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Merchants Bancorp Common Stock MBIN

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Market datapartial · fetched 2026-10-22T20:47:36.660Z

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 · 2026-10-22T20:00:05.604580621Z

FundamentalsAlpha Vantage · unavailable

Share price$49.06
1D+3.3%
AH$47.33$47.85$48.37$48.89$49.415:30 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$0.87$2.36$3.84$5.32$6.80$40.48$45.27$50.06$54.85$59.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MBIN spot · $49.05MBIN PRICE$1.28$1.03$2.10$2.23$2.37$2.50$2.71$3.19$3.66$4.13$4.60$5.07$6.10$1.20$1.37$1.58$1.81$2.04$2.27$2.50$2.88$3.58$4.28$4.98$5.68$6.37
PutsExpensive1.63×
CallsExpensive1.93×
SkewBullish-14.53 pp
Implied moveBullish±$5.21
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.0799.7%37.3%41.9773.1%16.9%
25Δ55.4154.6%15.1%44.2761.9%12.6%
30Δ59.0693.5%24.7%45.6456.1%10.2%
35Δ56.6582.9%20.0%46.5752.7%8.8%
40Δ54.2472.3%15.4%47.5049.3%7.3%
45Δ51.8361.7%10.8%48.4445.9%5.9%
50Δ49.7853.4%7.0%49.3742.5%4.4%
55Δ48.8752.5%6.1%50.3140.4%3.3%
60Δ47.9751.7%5.2%51.2441.0%2.8%
65Δ47.0650.8%4.3%52.1741.6%2.4%
70Δ46.1550.0%3.5%53.1042.2%1.9%
75Δ45.2549.1%2.6%54.0342.8%1.4%
80Δ43.9349.4%2.0%54.9743.4%0.9%

20Δ

Calls
Pseudo strike
66.07
IV
99.7%
B/E move
37.3%
Puts
Pseudo strike
41.97
IV
73.1%
B/E move
16.9%

25Δ

Calls
Pseudo strike
55.41
IV
54.6%
B/E move
15.1%
Puts
Pseudo strike
44.27
IV
61.9%
B/E move
12.6%

30Δ

Calls
Pseudo strike
59.06
IV
93.5%
B/E move
24.7%
Puts
Pseudo strike
45.64
IV
56.1%
B/E move
10.2%

35Δ

Calls
Pseudo strike
56.65
IV
82.9%
B/E move
20.0%
Puts
Pseudo strike
46.57
IV
52.7%
B/E move
8.8%

40Δ

Calls
Pseudo strike
54.24
IV
72.3%
B/E move
15.4%
Puts
Pseudo strike
47.50
IV
49.3%
B/E move
7.3%

45Δ

Calls
Pseudo strike
51.83
IV
61.7%
B/E move
10.8%
Puts
Pseudo strike
48.44
IV
45.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
49.78
IV
53.4%
B/E move
7.0%
Puts
Pseudo strike
49.37
IV
42.5%
B/E move
4.4%

55Δ

Calls
Pseudo strike
48.87
IV
52.5%
B/E move
6.1%
Puts
Pseudo strike
50.31
IV
40.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
47.97
IV
51.7%
B/E move
5.2%
Puts
Pseudo strike
51.24
IV
41.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
47.06
IV
50.8%
B/E move
4.3%
Puts
Pseudo strike
52.17
IV
41.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
46.15
IV
50.0%
B/E move
3.5%
Puts
Pseudo strike
53.10
IV
42.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
45.25
IV
49.1%
B/E move
2.6%
Puts
Pseudo strike
54.03
IV
42.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
43.93
IV
49.4%
B/E move
2.0%
Puts
Pseudo strike
54.97
IV
43.4%
B/E move
0.9%

Options history

No recorded observations