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The Marcus Corporation MCS

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Market datapartial · fetched 2026-10-22T18:25:09.403Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T18:18:15.813867224Z

FundamentalsAlpha Vantage · unavailable

Share price$28.38
1D-2.9%
$28.22$28.50$28.78$29.06$29.345:30 AM6:30 AM9:00 AM1:00 PMMCS
Sold putSold call

The Marcus Corporation options

Live interpolated MCS call and put midpoint premiums by absolute delta.The Marcus Corporation$0.66$2.04$3.42$4.80$6.18$22.96$26.10$29.25$32.39$35.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCS spot · $28.38MCS PRICE$1.63$2.13$2.64$3.15$3.65$4.16$4.67$5.79$0.81$0.90$0.99$1.09$1.18$1.27$1.36$1.45$1.55$1.64
PutsCheap0.90×
CallsExpensive1.38×
SkewBullish-19.14 pp
Implied moveBullish±$3.40
TiltBullish38.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ25.3147.1%13.7%
30Δ25.7844.1%12.3%
35Δ26.2541.2%11.0%
40Δ26.7338.2%9.7%
45Δ29.3542.1%9.2%27.2035.3%8.3%
50Δ28.6345.1%8.4%27.6732.3%7.0%
55Δ27.9148.2%7.6%28.1429.4%5.7%
60Δ27.1851.2%6.9%28.6126.5%4.3%
65Δ26.4654.3%6.1%29.0823.5%3.0%
70Δ25.7357.3%5.3%29.5520.6%1.7%
75Δ25.0160.3%4.6%
80Δ23.6665.2%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.31
IV
47.1%
B/E move
13.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.78
IV
44.1%
B/E move
12.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.25
IV
41.2%
B/E move
11.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.73
IV
38.2%
B/E move
9.7%

45Δ

Calls
Pseudo strike
29.35
IV
42.1%
B/E move
9.2%
Puts
Pseudo strike
27.20
IV
35.3%
B/E move
8.3%

50Δ

Calls
Pseudo strike
28.63
IV
45.1%
B/E move
8.4%
Puts
Pseudo strike
27.67
IV
32.3%
B/E move
7.0%

55Δ

Calls
Pseudo strike
27.91
IV
48.2%
B/E move
7.6%
Puts
Pseudo strike
28.14
IV
29.4%
B/E move
5.7%

60Δ

Calls
Pseudo strike
27.18
IV
51.2%
B/E move
6.9%
Puts
Pseudo strike
28.61
IV
26.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
26.46
IV
54.3%
B/E move
6.1%
Puts
Pseudo strike
29.08
IV
23.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
25.73
IV
57.3%
B/E move
5.3%
Puts
Pseudo strike
29.55
IV
20.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
25.01
IV
60.3%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.66
IV
65.2%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations