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Metropolitan Bank Holding MCB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-24T21:25:45.814Z

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 · 2026-10-23T23:00:00.0034066Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-24T21:15:49.803874+00:00

Share price$96.88
1D+1.4%
AH$95.25$95.99$96.73$97.47$98.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCB
Sold putSold callAH

Metropolitan Bank Holding options

Live interpolated MCB call and put midpoint premiums by absolute delta.Metropolitan Bank Holding$0.54$2.46$4.39$6.31$8.23$81.99$89.50$97.02$104.53$112.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCB spot · $96.88MCB PRICE$0.75$0.97$1.20$1.46$1.88$2.30$2.73$3.15$3.57$4.16$5.33$6.51$7.68$0.95$1.27$1.60$1.92$2.33$2.80$3.27$3.74$4.21$4.79$5.69$6.58$7.48
PutsCheap0.70×
CallsCheap0.56×
SkewBearish+2.12 pp
Implied moveBearish±$5.99
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.6825.8%7.8%90.8330.0%7.2%
25Δ102.3725.1%6.7%92.0429.8%6.3%
30Δ101.0624.4%5.5%93.2429.5%5.4%
35Δ99.8423.9%4.6%94.4429.3%4.5%
40Δ99.0024.2%4.1%95.5129.0%3.8%
45Δ98.1624.6%3.7%96.4628.6%3.3%
50Δ97.3324.9%3.3%97.4128.3%2.8%
55Δ96.4925.2%2.8%98.3628.0%2.3%
60Δ95.6525.6%2.4%99.3127.6%1.8%
65Δ94.6826.3%2.0%100.3227.3%1.4%
70Δ93.2728.3%1.8%101.4927.2%1.1%
75Δ91.8630.3%1.5%102.6727.0%0.8%
80Δ90.4532.3%1.3%103.8526.9%0.5%

20Δ

Calls
Pseudo strike
103.68
IV
25.8%
B/E move
7.8%
Puts
Pseudo strike
90.83
IV
30.0%
B/E move
7.2%

25Δ

Calls
Pseudo strike
102.37
IV
25.1%
B/E move
6.7%
Puts
Pseudo strike
92.04
IV
29.8%
B/E move
6.3%

30Δ

Calls
Pseudo strike
101.06
IV
24.4%
B/E move
5.5%
Puts
Pseudo strike
93.24
IV
29.5%
B/E move
5.4%

35Δ

Calls
Pseudo strike
99.84
IV
23.9%
B/E move
4.6%
Puts
Pseudo strike
94.44
IV
29.3%
B/E move
4.5%

40Δ

Calls
Pseudo strike
99.00
IV
24.2%
B/E move
4.1%
Puts
Pseudo strike
95.51
IV
29.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
98.16
IV
24.6%
B/E move
3.7%
Puts
Pseudo strike
96.46
IV
28.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
97.33
IV
24.9%
B/E move
3.3%
Puts
Pseudo strike
97.41
IV
28.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
96.49
IV
25.2%
B/E move
2.8%
Puts
Pseudo strike
98.36
IV
28.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
95.65
IV
25.6%
B/E move
2.4%
Puts
Pseudo strike
99.31
IV
27.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
94.68
IV
26.3%
B/E move
2.0%
Puts
Pseudo strike
100.32
IV
27.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
93.27
IV
28.3%
B/E move
1.8%
Puts
Pseudo strike
101.49
IV
27.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
91.86
IV
30.3%
B/E move
1.5%
Puts
Pseudo strike
102.67
IV
27.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
90.45
IV
32.3%
B/E move
1.3%
Puts
Pseudo strike
103.85
IV
26.9%
B/E move
0.5%

Options history

No recorded observations