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Motorola Solutions, Inc. New MSI

i

Market dataready · fetched 2026-11-04T08:46:43.343Z

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 · 2026-11-04T00:00:00.0020339Z

FundamentalsSEC EDGAR · ready · as of 2026-07-04 · fetched 2026-11-04T08:46:42.720382+00:00

Share price$491.00
1D+1.4%
AH$483$485$488$490$4925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSI
Sold putSold callAH

Motorola Solutions, Inc. New options

Live interpolated MSI call and put midpoint premiums by absolute delta.Motorola Solutions, Inc. New$3.34$13.97$24.61$35.24$45.88$439.52$465.15$490.78$516.42$542.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSI spot · $491.00MSI PRICE$4.49$5.87$7.32$8.90$10.84$12.92$15.33$17.93$20.92$24.04$27.36$31.75$37.19$4.79$6.49$8.22$9.99$12.28$14.85$17.53$20.27$23.50$26.88$30.77$35.29$42.81
PutsExpensive1.99×
CallsExpensive1.77×
SkewBearish+0.41 pp
Implied moveBearish±$32.87
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ530.2840.6%8.9%459.9240.1%7.3%
25Δ522.2539.8%7.6%466.1640.2%6.4%
30Δ515.2438.9%6.4%472.2140.0%5.5%
35Δ508.9238.2%5.5%478.0039.3%4.7%
40Δ503.6838.4%4.8%483.3339.5%4.1%
45Δ498.5038.7%4.2%488.4240.2%3.6%
50Δ493.4739.0%3.6%493.5940.3%3.0%
55Δ488.3939.4%3.1%498.7940.0%2.5%
60Δ483.1839.7%2.7%504.1639.8%2.1%
65Δ477.9239.7%2.2%509.5739.6%1.7%
70Δ472.5739.4%1.8%515.2539.1%1.3%
75Δ466.4139.7%1.5%521.4538.9%1.0%
80Δ459.4640.6%1.2%530.2440.6%0.7%

20Δ

Calls
Pseudo strike
530.28
IV
40.6%
B/E move
8.9%
Puts
Pseudo strike
459.92
IV
40.1%
B/E move
7.3%

25Δ

Calls
Pseudo strike
522.25
IV
39.8%
B/E move
7.6%
Puts
Pseudo strike
466.16
IV
40.2%
B/E move
6.4%

30Δ

Calls
Pseudo strike
515.24
IV
38.9%
B/E move
6.4%
Puts
Pseudo strike
472.21
IV
40.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
508.92
IV
38.2%
B/E move
5.5%
Puts
Pseudo strike
478.00
IV
39.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
503.68
IV
38.4%
B/E move
4.8%
Puts
Pseudo strike
483.33
IV
39.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
498.50
IV
38.7%
B/E move
4.2%
Puts
Pseudo strike
488.42
IV
40.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
493.47
IV
39.0%
B/E move
3.6%
Puts
Pseudo strike
493.59
IV
40.3%
B/E move
3.0%

55Δ

Calls
Pseudo strike
488.39
IV
39.4%
B/E move
3.1%
Puts
Pseudo strike
498.79
IV
40.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
483.18
IV
39.7%
B/E move
2.7%
Puts
Pseudo strike
504.16
IV
39.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
477.92
IV
39.7%
B/E move
2.2%
Puts
Pseudo strike
509.57
IV
39.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
472.57
IV
39.4%
B/E move
1.8%
Puts
Pseudo strike
515.25
IV
39.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
466.41
IV
39.7%
B/E move
1.5%
Puts
Pseudo strike
521.45
IV
38.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
459.46
IV
40.6%
B/E move
1.2%
Puts
Pseudo strike
530.24
IV
40.6%
B/E move
0.7%

Options history

IV · four-Friday blend31.49%
Daily close
MSI20.3%26.3%32.3%2026-08-06: 26.30%2026-08-07: 23.86%2026-08-10: 22.77%2026-08-11: 22.65%2026-08-12: 22.43%2026-08-13: 22.56%2026-08-14: 21.17%2026-08-17: 22.31%2026-08-18: 22.99%2026-08-19: 23.35%2026-08-21: 23.64%2026-08-24: 23.73%2026-08-25: 23.16%2026-08-26: 23.25%2026-08-27: 22.67%2026-08-28: 22.61%2026-08-31: 22.78%2026-09-01: 23.34%2026-09-02: 23.10%2026-09-03: 22.80%2026-09-04: 23.37%2026-09-08: 24.53%2026-09-09: 24.10%2026-09-10: 24.04%2026-09-11: 23.41%2026-09-14: 24.40%2026-09-15: 25.26%2026-09-16: 26.03%2026-09-18: 24.81%2026-09-21: 25.24%2026-09-22: 25.37%2026-09-23: 25.25%2026-09-24: 26.02%2026-09-25: 25.44%2026-09-28: 26.14%2026-09-29: 26.92%2026-09-30: 26.58%2026-10-01: 26.92%2026-10-02: 26.50%2026-10-05: 26.71%2026-10-06: 26.93%2026-10-07: 27.06%2026-10-08: 27.88%2026-10-09: 27.12%2026-10-12: 28.07%2026-10-13: 28.49%2026-10-14: 29.83%2026-10-16: 28.92%2026-10-19: 29.33%2026-10-20: 29.10%2026-10-21: 29.02%2026-10-22: 29.96%2026-10-23: 29.45%2026-10-26: 29.50%2026-10-27: 30.37%2026-10-28: 30.00%2026-10-29: 30.05%2026-10-30: 31.49%Aug 6Sep 18Oct 30
58 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
26.30%
23.86%
22.77%
22.65%
22.43%
22.56%
21.17%
22.31%
22.99%
23.35%
23.64%
23.73%
23.16%
23.25%
22.67%
22.61%
22.78%
23.34%
23.10%
22.80%
23.37%
24.53%
24.10%
24.04%
23.41%
24.40%
25.26%
26.03%
24.81%
25.24%
25.37%
25.25%
26.02%
25.44%
26.14%
26.92%
26.58%
26.92%
26.50%
26.71%
26.93%
27.06%
27.88%
27.12%
28.07%
28.49%
29.83%
28.92%
29.33%
29.10%
29.02%
29.96%
29.45%
29.50%
30.37%
30.00%
30.05%
31.49%