
Puts
Pseudo strike
19.43
IV
33.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
18.90
IV
46.0%
B/E move
3.6%
Puts
Pseudo strike
19.67
IV
31.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
18.63
IV
46.3%
B/E move
3.1%
Puts
Pseudo strike
19.90
IV
29.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
18.36
IV
46.6%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.08
IV
47.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.81
IV
47.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.84%
Daily EOD
MICC38.9%43.6%48.2%2026-10-19: 45.89%2026-10-22: 41.18%2026-10-23: 47.60%2026-10-26: 39.78%2026-10-27: 39.56%2026-10-28: 39.95%2026-10-29: 42.89%2026-10-30: 42.84%Oct 19Oct 26Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.89%
41.18%
47.60%
39.78%
39.56%
39.95%
42.89%
42.84%