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Metallus Inc. MTUS

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-11-03T18:59:49.624Z

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 · 2026-11-03T18:59:36.46452221Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T18:59:49.081533+00:00

Share price$20.77
1D+3.4%
$19.63$20.05$20.46$20.87$21.295:30 AM6:30 AM9:00 AM1:00 PMMTUS
Sold putSold call

Metallus Inc. options

Live interpolated MTUS call and put midpoint premiums by absolute delta.Metallus Inc.$0.15$0.56$0.97$1.37$1.78$17.32$18.84$20.35$21.86$23.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MTUS spot · $20.77MTUS PRICE$0.20$0.29$0.39$0.48$0.58$0.67$0.77$0.87$0.96$1.06$0.25$0.30$0.35$0.47$0.61$0.74$0.87$1.00$1.13$1.27$1.40$1.53$1.66
PutsCheap0.60×
Calls——
Skew——
Implied moveBearish±$1.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.4439.2%9.0%18.7352.7%11.0%
25Δ22.2039.1%8.3%19.3545.9%8.3%
30Δ21.9539.0%7.6%19.9639.1%5.6%
35Δ21.7138.9%6.8%20.2138.2%5.0%
40Δ21.4638.8%6.1%20.4437.8%4.5%
45Δ21.2238.7%5.4%20.6737.3%4.0%
50Δ20.9738.6%4.7%20.9036.8%3.6%
55Δ20.7338.6%4.0%21.1236.3%3.1%
60Δ20.4838.5%3.2%21.3535.9%2.7%
65Δ20.2438.4%2.5%21.5835.4%2.2%
70Δ21.8134.9%1.7%
75Δ22.0334.4%1.3%
80Δ22.2634.0%0.8%

20Δ

Calls
Pseudo strike
22.44
IV
39.2%
B/E move
9.0%
Puts
Pseudo strike
18.73
IV
52.7%
B/E move
11.0%

25Δ

Calls
Pseudo strike
22.20
IV
39.1%
B/E move
8.3%
Puts
Pseudo strike
19.35
IV
45.9%
B/E move
8.3%

30Δ

Calls
Pseudo strike
21.95
IV
39.0%
B/E move
7.6%
Puts
Pseudo strike
19.96
IV
39.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
21.71
IV
38.9%
B/E move
6.8%
Puts
Pseudo strike
20.21
IV
38.2%
B/E move
5.0%

40Δ

Calls
Pseudo strike
21.46
IV
38.8%
B/E move
6.1%
Puts
Pseudo strike
20.44
IV
37.8%
B/E move
4.5%

45Δ

Calls
Pseudo strike
21.22
IV
38.7%
B/E move
5.4%
Puts
Pseudo strike
20.67
IV
37.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
20.97
IV
38.6%
B/E move
4.7%
Puts
Pseudo strike
20.90
IV
36.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
20.73
IV
38.6%
B/E move
4.0%
Puts
Pseudo strike
21.12
IV
36.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
20.48
IV
38.5%
B/E move
3.2%
Puts
Pseudo strike
21.35
IV
35.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
20.24
IV
38.4%
B/E move
2.5%
Puts
Pseudo strike
21.58
IV
35.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.81
IV
34.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.03
IV
34.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.26
IV
34.0%
B/E move
0.8%

Options history

IV · four-Friday blend44.18%
Daily EOD
MTUS39.0%41.8%44.6%2026-10-19: 39.42%2026-10-20: 40.52%2026-10-21: 40.21%2026-10-22: 41.47%2026-10-23: 41.29%2026-10-26: 42.11%2026-10-27: 41.81%2026-10-28: 41.98%2026-10-29: 44.20%2026-10-30: 44.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.42%
40.52%
40.21%
41.47%
41.29%
42.11%
41.81%
41.98%
44.20%
44.18%