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The Marcus Corporation MCS

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Market datapartial · fetched 2026-10-22T12:23:17.299Z

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 · 2026-10-21T23:00:00.002178136Z

FundamentalsAlpha Vantage · unavailable

Share price$28.83
1D+0.5%
AH$28.50$28.64$28.78$28.91$29.055:30 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$1.41$2.46$3.51$4.57$5.62$17.71$22.44$27.17$31.90$36.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCS spot · $28.83MCS PRICE$2.45$2.22$1.53$1.85$2.17$2.49$2.81$3.13$3.46$3.78$2.45$2.44$2.44$2.44$2.43$2.43$2.43$2.43$2.89$3.50$4.10$4.71$5.31
PutsExpensive2.94×
CallsExpensive1.78×
SkewBearish+40.60 pp
Implied moveBearish±$4.28
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.07239.3%42.4%
25Δ20.58213.9%37.1%
30Δ22.09188.5%31.8%
35Δ38.53161.2%42.1%23.60163.1%26.6%
40Δ33.76118.2%24.8%25.11137.7%21.3%
45Δ30.0061.2%9.3%26.63112.3%16.1%
50Δ29.4059.8%8.4%28.1487.0%10.8%
55Δ28.7958.5%7.4%29.6561.6%5.6%
60Δ28.1957.1%6.4%30.6055.5%3.9%
65Δ27.5955.7%5.5%31.3855.2%3.3%
70Δ26.9954.4%4.5%32.1654.9%2.7%
75Δ26.3953.0%3.5%32.9554.6%2.1%
80Δ25.7951.7%2.6%33.7354.3%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.07
IV
239.3%
B/E move
42.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.58
IV
213.9%
B/E move
37.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.09
IV
188.5%
B/E move
31.8%

35Δ

Calls
Pseudo strike
38.53
IV
161.2%
B/E move
42.1%
Puts
Pseudo strike
23.60
IV
163.1%
B/E move
26.6%

40Δ

Calls
Pseudo strike
33.76
IV
118.2%
B/E move
24.8%
Puts
Pseudo strike
25.11
IV
137.7%
B/E move
21.3%

45Δ

Calls
Pseudo strike
30.00
IV
61.2%
B/E move
9.3%
Puts
Pseudo strike
26.63
IV
112.3%
B/E move
16.1%

50Δ

Calls
Pseudo strike
29.40
IV
59.8%
B/E move
8.4%
Puts
Pseudo strike
28.14
IV
87.0%
B/E move
10.8%

55Δ

Calls
Pseudo strike
28.79
IV
58.5%
B/E move
7.4%
Puts
Pseudo strike
29.65
IV
61.6%
B/E move
5.6%

60Δ

Calls
Pseudo strike
28.19
IV
57.1%
B/E move
6.4%
Puts
Pseudo strike
30.60
IV
55.5%
B/E move
3.9%

65Δ

Calls
Pseudo strike
27.59
IV
55.7%
B/E move
5.5%
Puts
Pseudo strike
31.38
IV
55.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
26.99
IV
54.4%
B/E move
4.5%
Puts
Pseudo strike
32.16
IV
54.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
26.39
IV
53.0%
B/E move
3.5%
Puts
Pseudo strike
32.95
IV
54.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
25.79
IV
51.7%
B/E move
2.6%
Puts
Pseudo strike
33.73
IV
54.3%
B/E move
1.4%

Options history

No recorded observations