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Mechanics Bancorp Class A Common Stock MCHB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T19:10:48.933Z

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 · 2026-11-13T19:10:21.685289798Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T19:10:48.431710+00:00

Share price$14.37
1D-0.3%
$14.31$14.34$14.38$14.41$14.445:30 AM6:30 AM9:00 AM1:00 PMMCHB
Sold putSold call

Mechanics Bancorp Class A Common Stock options

Live interpolated MCHB call and put midpoint premiums by absolute delta.Mechanics Bancorp Class A Common Stock$0.33$0.78$1.24$1.70$2.16$9.27$11.46$13.66$15.85$18.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCHB spot · $14.37MCHB PRICE$0.38$0.48$0.62$0.76$0.90$1.05$1.19$1.33$1.47$1.61$1.75$1.89$2.03$0.43$0.45$0.47$0.49$0.51$0.52$0.54$0.56$0.58$0.60$0.62$0.64$0.66
PutsExpensive6.80×
CallsExpensive4.83×
SkewBearish+71.24 pp
Implied moveBullish±$1.73
TiltBullish37.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.90193.8%34.1%8.36378.0%44.8%
25Δ17.68170.1%26.4%8.89350.4%41.3%
30Δ17.27164.0%24.5%9.41322.9%37.7%
35Δ16.86158.0%22.7%9.94295.3%34.2%
40Δ16.45152.0%20.8%10.47267.7%30.7%
45Δ16.04146.0%18.9%11.00240.2%27.1%
50Δ15.63140.0%17.0%11.53212.6%23.6%
55Δ15.22134.0%15.1%12.06185.0%20.0%
60Δ14.80128.0%13.2%12.58157.5%16.5%
65Δ14.39122.0%11.3%13.11129.9%13.0%
70Δ13.98116.0%9.5%13.64102.3%9.4%
75Δ13.57110.0%7.6%14.1774.8%5.9%
80Δ13.16103.9%5.7%14.7047.2%2.3%

20Δ

Calls
Pseudo strike
18.90
IV
193.8%
B/E move
34.1%
Puts
Pseudo strike
8.36
IV
378.0%
B/E move
44.8%

25Δ

Calls
Pseudo strike
17.68
IV
170.1%
B/E move
26.4%
Puts
Pseudo strike
8.89
IV
350.4%
B/E move
41.3%

30Δ

Calls
Pseudo strike
17.27
IV
164.0%
B/E move
24.5%
Puts
Pseudo strike
9.41
IV
322.9%
B/E move
37.7%

35Δ

Calls
Pseudo strike
16.86
IV
158.0%
B/E move
22.7%
Puts
Pseudo strike
9.94
IV
295.3%
B/E move
34.2%

40Δ

Calls
Pseudo strike
16.45
IV
152.0%
B/E move
20.8%
Puts
Pseudo strike
10.47
IV
267.7%
B/E move
30.7%

45Δ

Calls
Pseudo strike
16.04
IV
146.0%
B/E move
18.9%
Puts
Pseudo strike
11.00
IV
240.2%
B/E move
27.1%

50Δ

Calls
Pseudo strike
15.63
IV
140.0%
B/E move
17.0%
Puts
Pseudo strike
11.53
IV
212.6%
B/E move
23.6%

55Δ

Calls
Pseudo strike
15.22
IV
134.0%
B/E move
15.1%
Puts
Pseudo strike
12.06
IV
185.0%
B/E move
20.0%

60Δ

Calls
Pseudo strike
14.80
IV
128.0%
B/E move
13.2%
Puts
Pseudo strike
12.58
IV
157.5%
B/E move
16.5%

65Δ

Calls
Pseudo strike
14.39
IV
122.0%
B/E move
11.3%
Puts
Pseudo strike
13.11
IV
129.9%
B/E move
13.0%

70Δ

Calls
Pseudo strike
13.98
IV
116.0%
B/E move
9.5%
Puts
Pseudo strike
13.64
IV
102.3%
B/E move
9.4%

75Δ

Calls
Pseudo strike
13.57
IV
110.0%
B/E move
7.6%
Puts
Pseudo strike
14.17
IV
74.8%
B/E move
5.9%

80Δ

Calls
Pseudo strike
13.16
IV
103.9%
B/E move
5.7%
Puts
Pseudo strike
14.70
IV
47.2%
B/E move
2.3%

Options history

IV · four-Friday blend58.86%
Daily EOD
MCHB57.2%69.4%81.6%2026-10-19: 62.11%2026-10-20: 69.63%2026-10-21: 78.75%2026-10-22: 79.07%2026-10-23: 67.33%2026-10-26: 71.99%2026-10-27: 79.94%2026-10-28: 68.29%2026-10-29: 66.20%2026-10-30: 58.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.11%
69.63%
78.75%
79.07%
67.33%
71.99%
79.94%
68.29%
66.20%
58.86%