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Merchants Bancorp MBIN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T18:31:53.576Z

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 · 2026-10-22T18:30:14.072781694Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:31:52.020863+00:00

Share price$49.07
1D+3.4%
$47.33$47.85$48.37$48.89$49.415:30 AM6:30 AM9:00 AM1:00 PMMBIN
Sold putSold call

Merchants Bancorp options

Live interpolated MBIN call and put midpoint premiums by absolute delta.Merchants Bancorp$0.77$3.18$5.58$7.99$10.39$38.46$43.40$48.34$53.28$58.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MBIN spot · $49.06MBIN PRICE$1.24$1.03$1.34$1.68$2.01$2.34$2.67$2.97$3.26$3.56$3.86$4.16$4.45$1.42$1.44$1.82$2.37$2.93$3.49$4.05$4.60$5.16$5.72$6.28$6.96$9.70
PutsExpensive2.10×
CallsExpensive1.60×
SkewBearish+10.47 pp
Implied moveBearish±$6.72
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.36100.5%39.8%37.40121.0%26.7%
25Δ55.5054.7%15.2%43.0774.7%15.2%
30Δ53.9952.9%12.8%45.6958.6%10.6%
35Δ52.9353.1%11.3%46.7358.0%9.6%
40Δ51.8753.2%9.8%47.7757.4%8.6%
45Δ50.8153.4%8.3%48.8156.8%7.6%
50Δ49.8352.9%7.0%49.8556.2%6.6%
55Δ49.1150.1%6.1%50.8955.6%5.7%
60Δ48.3847.4%5.3%51.9455.0%4.7%
65Δ47.6644.7%4.4%52.9854.4%3.7%
70Δ46.9341.9%3.5%54.0253.8%2.7%
75Δ46.2139.2%2.6%55.1753.7%1.7%
80Δ45.4836.5%1.8%58.0961.3%1.4%

20Δ

Calls
Pseudo strike
67.36
IV
100.5%
B/E move
39.8%
Puts
Pseudo strike
37.40
IV
121.0%
B/E move
26.7%

25Δ

Calls
Pseudo strike
55.50
IV
54.7%
B/E move
15.2%
Puts
Pseudo strike
43.07
IV
74.7%
B/E move
15.2%

30Δ

Calls
Pseudo strike
53.99
IV
52.9%
B/E move
12.8%
Puts
Pseudo strike
45.69
IV
58.6%
B/E move
10.6%

35Δ

Calls
Pseudo strike
52.93
IV
53.1%
B/E move
11.3%
Puts
Pseudo strike
46.73
IV
58.0%
B/E move
9.6%

40Δ

Calls
Pseudo strike
51.87
IV
53.2%
B/E move
9.8%
Puts
Pseudo strike
47.77
IV
57.4%
B/E move
8.6%

45Δ

Calls
Pseudo strike
50.81
IV
53.4%
B/E move
8.3%
Puts
Pseudo strike
48.81
IV
56.8%
B/E move
7.6%

50Δ

Calls
Pseudo strike
49.83
IV
52.9%
B/E move
7.0%
Puts
Pseudo strike
49.85
IV
56.2%
B/E move
6.6%

55Δ

Calls
Pseudo strike
49.11
IV
50.1%
B/E move
6.1%
Puts
Pseudo strike
50.89
IV
55.6%
B/E move
5.7%

60Δ

Calls
Pseudo strike
48.38
IV
47.4%
B/E move
5.3%
Puts
Pseudo strike
51.94
IV
55.0%
B/E move
4.7%

65Δ

Calls
Pseudo strike
47.66
IV
44.7%
B/E move
4.4%
Puts
Pseudo strike
52.98
IV
54.4%
B/E move
3.7%

70Δ

Calls
Pseudo strike
46.93
IV
41.9%
B/E move
3.5%
Puts
Pseudo strike
54.02
IV
53.8%
B/E move
2.7%

75Δ

Calls
Pseudo strike
46.21
IV
39.2%
B/E move
2.6%
Puts
Pseudo strike
55.17
IV
53.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
45.48
IV
36.5%
B/E move
1.8%
Puts
Pseudo strike
58.09
IV
61.3%
B/E move
1.4%

Options history

No recorded observations