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Steven Madden, Ltd. Common Stock SHOO

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Market dataready · fetched 2026-11-06T21:07:03.273Z

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 · 2026-11-06T21:00:01.874286411Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:07:02.699458+00:00

Share price$39.50
1D+1.5%
AH$38.71$39.10$39.49$39.88$40.275:30 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$0.26$1.71$3.16$4.61$6.06$30.44$35.02$39.60$44.17$48.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SHOO spot · $39.50SHOO PRICE$0.42$0.55$0.69$0.83$0.96$1.09$1.28$1.51$1.71$1.90$2.08$3.43$3.69$0.60$0.78$0.97$1.15$1.31$1.47$1.66$1.93$2.24$3.00$3.97$5.64
Puts——
CallsCheap0.87×
Skew——
Implied moveBearish±$2.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.2250.4%10.5%
25Δ42.4950.0%9.0%37.2648.6%7.2%
30Δ41.8249.2%7.6%37.7649.9%6.4%
35Δ41.2147.8%6.4%38.2650.0%5.6%
40Δ40.6645.8%5.4%38.7849.0%4.7%
45Δ40.1543.6%4.4%39.2547.3%4.0%
50Δ39.7043.3%3.8%39.6944.9%3.2%
55Δ39.2743.8%3.2%40.1343.3%2.6%
60Δ38.8643.5%2.7%40.5843.3%2.2%
65Δ38.4841.6%2.2%41.0443.6%1.8%
70Δ38.1039.8%1.7%41.8650.0%1.6%
75Δ36.8658.7%2.0%42.9256.8%1.4%
80Δ36.3854.4%1.4%44.6667.9%1.2%

20Δ

Calls
Pseudo strike
43.22
IV
50.4%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
42.49
IV
50.0%
B/E move
9.0%
Puts
Pseudo strike
37.26
IV
48.6%
B/E move
7.2%

30Δ

Calls
Pseudo strike
41.82
IV
49.2%
B/E move
7.6%
Puts
Pseudo strike
37.76
IV
49.9%
B/E move
6.4%

35Δ

Calls
Pseudo strike
41.21
IV
47.8%
B/E move
6.4%
Puts
Pseudo strike
38.26
IV
50.0%
B/E move
5.6%

40Δ

Calls
Pseudo strike
40.66
IV
45.8%
B/E move
5.4%
Puts
Pseudo strike
38.78
IV
49.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
40.15
IV
43.6%
B/E move
4.4%
Puts
Pseudo strike
39.25
IV
47.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
39.70
IV
43.3%
B/E move
3.8%
Puts
Pseudo strike
39.69
IV
44.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
39.27
IV
43.8%
B/E move
3.2%
Puts
Pseudo strike
40.13
IV
43.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
38.86
IV
43.5%
B/E move
2.7%
Puts
Pseudo strike
40.58
IV
43.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
38.48
IV
41.6%
B/E move
2.2%
Puts
Pseudo strike
41.04
IV
43.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
38.10
IV
39.8%
B/E move
1.7%
Puts
Pseudo strike
41.86
IV
50.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
36.86
IV
58.7%
B/E move
2.0%
Puts
Pseudo strike
42.92
IV
56.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
36.38
IV
54.4%
B/E move
1.4%
Puts
Pseudo strike
44.66
IV
67.9%
B/E move
1.2%

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%