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Mechanics Bancorp Class A Common Stock MCHB

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Market datapartial · fetched 2026-10-22T15:45:41.283Z

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 · 2026-10-22T15:44:57.949001877Z

FundamentalsAlpha Vantage · unavailable

Share price$14.98
1D+1.5%
$14.73$14.80$14.86$14.93$14.995:30 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$0.21$1.96$3.72$5.47$7.23$11.56$13.35$15.14$16.92$18.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCHB spot · $14.97MCHB PRICE$0.40$0.43$0.45$0.48$0.51$1.01$1.94$2.82$3.10$0.41$0.45$0.50$0.54$0.59$0.63$0.89$1.31$1.73$2.15$2.57$2.99$6.72
PutsExpensive2.62×
CallsExpensive2.79×
SkewBullish-7.57 pp
Implied moveBearish±$1.40
TiltBearish31.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.3885.6%20.1%
25Δ12.8677.1%17.1%
30Δ16.7156.2%14.3%13.3568.6%14.2%
35Δ16.3350.5%11.9%13.8360.0%11.3%
40Δ15.9544.7%9.5%14.3151.5%8.3%
45Δ15.5739.0%7.2%14.8042.9%5.4%
50Δ15.1833.3%4.8%15.2842.3%4.0%
55Δ14.7953.8%5.5%15.7547.4%3.6%
60Δ14.3898.3%9.0%16.2252.4%3.2%
65Δ13.95139.1%12.0%16.7057.5%2.9%
70Δ13.25132.8%9.2%17.1762.5%2.5%
75Δ17.6467.6%2.1%
80Δ21.27121.6%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.38
IV
85.6%
B/E move
20.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.86
IV
77.1%
B/E move
17.1%

30Δ

Calls
Pseudo strike
16.71
IV
56.2%
B/E move
14.3%
Puts
Pseudo strike
13.35
IV
68.6%
B/E move
14.2%

35Δ

Calls
Pseudo strike
16.33
IV
50.5%
B/E move
11.9%
Puts
Pseudo strike
13.83
IV
60.0%
B/E move
11.3%

40Δ

Calls
Pseudo strike
15.95
IV
44.7%
B/E move
9.5%
Puts
Pseudo strike
14.31
IV
51.5%
B/E move
8.3%

45Δ

Calls
Pseudo strike
15.57
IV
39.0%
B/E move
7.2%
Puts
Pseudo strike
14.80
IV
42.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
15.18
IV
33.3%
B/E move
4.8%
Puts
Pseudo strike
15.28
IV
42.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
14.79
IV
53.8%
B/E move
5.5%
Puts
Pseudo strike
15.75
IV
47.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
14.38
IV
98.3%
B/E move
9.0%
Puts
Pseudo strike
16.22
IV
52.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
13.95
IV
139.1%
B/E move
12.0%
Puts
Pseudo strike
16.70
IV
57.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
13.25
IV
132.8%
B/E move
9.2%
Puts
Pseudo strike
17.17
IV
62.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.64
IV
67.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.27
IV
121.6%
B/E move
2.8%

Options history

No recorded observations