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Steven Madden, Ltd. Common Stock SHOO

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
i

Market dataready · fetched 2026-11-04T07:31:39.409Z

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 · 2026-11-04T00:35:05.87259486Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T07:31:38.834159+00:00

Share price$43.97
1D+0.6%
AH$43.73$43.93$44.13$44.33$44.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHOO
Sold putSold callAH

Steven Madden, Ltd. Common Stock options

Live interpolated SHOO call and put midpoint premiums by absolute delta.Steven Madden, Ltd. Common Stock$0.46$1.93$3.41$4.88$6.36$36.87$40.56$44.26$47.95$51.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHOO spot · $43.97SHOO PRICE$0.62$0.84$1.06$1.34$1.51$1.81$2.11$2.51$3.05$3.53$4.22$4.99$5.93$0.76$0.99$1.24$1.50$1.77$2.00$2.51$3.02$3.09$3.33$3.88$4.60$5.18
PutsExpensive1.62×
CallsExpensive1.86×
SkewBullish-6.11 pp
Implied moveBearish±$4.62
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.6462.9%14.3%39.4168.7%12.1%
25Δ48.8165.8%12.9%40.4566.9%10.2%
30Δ47.6764.0%10.8%41.3765.4%8.7%
35Δ46.9366.4%9.8%42.2063.9%7.4%
40Δ45.9062.0%7.8%42.9862.3%6.3%
45Δ45.1662.4%6.8%43.6859.3%5.2%
50Δ44.4261.9%5.8%44.4662.1%4.6%
55Δ43.6863.3%5.0%45.1864.8%4.1%
60Δ42.9267.4%4.5%45.6957.7%3.1%
65Δ42.1168.1%3.8%46.2953.5%2.3%
70Δ41.1871.3%3.2%47.0454.0%1.8%
75Δ40.1573.9%2.7%47.9355.1%1.4%
80Δ38.9676.9%2.1%48.7153.4%1.0%

20Δ

Calls
Pseudo strike
49.64
IV
62.9%
B/E move
14.3%
Puts
Pseudo strike
39.41
IV
68.7%
B/E move
12.1%

25Δ

Calls
Pseudo strike
48.81
IV
65.8%
B/E move
12.9%
Puts
Pseudo strike
40.45
IV
66.9%
B/E move
10.2%

30Δ

Calls
Pseudo strike
47.67
IV
64.0%
B/E move
10.8%
Puts
Pseudo strike
41.37
IV
65.4%
B/E move
8.7%

35Δ

Calls
Pseudo strike
46.93
IV
66.4%
B/E move
9.8%
Puts
Pseudo strike
42.20
IV
63.9%
B/E move
7.4%

40Δ

Calls
Pseudo strike
45.90
IV
62.0%
B/E move
7.8%
Puts
Pseudo strike
42.98
IV
62.3%
B/E move
6.3%

45Δ

Calls
Pseudo strike
45.16
IV
62.4%
B/E move
6.8%
Puts
Pseudo strike
43.68
IV
59.3%
B/E move
5.2%

50Δ

Calls
Pseudo strike
44.42
IV
61.9%
B/E move
5.8%
Puts
Pseudo strike
44.46
IV
62.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
43.68
IV
63.3%
B/E move
5.0%
Puts
Pseudo strike
45.18
IV
64.8%
B/E move
4.1%

60Δ

Calls
Pseudo strike
42.92
IV
67.4%
B/E move
4.5%
Puts
Pseudo strike
45.69
IV
57.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
42.11
IV
68.1%
B/E move
3.8%
Puts
Pseudo strike
46.29
IV
53.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
41.18
IV
71.3%
B/E move
3.2%
Puts
Pseudo strike
47.04
IV
54.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
40.15
IV
73.9%
B/E move
2.7%
Puts
Pseudo strike
47.93
IV
55.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
38.96
IV
76.9%
B/E move
2.1%
Puts
Pseudo strike
48.71
IV
53.4%
B/E move
1.0%

Options history

IV · four-Friday blend49.15%
Daily EOD
SHOO42.3%46.0%49.7%2026-10-19: 42.83%2026-10-20: 44.26%2026-10-21: 44.23%2026-10-22: 47.17%2026-10-23: 46.93%2026-10-26: 45.05%2026-10-27: 46.10%2026-10-28: 46.32%2026-10-29: 46.91%2026-10-30: 49.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.83%
44.26%
44.23%
47.17%
46.93%
45.05%
46.10%
46.32%
46.91%
49.15%