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Medallion Financial Corp. Common Stock MFIN

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Market datapartial · fetched 2026-10-22T23:44:23.696Z

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 · 2026-10-22T20:00:00.129713962Z

FundamentalsAlpha Vantage · unavailable

Share price$11.32
1D+0.9%
AH$11.20$11.27$11.35$11.42$11.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMFIN
Sold putSold callAH

Medallion Financial Corp. Common Stock options

Live interpolated MFIN call and put midpoint premiums by absolute delta.Medallion Financial Corp. Common Stock$0.04$1.21$2.38$3.55$4.72$8.24$9.61$10.99$12.36$13.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MFIN spot · $11.32MFIN PRICE$0.17$0.30$0.44$0.57$0.71$0.84$0.98$1.11$1.25$1.38$1.52$1.66$2.86$0.29$0.40$0.57$0.74$0.91$1.08$1.25$1.43$1.60$1.98$2.69$3.40$4.38
PutsExpensive2.19×
CallsExpensive1.72×
SkewBearish+21.05 pp
Implied moveBearish±$2.23
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.4036.2%11.0%9.3589.4%20.0%
25Δ12.1939.4%10.3%10.1868.0%13.6%
30Δ11.9742.5%9.6%10.4869.3%12.4%
35Δ11.7645.7%9.0%10.7970.5%11.3%
40Δ11.5548.9%8.3%11.0971.7%10.1%
45Δ11.3452.1%7.6%11.4072.9%8.9%
50Δ11.1355.2%6.9%11.7074.1%7.7%
55Δ10.9258.4%6.3%12.0175.3%6.5%
60Δ10.7061.6%5.6%12.3276.6%5.3%
65Δ10.4964.8%4.9%12.8180.5%4.3%
70Δ10.2867.9%4.2%13.5988.7%3.7%
75Δ10.0771.1%3.6%14.3796.8%3.1%
80Δ8.97123.7%4.5%15.42107.6%2.5%

20Δ

Calls
Pseudo strike
12.40
IV
36.2%
B/E move
11.0%
Puts
Pseudo strike
9.35
IV
89.4%
B/E move
20.0%

25Δ

Calls
Pseudo strike
12.19
IV
39.4%
B/E move
10.3%
Puts
Pseudo strike
10.18
IV
68.0%
B/E move
13.6%

30Δ

Calls
Pseudo strike
11.97
IV
42.5%
B/E move
9.6%
Puts
Pseudo strike
10.48
IV
69.3%
B/E move
12.4%

35Δ

Calls
Pseudo strike
11.76
IV
45.7%
B/E move
9.0%
Puts
Pseudo strike
10.79
IV
70.5%
B/E move
11.3%

40Δ

Calls
Pseudo strike
11.55
IV
48.9%
B/E move
8.3%
Puts
Pseudo strike
11.09
IV
71.7%
B/E move
10.1%

45Δ

Calls
Pseudo strike
11.34
IV
52.1%
B/E move
7.6%
Puts
Pseudo strike
11.40
IV
72.9%
B/E move
8.9%

50Δ

Calls
Pseudo strike
11.13
IV
55.2%
B/E move
6.9%
Puts
Pseudo strike
11.70
IV
74.1%
B/E move
7.7%

55Δ

Calls
Pseudo strike
10.92
IV
58.4%
B/E move
6.3%
Puts
Pseudo strike
12.01
IV
75.3%
B/E move
6.5%

60Δ

Calls
Pseudo strike
10.70
IV
61.6%
B/E move
5.6%
Puts
Pseudo strike
12.32
IV
76.6%
B/E move
5.3%

65Δ

Calls
Pseudo strike
10.49
IV
64.8%
B/E move
4.9%
Puts
Pseudo strike
12.81
IV
80.5%
B/E move
4.3%

70Δ

Calls
Pseudo strike
10.28
IV
67.9%
B/E move
4.2%
Puts
Pseudo strike
13.59
IV
88.7%
B/E move
3.7%

75Δ

Calls
Pseudo strike
10.07
IV
71.1%
B/E move
3.6%
Puts
Pseudo strike
14.37
IV
96.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
8.97
IV
123.7%
B/E move
4.5%
Puts
Pseudo strike
15.42
IV
107.6%
B/E move
2.5%

Options history

No recorded observations