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Mine Safety Incorporated MSA

i

Market dataready · fetched 2026-11-04T06:46:57.967Z

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 · 2026-11-04T00:00:00.001840634Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T06:46:57.512245+00:00

Share price$174.06
1D-2.2%
AH$174$175$176$177$1785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSA
Sold putSold callAH

Mine Safety Incorporated options

Live interpolated MSA call and put midpoint premiums by absolute delta.Mine Safety Incorporated$1.36$3.97$6.59$9.21$11.82$154.29$163.38$172.48$181.58$190.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MSA spot · $174.06MSA PRICE$1.64$2.22$2.56$2.74$2.97$3.20$3.69$4.66$5.63$6.60$7.94$9.45$11.07$2.45$2.45$2.45$2.83$3.21$3.60$4.36$5.38$6.39$7.41$8.77$10.15
Puts——
CallsExpensive1.06×
Skew——
Implied moveBalanced±$7.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ188.3040.2%9.1%158.3956.9%10.4%
25Δ185.9241.4%8.1%164.7542.4%6.8%
30Δ182.8438.5%6.5%
35Δ179.6633.4%4.8%170.6727.6%3.4%
40Δ177.9030.3%3.9%171.9426.4%2.8%
45Δ176.1427.2%3.0%173.2125.2%2.3%
50Δ174.5225.7%2.4%174.4924.0%1.8%
55Δ173.1627.1%2.2%175.8224.1%1.5%
60Δ171.7928.6%1.9%177.2025.1%1.3%
65Δ170.4230.1%1.7%178.5726.2%1.1%
70Δ168.6631.3%1.5%179.9527.2%0.9%
75Δ166.7232.5%1.2%181.6727.2%0.7%
80Δ164.6933.6%1.0%183.4127.1%0.5%

20Δ

Calls
Pseudo strike
188.30
IV
40.2%
B/E move
9.1%
Puts
Pseudo strike
158.39
IV
56.9%
B/E move
10.4%

25Δ

Calls
Pseudo strike
185.92
IV
41.4%
B/E move
8.1%
Puts
Pseudo strike
164.75
IV
42.4%
B/E move
6.8%

30Δ

Calls
Pseudo strike
182.84
IV
38.5%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
179.66
IV
33.4%
B/E move
4.8%
Puts
Pseudo strike
170.67
IV
27.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
177.90
IV
30.3%
B/E move
3.9%
Puts
Pseudo strike
171.94
IV
26.4%
B/E move
2.8%

45Δ

Calls
Pseudo strike
176.14
IV
27.2%
B/E move
3.0%
Puts
Pseudo strike
173.21
IV
25.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
174.52
IV
25.7%
B/E move
2.4%
Puts
Pseudo strike
174.49
IV
24.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
173.16
IV
27.1%
B/E move
2.2%
Puts
Pseudo strike
175.82
IV
24.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
171.79
IV
28.6%
B/E move
1.9%
Puts
Pseudo strike
177.20
IV
25.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
170.42
IV
30.1%
B/E move
1.7%
Puts
Pseudo strike
178.57
IV
26.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
168.66
IV
31.3%
B/E move
1.5%
Puts
Pseudo strike
179.95
IV
27.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
166.72
IV
32.5%
B/E move
1.2%
Puts
Pseudo strike
181.67
IV
27.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
164.69
IV
33.6%
B/E move
1.0%
Puts
Pseudo strike
183.41
IV
27.1%
B/E move
0.5%

Options history

IV · four-Friday blend26.37%
Daily EOD
MSA24.3%25.4%26.5%2026-10-19: 24.78%2026-10-20: 24.66%2026-10-21: 24.43%2026-10-22: 25.44%2026-10-23: 24.87%2026-10-26: 25.68%2026-10-27: 25.50%2026-10-28: 25.62%2026-10-29: 25.59%2026-10-30: 26.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.78%
24.66%
24.43%
25.44%
24.87%
25.68%
25.50%
25.62%
25.59%
26.37%