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MetroCity Bankshares, Inc. Common Stock MCBS

i

Market datapartial · fetched 2026-11-13T18:53:47.462Z

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 · 2026-11-13T18:45:43.615366215Z

FundamentalsAlpha Vantage · unavailable

Share price$36.38
1D-2.0%
$36.13$36.39$36.66$36.93$37.195:30 AM6:30 AM9:00 AM1:00 PMMCBS
Sold putSold call

MetroCity Bankshares, Inc. Common Stock options

Live interpolated MCBS call and put midpoint premiums by absolute delta.MetroCity Bankshares, Inc. Common Stock$0.38$1.64$2.90$4.16$5.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMCBS PRICE$0.70$0.93$1.16$1.38$1.61$1.84$2.06$2.29$2.52$2.85$3.58$4.32$5.05$0.52$0.55
Puts——
CallsExpensive3.29×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7755.5%8.5%32.10101.7%13.2%
25Δ38.3460.3%8.0%33.5879.2%9.2%
30Δ37.9165.0%7.4%
35Δ37.4969.8%6.9%
40Δ37.0674.6%6.3%
45Δ36.6379.3%5.7%
50Δ36.2084.1%5.2%
55Δ35.7788.9%4.6%
60Δ35.3493.6%4.1%
65Δ34.8197.9%3.5%
70Δ33.88100.5%3.0%
75Δ32.95103.0%2.5%
80Δ32.02105.6%1.9%

20Δ

Calls
Pseudo strike
38.77
IV
55.5%
B/E move
8.5%
Puts
Pseudo strike
32.10
IV
101.7%
B/E move
13.2%

25Δ

Calls
Pseudo strike
38.34
IV
60.3%
B/E move
8.0%
Puts
Pseudo strike
33.58
IV
79.2%
B/E move
9.2%

30Δ

Calls
Pseudo strike
37.91
IV
65.0%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
37.49
IV
69.8%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
37.06
IV
74.6%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
36.63
IV
79.3%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.20
IV
84.1%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
35.77
IV
88.9%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
35.34
IV
93.6%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
34.81
IV
97.9%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
33.88
IV
100.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
32.95
IV
103.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.02
IV
105.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.73%
Daily EOD
MCBS35.3%45.5%55.7%2026-10-19: 45.11%2026-10-20: 36.68%2026-10-21: 44.31%2026-10-22: 39.26%2026-10-23: 45.57%2026-10-26: 48.16%2026-10-28: 41.51%2026-10-29: 54.31%2026-10-30: 48.73%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.11%
36.68%
44.31%
39.26%
45.57%
48.16%
41.51%
54.31%
48.73%