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MVB Financial Corp. Common Stock MVBF

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Market datapartial · fetched 2026-10-22T18:11:47.327Z

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 · 2026-10-22T18:05:36.798435533Z

FundamentalsAlpha Vantage · unavailable

Share price$29.95
1D+3.6%
$28.82$29.15$29.47$29.79$30.125:30 AM6:30 AM9:00 AM1:00 PMMVBF
Sold putSold call

MVB Financial Corp. Common Stock options

Live interpolated MVBF call and put midpoint premiums by absolute delta.MVB Financial Corp. Common Stock$0.61$3.05$5.50$7.94$10.38$22.46$26.14$29.83$33.51$37.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MVBF spot · $29.95MVBF PRICE$0.88$1.10$1.39$1.67$1.96$2.25$2.54$2.87$3.20$3.53$3.86$4.19$0.98$1.16$1.35$1.53$1.72$1.90$2.45$3.11$3.77$4.44$5.10$5.83$9.68
PutsExpensive1.79×
CallsExpensive1.75×
SkewBearish+2.88 pp
Implied moveBearish±$4.70
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.0191.1%19.7%
25Δ35.9378.3%22.9%25.9685.0%17.2%
30Δ34.3172.7%18.2%26.9178.8%14.6%
35Δ33.4372.9%16.2%27.8672.6%12.1%
40Δ32.5473.1%14.2%28.8166.4%9.5%
45Δ31.6673.3%12.3%29.7760.3%7.0%
50Δ30.7873.6%10.3%30.6660.3%5.8%
55Δ29.9373.3%8.4%31.5362.3%5.1%
60Δ29.3069.5%7.4%32.4064.3%4.4%
65Δ28.6765.7%6.4%33.2766.3%3.7%
70Δ28.0461.8%5.4%34.1568.3%3.0%
75Δ27.4158.0%4.4%35.0870.6%2.3%
80Δ26.7854.2%3.4%39.0786.4%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.01
IV
91.1%
B/E move
19.7%

25Δ

Calls
Pseudo strike
35.93
IV
78.3%
B/E move
22.9%
Puts
Pseudo strike
25.96
IV
85.0%
B/E move
17.2%

30Δ

Calls
Pseudo strike
34.31
IV
72.7%
B/E move
18.2%
Puts
Pseudo strike
26.91
IV
78.8%
B/E move
14.6%

35Δ

Calls
Pseudo strike
33.43
IV
72.9%
B/E move
16.2%
Puts
Pseudo strike
27.86
IV
72.6%
B/E move
12.1%

40Δ

Calls
Pseudo strike
32.54
IV
73.1%
B/E move
14.2%
Puts
Pseudo strike
28.81
IV
66.4%
B/E move
9.5%

45Δ

Calls
Pseudo strike
31.66
IV
73.3%
B/E move
12.3%
Puts
Pseudo strike
29.77
IV
60.3%
B/E move
7.0%

50Δ

Calls
Pseudo strike
30.78
IV
73.6%
B/E move
10.3%
Puts
Pseudo strike
30.66
IV
60.3%
B/E move
5.8%

55Δ

Calls
Pseudo strike
29.93
IV
73.3%
B/E move
8.4%
Puts
Pseudo strike
31.53
IV
62.3%
B/E move
5.1%

60Δ

Calls
Pseudo strike
29.30
IV
69.5%
B/E move
7.4%
Puts
Pseudo strike
32.40
IV
64.3%
B/E move
4.4%

65Δ

Calls
Pseudo strike
28.67
IV
65.7%
B/E move
6.4%
Puts
Pseudo strike
33.27
IV
66.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
28.04
IV
61.8%
B/E move
5.4%
Puts
Pseudo strike
34.15
IV
68.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
27.41
IV
58.0%
B/E move
4.4%
Puts
Pseudo strike
35.08
IV
70.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
26.78
IV
54.2%
B/E move
3.4%
Puts
Pseudo strike
39.07
IV
86.4%
B/E move
1.9%

Options history

No recorded observations