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Medallion Financial Corp. Common Stock MFIN

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Market datapartial · fetched 2026-11-12T01:53:54.972Z

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: 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 · 2026-11-11T21:00:01.001766506Z

FundamentalsAlpha Vantage · unavailable

Share price$9.19
1D-1.9%
AH$9.18$9.23$9.28$9.33$9.385:30 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$0.33$0.76$1.20$1.63$2.06$5.74$7.49$9.23$10.98$12.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MFIN spot · $9.19MFIN PRICE$0.38$0.38$0.38$0.38$0.51$0.69$0.87$1.04$1.22$1.40$1.58$1.76$1.94$0.38$0.41$0.45$0.49$0.53$0.57$0.61$0.65$0.68$0.72$0.76$0.80$0.84
PutsCheap0.66×
CallsCheap0.89×
SkewBullish-17.93 pp
Implied moveBullish±$1.47
TiltBullish22.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.94141.1%66.6%7.4299.8%23.3%
25Δ13.42115.4%50.1%7.6991.3%20.8%
30Δ11.9189.6%33.7%7.9085.6%19.0%
35Δ10.4063.9%17.2%8.1079.9%17.2%
40Δ9.8059.3%12.1%8.3174.2%15.4%
45Δ9.5262.3%11.1%8.5168.5%13.5%
50Δ9.2565.4%10.0%8.7262.8%11.7%
55Δ8.9768.4%9.0%8.9257.1%9.9%
60Δ8.7071.4%7.9%9.1351.4%8.1%
65Δ8.4274.4%6.9%9.3345.7%6.3%
70Δ8.1477.4%5.8%9.5440.0%4.5%
75Δ7.8780.4%4.8%9.7434.3%2.7%
80Δ7.5983.5%3.7%9.9528.6%0.9%

20Δ

Calls
Pseudo strike
14.94
IV
141.1%
B/E move
66.6%
Puts
Pseudo strike
7.42
IV
99.8%
B/E move
23.3%

25Δ

Calls
Pseudo strike
13.42
IV
115.4%
B/E move
50.1%
Puts
Pseudo strike
7.69
IV
91.3%
B/E move
20.8%

30Δ

Calls
Pseudo strike
11.91
IV
89.6%
B/E move
33.7%
Puts
Pseudo strike
7.90
IV
85.6%
B/E move
19.0%

35Δ

Calls
Pseudo strike
10.40
IV
63.9%
B/E move
17.2%
Puts
Pseudo strike
8.10
IV
79.9%
B/E move
17.2%

40Δ

Calls
Pseudo strike
9.80
IV
59.3%
B/E move
12.1%
Puts
Pseudo strike
8.31
IV
74.2%
B/E move
15.4%

45Δ

Calls
Pseudo strike
9.52
IV
62.3%
B/E move
11.1%
Puts
Pseudo strike
8.51
IV
68.5%
B/E move
13.5%

50Δ

Calls
Pseudo strike
9.25
IV
65.4%
B/E move
10.0%
Puts
Pseudo strike
8.72
IV
62.8%
B/E move
11.7%

55Δ

Calls
Pseudo strike
8.97
IV
68.4%
B/E move
9.0%
Puts
Pseudo strike
8.92
IV
57.1%
B/E move
9.9%

60Δ

Calls
Pseudo strike
8.70
IV
71.4%
B/E move
7.9%
Puts
Pseudo strike
9.13
IV
51.4%
B/E move
8.1%

65Δ

Calls
Pseudo strike
8.42
IV
74.4%
B/E move
6.9%
Puts
Pseudo strike
9.33
IV
45.7%
B/E move
6.3%

70Δ

Calls
Pseudo strike
8.14
IV
77.4%
B/E move
5.8%
Puts
Pseudo strike
9.54
IV
40.0%
B/E move
4.5%

75Δ

Calls
Pseudo strike
7.87
IV
80.4%
B/E move
4.8%
Puts
Pseudo strike
9.74
IV
34.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
7.59
IV
83.5%
B/E move
3.7%
Puts
Pseudo strike
9.95
IV
28.6%
B/E move
0.9%

Options history

IV · four-Friday blend61.26%
Daily EOD
MFIN61.2%61.3%61.3%2026-10-20: 61.26%Oct 20
1 observations2026-10-20 — 2026-10-20
Table
DateIV (%)
61.26%