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Metallus Inc. MTUS

i

Market dataready · fetched 2026-11-06T21:10:18.340Z

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 · 2026-11-06T21:10:00.004278159Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:10:17.434459+00:00

Share price$16.65
1D+3.5%
AH$16.01$16.29$16.56$16.83$17.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTUS
Sold putSold callAH

Metallus Inc. options

Live interpolated MTUS call and put midpoint premiums by absolute delta.Metallus Inc.$0.31$1.20$2.09$2.98$3.87$12.43$15.06$17.70$20.33$22.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MTUS spot · $16.65MTUS PRICE$0.70$0.40$0.57$0.74$0.90$1.07$1.24$1.40$1.57$1.74$1.90$0.88$0.88$0.88$0.91$0.94$0.98$1.01$1.04$1.07$1.10$1.49$2.55$3.62
PutsExpensive1.06×
Calls——
Skew——
Implied moveBearish±$1.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.15212.6%61.3%12.85202.4%28.1%
25Δ14.03161.6%21.0%
30Δ15.05126.1%14.9%
35Δ17.4151.9%7.0%15.37115.8%13.1%
40Δ17.1553.7%6.4%15.69105.5%11.4%
45Δ16.8855.4%5.8%16.0195.2%9.7%
50Δ16.6257.1%5.3%16.3384.9%8.0%
55Δ16.3658.9%4.7%16.6574.6%6.2%
60Δ16.0960.6%4.1%16.9764.3%4.5%
65Δ15.8362.3%3.5%17.2954.0%2.8%
70Δ15.5664.1%2.9%17.8751.6%1.6%
75Δ15.3065.8%2.3%18.9864.6%1.3%
80Δ15.0367.5%1.7%20.0877.6%1.1%

20Δ

Calls
Pseudo strike
26.15
IV
212.6%
B/E move
61.3%
Puts
Pseudo strike
12.85
IV
202.4%
B/E move
28.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.03
IV
161.6%
B/E move
21.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.05
IV
126.1%
B/E move
14.9%

35Δ

Calls
Pseudo strike
17.41
IV
51.9%
B/E move
7.0%
Puts
Pseudo strike
15.37
IV
115.8%
B/E move
13.1%

40Δ

Calls
Pseudo strike
17.15
IV
53.7%
B/E move
6.4%
Puts
Pseudo strike
15.69
IV
105.5%
B/E move
11.4%

45Δ

Calls
Pseudo strike
16.88
IV
55.4%
B/E move
5.8%
Puts
Pseudo strike
16.01
IV
95.2%
B/E move
9.7%

50Δ

Calls
Pseudo strike
16.62
IV
57.1%
B/E move
5.3%
Puts
Pseudo strike
16.33
IV
84.9%
B/E move
8.0%

55Δ

Calls
Pseudo strike
16.36
IV
58.9%
B/E move
4.7%
Puts
Pseudo strike
16.65
IV
74.6%
B/E move
6.2%

60Δ

Calls
Pseudo strike
16.09
IV
60.6%
B/E move
4.1%
Puts
Pseudo strike
16.97
IV
64.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
15.83
IV
62.3%
B/E move
3.5%
Puts
Pseudo strike
17.29
IV
54.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
15.56
IV
64.1%
B/E move
2.9%
Puts
Pseudo strike
17.87
IV
51.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
15.30
IV
65.8%
B/E move
2.3%
Puts
Pseudo strike
18.98
IV
64.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
15.03
IV
67.5%
B/E move
1.7%
Puts
Pseudo strike
20.08
IV
77.6%
B/E move
1.1%

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%