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Manhattan Bridge Capital, Inc LOAN

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-11-13T02:09:31.810Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-12T21:00:00.675760598Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:09:30.112171+00:00

Share price$3.27
1D-3.5%
AH$3.17$3.23$3.29$3.35$3.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLOAN
Sold putSold callAH

Manhattan Bridge Capital, Inc options

Live interpolated LOAN call and put midpoint premiums by absolute delta.Manhattan Bridge Capital, Inc$0.41$0.86$1.30$1.75$2.20$2.09$2.77$3.45$4.12$4.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LOAN spot · $3.27LOAN PRICE$0.51$0.55$0.59$0.64$0.68$0.72$0.76$0.81$0.46$0.59$0.73$0.87$1.01$1.15$1.28$1.42$1.56$1.70$2.07
Puts——
Calls——
Skew——
Implied moveBearish±$1.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.6496.3%33.2%
30Δ2.8893.6%30.2%
35Δ3.1291.0%27.1%
40Δ3.3588.3%24.1%
45Δ4.79102.1%62.0%3.5985.7%21.0%
50Δ4.5295.2%55.1%3.8383.0%18.0%
55Δ4.2588.2%48.3%4.0780.4%14.9%
60Δ3.9981.3%41.5%4.3077.8%11.8%
65Δ3.7274.4%34.6%4.5475.1%8.8%
70Δ3.4667.4%27.8%4.7872.5%5.7%
75Δ3.1960.5%21.0%5.2573.9%2.8%
80Δ2.9253.5%14.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.64
IV
96.3%
B/E move
33.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.88
IV
93.6%
B/E move
30.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.12
IV
91.0%
B/E move
27.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.35
IV
88.3%
B/E move
24.1%

45Δ

Calls
Pseudo strike
4.79
IV
102.1%
B/E move
62.0%
Puts
Pseudo strike
3.59
IV
85.7%
B/E move
21.0%

50Δ

Calls
Pseudo strike
4.52
IV
95.2%
B/E move
55.1%
Puts
Pseudo strike
3.83
IV
83.0%
B/E move
18.0%

55Δ

Calls
Pseudo strike
4.25
IV
88.2%
B/E move
48.3%
Puts
Pseudo strike
4.07
IV
80.4%
B/E move
14.9%

60Δ

Calls
Pseudo strike
3.99
IV
81.3%
B/E move
41.5%
Puts
Pseudo strike
4.30
IV
77.8%
B/E move
11.8%

65Δ

Calls
Pseudo strike
3.72
IV
74.4%
B/E move
34.6%
Puts
Pseudo strike
4.54
IV
75.1%
B/E move
8.8%

70Δ

Calls
Pseudo strike
3.46
IV
67.4%
B/E move
27.8%
Puts
Pseudo strike
4.78
IV
72.5%
B/E move
5.7%

75Δ

Calls
Pseudo strike
3.19
IV
60.5%
B/E move
21.0%
Puts
Pseudo strike
5.25
IV
73.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
2.92
IV
53.5%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations