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The Marcus Corporation MCS

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Market datapartial · fetched 2026-10-22T21:08:18.907Z

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 · 2026-10-22T20:10:00.002630837Z

FundamentalsAlpha Vantage · unavailable

Share price$28.30
1D-3.2%
AH$28.17$28.46$28.76$29.05$29.355:30 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$1.24$1.81$2.38$2.94$3.51$19.72$23.61$27.49$31.37$35.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCS spot · $28.30MCS PRICE$2.45$1.69$1.53$1.79$2.05$2.31$2.57$2.83$3.09$3.35$1.30$1.33$1.36$1.39$1.42$1.45$1.48$1.52$1.55$1.58$1.61$1.64$1.67
PutsExpensive2.25×
CallsExpensive1.66×
SkewBearish+20.40 pp
Implied moveBullish±$3.27
TiltBullish10.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.63148.9%31.7%
25Δ21.35138.9%29.3%
30Δ22.07128.8%26.8%
35Δ38.19166.1%43.6%22.78118.8%24.4%
40Δ31.6288.6%17.7%23.50108.8%22.0%
45Δ29.5660.4%9.9%24.2298.8%19.6%
50Δ29.0058.5%8.8%24.9488.8%17.1%
55Δ28.4456.5%7.7%25.6578.8%14.7%
60Δ27.8854.6%6.7%26.3768.7%12.3%
65Δ27.3352.7%5.6%27.0958.7%9.8%
70Δ26.7750.7%4.6%27.8148.7%7.4%
75Δ26.2148.8%3.5%28.5238.7%5.0%
80Δ25.6546.9%2.5%29.2428.7%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.63
IV
148.9%
B/E move
31.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.35
IV
138.9%
B/E move
29.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.07
IV
128.8%
B/E move
26.8%

35Δ

Calls
Pseudo strike
38.19
IV
166.1%
B/E move
43.6%
Puts
Pseudo strike
22.78
IV
118.8%
B/E move
24.4%

40Δ

Calls
Pseudo strike
31.62
IV
88.6%
B/E move
17.7%
Puts
Pseudo strike
23.50
IV
108.8%
B/E move
22.0%

45Δ

Calls
Pseudo strike
29.56
IV
60.4%
B/E move
9.9%
Puts
Pseudo strike
24.22
IV
98.8%
B/E move
19.6%

50Δ

Calls
Pseudo strike
29.00
IV
58.5%
B/E move
8.8%
Puts
Pseudo strike
24.94
IV
88.8%
B/E move
17.1%

55Δ

Calls
Pseudo strike
28.44
IV
56.5%
B/E move
7.7%
Puts
Pseudo strike
25.65
IV
78.8%
B/E move
14.7%

60Δ

Calls
Pseudo strike
27.88
IV
54.6%
B/E move
6.7%
Puts
Pseudo strike
26.37
IV
68.7%
B/E move
12.3%

65Δ

Calls
Pseudo strike
27.33
IV
52.7%
B/E move
5.6%
Puts
Pseudo strike
27.09
IV
58.7%
B/E move
9.8%

70Δ

Calls
Pseudo strike
26.77
IV
50.7%
B/E move
4.6%
Puts
Pseudo strike
27.81
IV
48.7%
B/E move
7.4%

75Δ

Calls
Pseudo strike
26.21
IV
48.8%
B/E move
3.5%
Puts
Pseudo strike
28.52
IV
38.7%
B/E move
5.0%

80Δ

Calls
Pseudo strike
25.65
IV
46.9%
B/E move
2.5%
Puts
Pseudo strike
29.24
IV
28.7%
B/E move
2.6%

Options history

No recorded observations