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Mechanics Bancorp Class A Common Stock MCHB

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Market datapartial · fetched 2026-10-22T20:11:28.564Z

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 · 2026-10-22T20:05:00.549071136Z

FundamentalsAlpha Vantage · unavailable

Share price$15.10
1D+2.4%
AH$14.71$14.84$14.96$15.09$15.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCHB
Sold putSold callAH

Mechanics Bancorp Class A Common Stock options

Live interpolated MCHB call and put midpoint premiums by absolute delta.Mechanics Bancorp Class A Common Stock$0.24$1.45$2.66$3.86$5.07$10.64$13.47$16.29$19.11$21.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCHB spot · $15.10MCHB PRICE$0.48$0.38$1.10$1.13$1.42$1.71$2.00$2.29$2.56$2.78$3.04$3.64$4.72$0.41$1.14$1.87$2.27$1.39$0.68$0.91$1.14$1.37$1.60$1.82$2.05$4.23
PutsExpensive3.22×
CallsExpensive5.20×
SkewBullish-55.83 pp
Implied moveBullish±$2.91
TiltBullish13.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.05115.8%42.6%13.0274.7%16.5%
25Δ17.4865.1%18.2%13.37114.2%19.0%
30Δ21.95171.2%52.6%13.72153.6%21.5%
35Δ18.92136.1%32.8%14.10171.1%21.7%
40Δ18.11138.2%29.3%14.59101.7%12.6%
45Δ17.29140.2%25.8%15.0543.1%4.9%
50Δ16.48142.3%22.4%15.3644.4%4.3%
55Δ15.66144.4%18.9%15.6645.7%3.8%
60Δ14.86144.4%15.4%15.9746.9%3.3%
65Δ14.07135.2%11.6%16.2848.2%2.7%
70Δ13.39128.2%8.8%16.5949.5%2.2%
75Δ12.51134.2%7.0%16.9050.8%1.7%
80Δ11.31158.8%6.2%19.0384.3%2.0%

20Δ

Calls
Pseudo strike
21.05
IV
115.8%
B/E move
42.6%
Puts
Pseudo strike
13.02
IV
74.7%
B/E move
16.5%

25Δ

Calls
Pseudo strike
17.48
IV
65.1%
B/E move
18.2%
Puts
Pseudo strike
13.37
IV
114.2%
B/E move
19.0%

30Δ

Calls
Pseudo strike
21.95
IV
171.2%
B/E move
52.6%
Puts
Pseudo strike
13.72
IV
153.6%
B/E move
21.5%

35Δ

Calls
Pseudo strike
18.92
IV
136.1%
B/E move
32.8%
Puts
Pseudo strike
14.10
IV
171.1%
B/E move
21.7%

40Δ

Calls
Pseudo strike
18.11
IV
138.2%
B/E move
29.3%
Puts
Pseudo strike
14.59
IV
101.7%
B/E move
12.6%

45Δ

Calls
Pseudo strike
17.29
IV
140.2%
B/E move
25.8%
Puts
Pseudo strike
15.05
IV
43.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
16.48
IV
142.3%
B/E move
22.4%
Puts
Pseudo strike
15.36
IV
44.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
15.66
IV
144.4%
B/E move
18.9%
Puts
Pseudo strike
15.66
IV
45.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
14.86
IV
144.4%
B/E move
15.4%
Puts
Pseudo strike
15.97
IV
46.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
14.07
IV
135.2%
B/E move
11.6%
Puts
Pseudo strike
16.28
IV
48.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
13.39
IV
128.2%
B/E move
8.8%
Puts
Pseudo strike
16.59
IV
49.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
12.51
IV
134.2%
B/E move
7.0%
Puts
Pseudo strike
16.90
IV
50.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
11.31
IV
158.8%
B/E move
6.2%
Puts
Pseudo strike
19.03
IV
84.3%
B/E move
2.0%

Options history

No recorded observations