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MetroCity Bankshares, Inc. Common Stock MCBS

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Market datapartial · fetched 2026-10-22T20:47:44.175Z

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 · 2026-10-22T20:11:08.193539405Z

FundamentalsAlpha Vantage · unavailable

Share price$35.44
1D+2.5%
AH$34.50$34.80$35.09$35.39$35.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCBS
Sold putSold callAH

MetroCity Bankshares, Inc. Common Stock options

Live interpolated MCBS call and put midpoint premiums by absolute delta.MetroCity Bankshares, Inc. Common Stock$0.75$2.86$4.97$7.09$9.20$28.69$32.10$35.52$38.93$42.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCBS spot · $35.44MCBS PRICE$0.97$0.97$1.06$1.24$1.43$1.61$1.80$1.99$2.37$2.92$3.47$4.02$4.57$0.98$1.05$1.11$1.18$1.25$1.59$2.17$2.75$3.32$3.90$4.47$5.05$8.59
PutsExpensive2.21×
CallsExpensive1.98×
SkewBullish-1.65 pp
Implied moveBearish±$3.97
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.14100.3%35.8%30.1179.9%17.8%
25Δ42.1974.4%21.8%31.2170.6%14.9%
30Δ39.6460.6%14.8%32.3161.4%12.0%
35Δ38.7957.8%13.0%33.4152.1%9.0%
40Δ37.9455.0%11.1%34.5142.9%6.1%
45Δ37.0952.2%9.2%35.4140.0%4.6%
50Δ36.2449.4%7.4%36.1542.2%4.1%
55Δ35.4046.6%5.5%36.9044.5%3.6%
60Δ34.6045.5%4.3%37.6446.7%3.2%
65Δ33.8545.9%3.8%38.3848.9%2.7%
70Δ33.1046.3%3.2%39.1251.1%2.2%
75Δ32.3546.7%2.6%39.8753.4%1.7%
80Δ31.6047.2%2.1%43.4472.9%1.7%

20Δ

Calls
Pseudo strike
47.14
IV
100.3%
B/E move
35.8%
Puts
Pseudo strike
30.11
IV
79.9%
B/E move
17.8%

25Δ

Calls
Pseudo strike
42.19
IV
74.4%
B/E move
21.8%
Puts
Pseudo strike
31.21
IV
70.6%
B/E move
14.9%

30Δ

Calls
Pseudo strike
39.64
IV
60.6%
B/E move
14.8%
Puts
Pseudo strike
32.31
IV
61.4%
B/E move
12.0%

35Δ

Calls
Pseudo strike
38.79
IV
57.8%
B/E move
13.0%
Puts
Pseudo strike
33.41
IV
52.1%
B/E move
9.0%

40Δ

Calls
Pseudo strike
37.94
IV
55.0%
B/E move
11.1%
Puts
Pseudo strike
34.51
IV
42.9%
B/E move
6.1%

45Δ

Calls
Pseudo strike
37.09
IV
52.2%
B/E move
9.2%
Puts
Pseudo strike
35.41
IV
40.0%
B/E move
4.6%

50Δ

Calls
Pseudo strike
36.24
IV
49.4%
B/E move
7.4%
Puts
Pseudo strike
36.15
IV
42.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
35.40
IV
46.6%
B/E move
5.5%
Puts
Pseudo strike
36.90
IV
44.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
34.60
IV
45.5%
B/E move
4.3%
Puts
Pseudo strike
37.64
IV
46.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
33.85
IV
45.9%
B/E move
3.8%
Puts
Pseudo strike
38.38
IV
48.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
33.10
IV
46.3%
B/E move
3.2%
Puts
Pseudo strike
39.12
IV
51.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
32.35
IV
46.7%
B/E move
2.6%
Puts
Pseudo strike
39.87
IV
53.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
31.60
IV
47.2%
B/E move
2.1%
Puts
Pseudo strike
43.44
IV
72.9%
B/E move
1.7%

Options history

No recorded observations