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MetroCity Bankshares MCBS

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-24T14:12:01.328Z

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 · 2026-10-23T22:33:06.847713592Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T14:12:01.107821+00:00

Share price$35.71
1D+1.5%
AH$35.06$35.25$35.45$35.64$35.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCBS
Sold putSold callAH

MetroCity Bankshares options

Live interpolated MCBS call and put midpoint premiums by absolute delta.MetroCity Bankshares$0.95$3.91$6.87$9.82$12.78$26.65$31.48$36.30$41.13$45.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCBS spot · $35.71MCBS PRICE$1.28$1.71$2.14$2.45$2.45$2.48$2.50$2.53$2.69$3.39$4.08$4.78$5.48$2.15$1.69$1.53$1.37$1.27$1.92$2.58$3.23$3.88$4.54$5.19$8.43$11.93
PutsExpensive2.98×
CallsExpensive2.98×
SkewBullish-12.18 pp
Implied moveBalanced±$5.08
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.68106.9%37.1%27.14162.7%30.0%
25Δ46.69117.8%35.6%30.54105.0%19.2%
30Δ45.70128.7%34.0%32.0683.4%14.5%
35Δ43.89128.9%29.8%33.5861.8%9.8%
40Δ40.01102.6%18.9%35.0642.0%5.4%
45Δ38.6990.1%15.3%35.8745.8%4.9%
50Δ37.3777.7%11.7%36.6849.5%4.5%
55Δ36.0665.3%8.0%37.4953.3%4.1%
60Δ34.8255.8%5.0%38.3057.1%3.6%
65Δ33.8857.8%4.4%39.1260.8%3.2%
70Δ32.9559.8%3.7%39.9364.6%2.7%
75Δ32.0261.8%3.1%43.3078.7%2.4%
80Δ31.0963.8%2.4%46.9293.8%2.0%

20Δ

Calls
Pseudo strike
47.68
IV
106.9%
B/E move
37.1%
Puts
Pseudo strike
27.14
IV
162.7%
B/E move
30.0%

25Δ

Calls
Pseudo strike
46.69
IV
117.8%
B/E move
35.6%
Puts
Pseudo strike
30.54
IV
105.0%
B/E move
19.2%

30Δ

Calls
Pseudo strike
45.70
IV
128.7%
B/E move
34.0%
Puts
Pseudo strike
32.06
IV
83.4%
B/E move
14.5%

35Δ

Calls
Pseudo strike
43.89
IV
128.9%
B/E move
29.8%
Puts
Pseudo strike
33.58
IV
61.8%
B/E move
9.8%

40Δ

Calls
Pseudo strike
40.01
IV
102.6%
B/E move
18.9%
Puts
Pseudo strike
35.06
IV
42.0%
B/E move
5.4%

45Δ

Calls
Pseudo strike
38.69
IV
90.1%
B/E move
15.3%
Puts
Pseudo strike
35.87
IV
45.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
37.37
IV
77.7%
B/E move
11.7%
Puts
Pseudo strike
36.68
IV
49.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
36.06
IV
65.3%
B/E move
8.0%
Puts
Pseudo strike
37.49
IV
53.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
34.82
IV
55.8%
B/E move
5.0%
Puts
Pseudo strike
38.30
IV
57.1%
B/E move
3.6%

65Δ

Calls
Pseudo strike
33.88
IV
57.8%
B/E move
4.4%
Puts
Pseudo strike
39.12
IV
60.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
32.95
IV
59.8%
B/E move
3.7%
Puts
Pseudo strike
39.93
IV
64.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
32.02
IV
61.8%
B/E move
3.1%
Puts
Pseudo strike
43.30
IV
78.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
31.09
IV
63.8%
B/E move
2.4%
Puts
Pseudo strike
46.92
IV
93.8%
B/E move
2.0%

Options history

No recorded observations