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The Marcus Corporation MCS

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Market dataready · fetched 2026-11-11T13:46:39.216Z

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 · 2026-11-11T00:00:00.00220017Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:46:38.732520+00:00

Share price$27.20
1D+0.9%
AH$26.44$26.71$26.99$27.26$27.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCS
Sold putSold callAH

The Marcus Corporation options

Live interpolated MCS call and put midpoint premiums by absolute delta.The Marcus Corporation$0.39$1.03$1.66$2.30$2.94$24.43$25.89$27.35$28.80$30.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MCS spot · $27.20MCS PRICE$2.00$2.01$2.04$2.07$2.11$2.14$2.17$2.20$2.23$2.27$2.30$0.46$0.65$0.84$1.03$1.22$1.42$1.61$1.80$1.99$2.18$2.37$2.56$2.75
PutsExpensive1.21×
Calls——
Skew——
Implied moveBullish±$3.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.6345.7%7.5%
25Δ25.9746.6%6.9%
30Δ39.72306.4%53.4%26.3047.4%6.4%
35Δ34.76247.7%35.2%26.6448.3%5.9%
40Δ33.84228.8%31.9%26.9749.1%5.3%
45Δ32.92210.0%28.6%27.3150.0%4.8%
50Δ31.99191.1%25.4%27.6450.8%4.3%
55Δ31.07172.2%22.1%27.9851.7%3.7%
60Δ30.15153.3%18.8%28.3152.5%3.2%
65Δ29.23134.4%15.5%28.6553.4%2.7%
70Δ28.30115.6%12.3%28.9854.2%2.2%
75Δ27.3896.7%9.0%29.3255.1%1.6%
80Δ26.4677.8%5.7%29.6555.9%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.63
IV
45.7%
B/E move
7.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.97
IV
46.6%
B/E move
6.9%

30Δ

Calls
Pseudo strike
39.72
IV
306.4%
B/E move
53.4%
Puts
Pseudo strike
26.30
IV
47.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
34.76
IV
247.7%
B/E move
35.2%
Puts
Pseudo strike
26.64
IV
48.3%
B/E move
5.9%

40Δ

Calls
Pseudo strike
33.84
IV
228.8%
B/E move
31.9%
Puts
Pseudo strike
26.97
IV
49.1%
B/E move
5.3%

45Δ

Calls
Pseudo strike
32.92
IV
210.0%
B/E move
28.6%
Puts
Pseudo strike
27.31
IV
50.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
31.99
IV
191.1%
B/E move
25.4%
Puts
Pseudo strike
27.64
IV
50.8%
B/E move
4.3%

55Δ

Calls
Pseudo strike
31.07
IV
172.2%
B/E move
22.1%
Puts
Pseudo strike
27.98
IV
51.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
30.15
IV
153.3%
B/E move
18.8%
Puts
Pseudo strike
28.31
IV
52.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
29.23
IV
134.4%
B/E move
15.5%
Puts
Pseudo strike
28.65
IV
53.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
28.30
IV
115.6%
B/E move
12.3%
Puts
Pseudo strike
28.98
IV
54.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
27.38
IV
96.7%
B/E move
9.0%
Puts
Pseudo strike
29.32
IV
55.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
26.46
IV
77.8%
B/E move
5.7%
Puts
Pseudo strike
29.65
IV
55.9%
B/E move
1.1%

Options history

IV · four-Friday blend59.34%
Daily EOD
MCS41.9%53.5%65.1%2026-10-19: 43.49%2026-10-20: 46.07%2026-10-21: 49.42%2026-10-28: 63.48%2026-10-29: 59.34%Oct 19Oct 21Oct 29
5 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
43.49%
46.07%
49.42%
63.48%
59.34%