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MBIA Inc. MBI

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Market datapartial · fetched 2026-10-23T03:03:11.704Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002693634Z

FundamentalsAlpha Vantage · unavailable

Share price$4.42
1D-0.5%
AH$4.40$4.43$4.45$4.47$4.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMBI
Sold putSold callAH

MBIA Inc. options

Live interpolated MBI call and put midpoint premiums by absolute delta.MBIA Inc.$0.00$1.24$2.48$3.72$4.96$2.34$3.33$4.33$5.33$6.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MBI spot · $4.42MBI PRICE$0.38$0.38$0.38$0.38$0.39$0.42$0.44$0.47$0.49$0.52$0.55$0.78$0.29$0.14$0.54$0.95$1.36$1.76$2.17$2.58$2.98$3.39$3.79$4.20$4.61
PutsExpensive3.69×
CallsExpensive3.58×
SkewBearish+14.39 pp
Implied moveBearish±$2.59
TiltBearish67.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.33173.0%31.2%
25Δ10.64288.2%149.1%4.0162.6%12.3%
30Δ7.21210.1%71.6%4.4575.6%11.6%
35Δ5.90162.7%42.0%4.8988.6%10.8%
40Δ5.27131.3%27.8%5.33101.6%10.1%
45Δ4.92112.8%20.0%5.77114.5%9.3%
50Δ4.77104.1%17.2%6.21127.5%8.6%
55Δ4.6295.5%14.4%6.65140.5%7.8%
60Δ4.4786.9%11.7%7.09153.5%7.1%
65Δ4.3278.2%8.9%7.53166.5%6.3%
70Δ4.1769.6%6.1%7.97179.4%5.6%
75Δ4.0261.0%3.3%8.41192.4%4.9%
80Δ3.7571.2%2.5%8.85205.4%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.33
IV
173.0%
B/E move
31.2%

25Δ

Calls
Pseudo strike
10.64
IV
288.2%
B/E move
149.1%
Puts
Pseudo strike
4.01
IV
62.6%
B/E move
12.3%

30Δ

Calls
Pseudo strike
7.21
IV
210.1%
B/E move
71.6%
Puts
Pseudo strike
4.45
IV
75.6%
B/E move
11.6%

35Δ

Calls
Pseudo strike
5.90
IV
162.7%
B/E move
42.0%
Puts
Pseudo strike
4.89
IV
88.6%
B/E move
10.8%

40Δ

Calls
Pseudo strike
5.27
IV
131.3%
B/E move
27.8%
Puts
Pseudo strike
5.33
IV
101.6%
B/E move
10.1%

45Δ

Calls
Pseudo strike
4.92
IV
112.8%
B/E move
20.0%
Puts
Pseudo strike
5.77
IV
114.5%
B/E move
9.3%

50Δ

Calls
Pseudo strike
4.77
IV
104.1%
B/E move
17.2%
Puts
Pseudo strike
6.21
IV
127.5%
B/E move
8.6%

55Δ

Calls
Pseudo strike
4.62
IV
95.5%
B/E move
14.4%
Puts
Pseudo strike
6.65
IV
140.5%
B/E move
7.8%

60Δ

Calls
Pseudo strike
4.47
IV
86.9%
B/E move
11.7%
Puts
Pseudo strike
7.09
IV
153.5%
B/E move
7.1%

65Δ

Calls
Pseudo strike
4.32
IV
78.2%
B/E move
8.9%
Puts
Pseudo strike
7.53
IV
166.5%
B/E move
6.3%

70Δ

Calls
Pseudo strike
4.17
IV
69.6%
B/E move
6.1%
Puts
Pseudo strike
7.97
IV
179.4%
B/E move
5.6%

75Δ

Calls
Pseudo strike
4.02
IV
61.0%
B/E move
3.3%
Puts
Pseudo strike
8.41
IV
192.4%
B/E move
4.9%

80Δ

Calls
Pseudo strike
3.75
IV
71.2%
B/E move
2.5%
Puts
Pseudo strike
8.85
IV
205.4%
B/E move
4.1%

Options history

No recorded observations