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M&T Bank Corp. MTB

i

Market dataready · fetched 2026-11-12T02:50:30.576Z

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: 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 · 2026-11-12T00:00:00.0019571Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:50:30.158231+00:00

Share price$220.19
1D+0.3%
AH$219.07$219.62$220.17$220.72$221.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTB
Sold putSold callAH

M&T Bank Corp. options

Live interpolated MTB call and put midpoint premiums by absolute delta.M&T Bank Corp.$0.79$3.22$5.66$8.09$10.52$208.09$214.94$221.78$228.63$235.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTB spot · $220.19MTB PRICE$1.05$1.43$1.81$2.19$2.57$2.94$3.32$4.06$5.21$6.36$7.51$8.67$9.82$1.16$1.47$1.77$2.08$2.38$2.69$3.36$4.32$5.27$6.23$7.18$8.14$9.09
PutsCheap0.89×
CallsCheap0.69×
SkewBullish-0.92 pp
Implied moveBalanced±$6.68
TiltBalanced1.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ228.6025.2%4.3%211.4629.6%4.5%
25Δ227.2825.0%3.9%213.0328.2%3.9%
30Δ225.9724.8%3.4%214.6026.8%3.3%
35Δ224.6524.7%3.0%216.1725.4%2.8%
40Δ223.3424.5%2.6%217.7424.0%2.2%
45Δ222.0224.3%2.2%219.3122.6%1.6%
50Δ220.7124.2%1.7%220.7322.2%1.3%
55Δ219.3024.5%1.4%222.0222.5%1.1%
60Δ217.7925.3%1.3%223.3222.9%1.0%
65Δ216.2826.1%1.1%224.6123.3%0.8%
70Δ214.7726.9%1.0%225.9123.7%0.7%
75Δ213.2627.7%0.8%227.2024.1%0.5%
80Δ211.7428.5%0.6%228.5024.4%0.4%

20Δ

Calls
Pseudo strike
228.60
IV
25.2%
B/E move
4.3%
Puts
Pseudo strike
211.46
IV
29.6%
B/E move
4.5%

25Δ

Calls
Pseudo strike
227.28
IV
25.0%
B/E move
3.9%
Puts
Pseudo strike
213.03
IV
28.2%
B/E move
3.9%

30Δ

Calls
Pseudo strike
225.97
IV
24.8%
B/E move
3.4%
Puts
Pseudo strike
214.60
IV
26.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
224.65
IV
24.7%
B/E move
3.0%
Puts
Pseudo strike
216.17
IV
25.4%
B/E move
2.8%

40Δ

Calls
Pseudo strike
223.34
IV
24.5%
B/E move
2.6%
Puts
Pseudo strike
217.74
IV
24.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
222.02
IV
24.3%
B/E move
2.2%
Puts
Pseudo strike
219.31
IV
22.6%
B/E move
1.6%

50Δ

Calls
Pseudo strike
220.71
IV
24.2%
B/E move
1.7%
Puts
Pseudo strike
220.73
IV
22.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
219.30
IV
24.5%
B/E move
1.4%
Puts
Pseudo strike
222.02
IV
22.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
217.79
IV
25.3%
B/E move
1.3%
Puts
Pseudo strike
223.32
IV
22.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
216.28
IV
26.1%
B/E move
1.1%
Puts
Pseudo strike
224.61
IV
23.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
214.77
IV
26.9%
B/E move
1.0%
Puts
Pseudo strike
225.91
IV
23.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
213.26
IV
27.7%
B/E move
0.8%
Puts
Pseudo strike
227.20
IV
24.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
211.74
IV
28.5%
B/E move
0.6%
Puts
Pseudo strike
228.50
IV
24.4%
B/E move
0.4%

Options history

IV · four-Friday blend24.41%
Daily EOD
MTB22.1%23.4%24.6%2026-10-19: 23.11%2026-10-20: 23.22%2026-10-21: 23.21%2026-10-22: 22.86%2026-10-23: 22.86%2026-10-26: 22.72%2026-10-27: 22.72%2026-10-28: 22.70%2026-10-29: 22.31%2026-10-30: 24.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.11%
23.22%
23.21%
22.86%
22.86%
22.72%
22.72%
22.70%
22.31%
24.41%