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ArcelorMittal MT

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-11-04T03:29:27.753Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:00:00.002249601Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T03:29:24.472232+00:00

Share price$60.42
1D-3.0%
AH$60.27$60.82$61.37$61.91$62.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMT
Sold putSold callAH

ArcelorMittal options

Live interpolated MT call and put midpoint premiums by absolute delta.ArcelorMittal$0.31$2.05$3.79$5.54$7.28$55.13$57.97$60.81$63.65$66.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MT spot · $60.42MT PRICE$0.50$0.69$0.86$1.05$1.27$1.53$1.81$2.11$2.52$2.94$3.35$5.68$6.78$0.56$0.74$0.94$1.15$1.39$1.64$1.88$2.14$2.48$2.81$3.13$3.31$3.41
PutsExpensive1.81×
CallsExpensive1.54×
SkewBullish-14.96 pp
Implied moveBalanced±$3.69
TiltBullish9.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.4781.1%7.5%56.6488.9%7.2%
25Δ63.9587.2%7.0%57.5086.1%6.1%
30Δ63.1686.0%6.0%58.1985.9%5.2%
35Δ62.4584.6%5.1%58.8485.0%4.5%
40Δ61.8084.2%4.4%59.4584.6%3.9%
45Δ61.2285.7%3.8%60.0484.2%3.4%
50Δ60.6286.6%3.3%60.5981.8%2.8%
55Δ60.0387.1%2.8%61.1679.9%2.3%
60Δ59.3989.7%2.5%61.7279.7%2.0%
65Δ58.7491.2%2.1%62.2778.3%1.6%
70Δ58.0890.8%1.7%62.8075.7%1.2%
75Δ55.97138.6%2.0%63.1670.0%1.0%
80Δ54.60144.0%1.6%63.4162.5%0.7%

20Δ

Calls
Pseudo strike
64.47
IV
81.1%
B/E move
7.5%
Puts
Pseudo strike
56.64
IV
88.9%
B/E move
7.2%

25Δ

Calls
Pseudo strike
63.95
IV
87.2%
B/E move
7.0%
Puts
Pseudo strike
57.50
IV
86.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
63.16
IV
86.0%
B/E move
6.0%
Puts
Pseudo strike
58.19
IV
85.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
62.45
IV
84.6%
B/E move
5.1%
Puts
Pseudo strike
58.84
IV
85.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
61.80
IV
84.2%
B/E move
4.4%
Puts
Pseudo strike
59.45
IV
84.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
61.22
IV
85.7%
B/E move
3.8%
Puts
Pseudo strike
60.04
IV
84.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
60.62
IV
86.6%
B/E move
3.3%
Puts
Pseudo strike
60.59
IV
81.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
60.03
IV
87.1%
B/E move
2.8%
Puts
Pseudo strike
61.16
IV
79.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
59.39
IV
89.7%
B/E move
2.5%
Puts
Pseudo strike
61.72
IV
79.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
58.74
IV
91.2%
B/E move
2.1%
Puts
Pseudo strike
62.27
IV
78.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
58.08
IV
90.8%
B/E move
1.7%
Puts
Pseudo strike
62.80
IV
75.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
55.97
IV
138.6%
B/E move
2.0%
Puts
Pseudo strike
63.16
IV
70.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
54.60
IV
144.0%
B/E move
1.6%
Puts
Pseudo strike
63.41
IV
62.5%
B/E move
0.7%

Options history

IV · four-Friday blend51.71%
Daily close
MT36.1%47.0%57.9%2026-08-05: 48.49%2026-08-06: 56.36%2026-08-07: 45.03%2026-08-10: 47.42%2026-08-11: 42.66%2026-08-12: 46.87%2026-08-13: 46.48%2026-08-14: 40.59%2026-08-17: 41.15%2026-08-18: 43.99%2026-08-19: 44.64%2026-08-20: 46.54%2026-08-21: 42.92%2026-08-24: 44.34%2026-08-25: 41.13%2026-08-26: 43.61%2026-08-27: 41.76%2026-08-28: 39.64%2026-08-31: 40.89%2026-09-01: 40.51%2026-09-02: 47.26%2026-09-03: 41.17%2026-09-04: 37.58%2026-09-08: 44.00%2026-09-09: 41.08%2026-09-10: 44.71%2026-09-11: 40.04%2026-09-14: 46.04%2026-09-15: 44.57%2026-09-16: 44.67%2026-09-17: 42.23%2026-09-18: 39.80%2026-09-21: 44.08%2026-09-22: 43.43%2026-09-23: 48.66%2026-09-24: 43.90%2026-09-25: 39.93%2026-09-28: 42.91%2026-09-29: 47.88%2026-09-30: 43.58%2026-10-01: 49.87%2026-10-02: 40.61%2026-10-05: 44.41%2026-10-06: 42.35%2026-10-07: 43.17%2026-10-08: 48.62%2026-10-09: 43.54%2026-10-12: 45.32%2026-10-13: 44.38%2026-10-14: 44.24%2026-10-15: 44.94%2026-10-16: 43.91%2026-10-19: 45.69%2026-10-20: 45.36%2026-10-21: 44.68%2026-10-22: 52.11%2026-10-23: 49.89%2026-10-26: 52.25%2026-10-27: 51.89%2026-10-28: 53.86%2026-10-29: 52.71%2026-10-30: 51.71%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
48.49%
56.36%
45.03%
47.42%
42.66%
46.87%
46.48%
40.59%
41.15%
43.99%
44.64%
46.54%
42.92%
44.34%
41.13%
43.61%
41.76%
39.64%
40.89%
40.51%
47.26%
41.17%
37.58%
44.00%
41.08%
44.71%
40.04%
46.04%
44.57%
44.67%
42.23%
39.80%
44.08%
43.43%
48.66%
43.90%
39.93%
42.91%
47.88%
43.58%
49.87%
40.61%
44.41%
42.35%
43.17%
48.62%
43.54%
45.32%
44.38%
44.24%
44.94%
43.91%
45.69%
45.36%
44.68%
52.11%
49.89%
52.25%
51.89%
53.86%
52.71%
51.71%