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Monster Beverage Corporation MNST

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
i

Market dataready · fetched 2026-11-03T21:56:13.883Z

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 · 2026-11-03T21:42:09.152945352Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T21:56:12.987176+00:00

Share price$46.91
1D-2.1%
AH$46.49$46.88$47.27$47.66$48.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMNST
Sold putSold callAH

Monster Beverage Corporation options

Live interpolated MNST call and put midpoint premiums by absolute delta.Monster Beverage Corporation$0.35$2.17$3.99$5.81$7.63$41.70$44.73$47.76$50.80$53.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MNST spot · $46.91MNST PRICE$0.55$0.73$0.92$1.16$1.39$1.63$1.92$2.28$2.68$3.16$4.57$5.29$7.11$0.58$0.81$1.04$1.27$1.52$1.68$1.95$2.44$2.79$3.11$3.36
Puts——
CallsExpensive1.42×
Skew——
Implied moveBalanced±$3.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.8049.4%11.6%43.4246.5%8.7%
25Δ50.9249.8%10.1%43.9350.6%8.1%
30Δ50.0450.2%8.6%44.6350.7%7.1%
35Δ49.3451.1%7.6%45.3350.1%6.1%
40Δ48.6451.2%6.7%46.0049.6%5.2%
45Δ47.9350.6%5.7%46.6146.1%4.2%
50Δ47.2850.8%4.9%47.2445.0%3.5%
55Δ46.6251.7%4.2%47.8848.0%3.1%
60Δ45.9553.1%3.7%48.4847.5%2.6%
65Δ45.2254.3%3.1%49.0646.0%2.0%
70Δ43.9070.4%3.3%49.5543.2%1.5%
75Δ42.8671.2%2.6%
80Δ40.9385.3%2.4%

20Δ

Calls
Pseudo strike
51.80
IV
49.4%
B/E move
11.6%
Puts
Pseudo strike
43.42
IV
46.5%
B/E move
8.7%

25Δ

Calls
Pseudo strike
50.92
IV
49.8%
B/E move
10.1%
Puts
Pseudo strike
43.93
IV
50.6%
B/E move
8.1%

30Δ

Calls
Pseudo strike
50.04
IV
50.2%
B/E move
8.6%
Puts
Pseudo strike
44.63
IV
50.7%
B/E move
7.1%

35Δ

Calls
Pseudo strike
49.34
IV
51.1%
B/E move
7.6%
Puts
Pseudo strike
45.33
IV
50.1%
B/E move
6.1%

40Δ

Calls
Pseudo strike
48.64
IV
51.2%
B/E move
6.7%
Puts
Pseudo strike
46.00
IV
49.6%
B/E move
5.2%

45Δ

Calls
Pseudo strike
47.93
IV
50.6%
B/E move
5.7%
Puts
Pseudo strike
46.61
IV
46.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
47.28
IV
50.8%
B/E move
4.9%
Puts
Pseudo strike
47.24
IV
45.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
46.62
IV
51.7%
B/E move
4.2%
Puts
Pseudo strike
47.88
IV
48.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
45.95
IV
53.1%
B/E move
3.7%
Puts
Pseudo strike
48.48
IV
47.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
45.22
IV
54.3%
B/E move
3.1%
Puts
Pseudo strike
49.06
IV
46.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
43.90
IV
70.4%
B/E move
3.3%
Puts
Pseudo strike
49.55
IV
43.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
42.86
IV
71.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.93
IV
85.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.69%
Daily close
MNST21.8%30.0%38.1%2026-08-05: 37.00%2026-08-06: 35.56%2026-08-07: 26.46%2026-08-10: 25.59%2026-08-11: 27.59%2026-08-12: 25.13%2026-08-13: 24.48%2026-08-14: 22.91%2026-08-18: 30.94%2026-08-19: 28.68%2026-08-20: 29.93%2026-08-21: 26.80%2026-08-24: 28.32%2026-08-25: 26.96%2026-08-26: 26.19%2026-08-27: 26.34%2026-08-28: 25.18%2026-08-31: 26.19%2026-09-01: 25.24%2026-09-02: 27.85%2026-09-03: 25.18%2026-09-04: 26.48%2026-09-08: 29.92%2026-09-09: 29.25%2026-09-10: 28.28%2026-09-11: 29.70%2026-09-14: 28.68%2026-09-16: 29.62%2026-09-18: 28.30%2026-09-21: 28.47%2026-09-22: 28.64%2026-09-23: 30.19%2026-09-24: 29.08%2026-09-25: 28.72%2026-09-28: 29.81%2026-09-29: 29.75%2026-09-30: 29.73%2026-10-01: 29.32%2026-10-02: 29.44%2026-10-05: 30.36%2026-10-06: 29.63%2026-10-07: 29.12%2026-10-08: 29.61%2026-10-09: 28.87%2026-10-12: 29.86%2026-10-13: 33.71%2026-10-14: 33.90%2026-10-16: 31.60%2026-10-19: 30.90%2026-10-20: 31.03%2026-10-21: 31.35%2026-10-22: 32.06%2026-10-23: 31.60%2026-10-26: 32.73%2026-10-27: 32.63%2026-10-28: 33.65%2026-10-29: 33.09%2026-10-30: 35.69%Aug 5Sep 18Oct 30
58 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
37.00%
35.56%
26.46%
25.59%
27.59%
25.13%
24.48%
22.91%
30.94%
28.68%
29.93%
26.80%
28.32%
26.96%
26.19%
26.34%
25.18%
26.19%
25.24%
27.85%
25.18%
26.48%
29.92%
29.25%
28.28%
29.70%
28.68%
29.62%
28.30%
28.47%
28.64%
30.19%
29.08%
28.72%
29.81%
29.75%
29.73%
29.32%
29.44%
30.36%
29.63%
29.12%
29.61%
28.87%
29.86%
33.71%
33.90%
31.60%
30.90%
31.03%
31.35%
32.06%
31.60%
32.73%
32.63%
33.65%
33.09%
35.69%