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MVB Financial Corp. Common Stock MVBF

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Market datapartial · fetched 2026-11-12T03:18:02.434Z

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 · 2026-11-11T21:00:07.743695883Z

FundamentalsAlpha Vantage · unavailable

Share price$25.49
1D-1.4%
AH$25.42$25.54$25.66$25.77$25.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMVBF
Sold putSold callAH

MVB Financial Corp. Common Stock options

Live interpolated MVBF call and put midpoint premiums by absolute delta.MVB Financial Corp. Common Stock$1.15$2.21$3.28$4.34$5.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMVBF PRICE$1.26$1.53$1.80$2.07$2.34$2.64$2.99$3.34$3.70$5.10$2.07
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ20.82282.1%26.4%
30Δ
35Δ28.06124.8%15.0%
40Δ27.40128.5%13.5%
45Δ26.73132.1%11.9%
50Δ26.07135.7%10.4%
55Δ25.40139.4%8.8%
60Δ24.73140.3%7.4%
65Δ24.06136.8%6.1%
70Δ23.38133.4%4.8%
75Δ22.70130.0%3.6%
80Δ21.20162.7%3.2%

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
20.82
IV
282.1%
B/E move
26.4%

30Δ

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

35Δ

Calls
Pseudo strike
28.06
IV
124.8%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
27.40
IV
128.5%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
26.73
IV
132.1%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
26.07
IV
135.7%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.40
IV
139.4%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.73
IV
140.3%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.06
IV
136.8%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.38
IV
133.4%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.70
IV
130.0%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.20
IV
162.7%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.53%
Daily EOD
MVBF45.9%50.7%55.5%2026-10-19: 49.77%2026-10-20: 51.35%2026-10-21: 51.36%2026-10-22: 51.34%2026-10-23: 51.19%2026-10-26: 47.57%2026-10-27: 47.53%2026-10-28: 54.83%2026-10-29: 46.53%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
49.77%
51.35%
51.36%
51.34%
51.19%
47.57%
47.53%
54.83%
46.53%