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Merchants Bancorp Common Stock MBIN

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Market datapartial · fetched 2026-11-12T01:14:12.457Z

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 · 2026-11-11T21:00:02.42104284Z

FundamentalsAlpha Vantage · unavailable

Share price$53.56
1D+0.1%
AH$53.32$53.47$53.61$53.75$53.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMBIN
Sold putSold callAH

Merchants Bancorp Common Stock options

Live interpolated MBIN call and put midpoint premiums by absolute delta.Merchants Bancorp Common Stock$0.58$1.73$2.88$4.02$5.17$45.18$49.25$53.31$57.38$61.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MBIN spot · $53.56MBIN PRICE$0.71$1.05$1.38$1.72$2.06$2.40$2.62$2.82$3.03$3.23$3.43$3.64$3.84$1.29$1.76$2.23$2.45$2.46$2.46$2.47$2.47$2.47$2.94$3.57$4.21$4.84
PutsExpensive2.69×
CallsExpensive1.69×
SkewBearish+5.89 pp
Implied moveBullish±$5.09
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.6475.6%12.7%46.86113.2%14.9%
25Δ58.7478.8%11.6%48.13117.9%13.4%
30Δ57.8482.0%10.6%49.40122.6%11.9%
35Δ56.9485.1%9.5%50.45118.1%10.4%
40Δ56.0488.3%8.5%51.32105.1%8.8%
45Δ55.1491.5%7.4%52.1892.1%7.2%
50Δ54.4487.0%6.5%53.0479.2%5.6%
55Δ53.7781.1%5.7%53.9166.2%4.0%
60Δ53.1175.2%4.8%54.7753.2%2.4%
65Δ52.4469.3%3.9%55.5849.5%1.7%
70Δ51.7863.4%3.1%56.3649.1%1.4%
75Δ51.1157.5%2.2%57.1548.7%1.1%
80Δ50.4551.7%1.4%57.9448.2%0.9%

20Δ

Calls
Pseudo strike
59.64
IV
75.6%
B/E move
12.7%
Puts
Pseudo strike
46.86
IV
113.2%
B/E move
14.9%

25Δ

Calls
Pseudo strike
58.74
IV
78.8%
B/E move
11.6%
Puts
Pseudo strike
48.13
IV
117.9%
B/E move
13.4%

30Δ

Calls
Pseudo strike
57.84
IV
82.0%
B/E move
10.6%
Puts
Pseudo strike
49.40
IV
122.6%
B/E move
11.9%

35Δ

Calls
Pseudo strike
56.94
IV
85.1%
B/E move
9.5%
Puts
Pseudo strike
50.45
IV
118.1%
B/E move
10.4%

40Δ

Calls
Pseudo strike
56.04
IV
88.3%
B/E move
8.5%
Puts
Pseudo strike
51.32
IV
105.1%
B/E move
8.8%

45Δ

Calls
Pseudo strike
55.14
IV
91.5%
B/E move
7.4%
Puts
Pseudo strike
52.18
IV
92.1%
B/E move
7.2%

50Δ

Calls
Pseudo strike
54.44
IV
87.0%
B/E move
6.5%
Puts
Pseudo strike
53.04
IV
79.2%
B/E move
5.6%

55Δ

Calls
Pseudo strike
53.77
IV
81.1%
B/E move
5.7%
Puts
Pseudo strike
53.91
IV
66.2%
B/E move
4.0%

60Δ

Calls
Pseudo strike
53.11
IV
75.2%
B/E move
4.8%
Puts
Pseudo strike
54.77
IV
53.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
52.44
IV
69.3%
B/E move
3.9%
Puts
Pseudo strike
55.58
IV
49.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
51.78
IV
63.4%
B/E move
3.1%
Puts
Pseudo strike
56.36
IV
49.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
51.11
IV
57.5%
B/E move
2.2%
Puts
Pseudo strike
57.15
IV
48.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
50.45
IV
51.7%
B/E move
1.4%
Puts
Pseudo strike
57.94
IV
48.2%
B/E move
0.9%

Options history

IV · four-Friday blend38.06%
Daily EOD
MBIN37.7%40.1%42.5%2026-10-19: 41.07%2026-10-20: 40.32%2026-10-21: 40.44%2026-10-22: 40.08%2026-10-23: 41.68%2026-10-26: 41.01%2026-10-27: 41.45%2026-10-28: 42.21%2026-10-30: 38.06%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.07%
40.32%
40.44%
40.08%
41.68%
41.01%
41.45%
42.21%
38.06%