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MBIA Inc. MBI

i

Market dataready · fetched 2026-11-12T16:38:25.560Z

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 · 2026-11-12T16:36:44.022743851Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:38:24.493862+00:00

Share price$4.80
1D+0.6%
$4.67$4.70$4.73$4.77$4.805:30 AM6:30 AM9:00 AM1:00 PMMBI
Sold putSold call

MBIA Inc. options

Live interpolated MBI call and put midpoint premiums by absolute delta.MBIA Inc.$0.33$0.49$0.65$0.80$0.96$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ 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 PRICEMBI PRICE$0.35$0.35$0.35$0.36$0.37$0.35$0.36$0.36$0.36$0.36$0.37$0.37$0.37$0.39$0.52$0.65$0.78$0.91
PutsExpensive3.11×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.23406.7%40.1%
25Δ9.29438.4%101.0%3.45366.4%35.4%
30Δ6.97323.6%52.6%3.68326.2%30.8%
35Δ5.98252.4%31.9%3.90285.9%26.1%
40Δ5.60217.1%24.3%4.13245.6%21.5%
45Δ5.23181.8%16.7%4.35205.4%16.8%
50Δ4.58165.1%12.2%
55Δ4.81124.8%7.6%
60Δ5.0290.3%3.5%
65Δ5.1792.2%3.0%
70Δ5.3394.1%2.5%
75Δ5.4896.0%2.0%
80Δ5.6397.8%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.23
IV
406.7%
B/E move
40.1%

25Δ

Calls
Pseudo strike
9.29
IV
438.4%
B/E move
101.0%
Puts
Pseudo strike
3.45
IV
366.4%
B/E move
35.4%

30Δ

Calls
Pseudo strike
6.97
IV
323.6%
B/E move
52.6%
Puts
Pseudo strike
3.68
IV
326.2%
B/E move
30.8%

35Δ

Calls
Pseudo strike
5.98
IV
252.4%
B/E move
31.9%
Puts
Pseudo strike
3.90
IV
285.9%
B/E move
26.1%

40Δ

Calls
Pseudo strike
5.60
IV
217.1%
B/E move
24.3%
Puts
Pseudo strike
4.13
IV
245.6%
B/E move
21.5%

45Δ

Calls
Pseudo strike
5.23
IV
181.8%
B/E move
16.7%
Puts
Pseudo strike
4.35
IV
205.4%
B/E move
16.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.58
IV
165.1%
B/E move
12.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.81
IV
124.8%
B/E move
7.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.02
IV
90.3%
B/E move
3.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.17
IV
92.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.33
IV
94.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.48
IV
96.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.63
IV
97.8%
B/E move
1.6%

Options history

IV · four-Friday blend93.26%
Daily EOD
MBI79.3%86.8%94.3%2026-10-21: 80.29%2026-10-30: 93.26%Oct 21Oct 30
2 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
80.29%
93.26%