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MVB Financial Corp MVBF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T21:13:28.764Z

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 · 2026-10-22T20:00:00.382465623Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:07:01.563633+00:00

Share price$29.91
1D+3.5%
AH$28.82$29.15$29.47$29.79$30.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMVBF
Sold putSold callAH

MVB Financial Corp options

Live interpolated MVBF call and put midpoint premiums by absolute delta.MVB Financial Corp$0.60$2.97$5.33$7.70$10.06$22.43$26.19$29.94$33.70$37.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MVBF spot · $29.91MVBF PRICE$0.86$0.88$1.11$1.39$1.68$1.97$2.26$2.55$2.90$3.24$3.58$3.92$4.26$0.97$1.16$1.34$1.52$1.71$1.89$2.40$3.05$3.71$4.36$5.02$5.68$9.38
PutsExpensive1.80×
CallsExpensive1.84×
SkewBullish-0.77 pp
Implied moveBearish±$4.66
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.14104.0%37.1%24.9991.1%19.7%
25Δ35.8878.5%22.9%25.9484.9%17.2%
30Δ34.2973.2%18.3%26.8878.8%14.6%
35Δ33.4073.5%16.3%27.8272.6%12.1%
40Δ32.5273.7%14.3%28.7666.4%9.6%
45Δ31.6374.0%12.3%29.7060.3%7.0%
50Δ30.7474.2%10.3%30.5959.6%5.7%
55Δ29.9073.8%8.5%31.4561.5%5.1%
60Δ29.2570.3%7.5%32.3163.4%4.4%
65Δ28.5966.7%6.4%33.1865.2%3.7%
70Δ27.9463.1%5.4%34.0467.1%3.0%
75Δ27.2959.5%4.4%34.9069.0%2.3%
80Δ26.6455.9%3.3%38.6790.5%2.1%

20Δ

Calls
Pseudo strike
40.14
IV
104.0%
B/E move
37.1%
Puts
Pseudo strike
24.99
IV
91.1%
B/E move
19.7%

25Δ

Calls
Pseudo strike
35.88
IV
78.5%
B/E move
22.9%
Puts
Pseudo strike
25.94
IV
84.9%
B/E move
17.2%

30Δ

Calls
Pseudo strike
34.29
IV
73.2%
B/E move
18.3%
Puts
Pseudo strike
26.88
IV
78.8%
B/E move
14.6%

35Δ

Calls
Pseudo strike
33.40
IV
73.5%
B/E move
16.3%
Puts
Pseudo strike
27.82
IV
72.6%
B/E move
12.1%

40Δ

Calls
Pseudo strike
32.52
IV
73.7%
B/E move
14.3%
Puts
Pseudo strike
28.76
IV
66.4%
B/E move
9.6%

45Δ

Calls
Pseudo strike
31.63
IV
74.0%
B/E move
12.3%
Puts
Pseudo strike
29.70
IV
60.3%
B/E move
7.0%

50Δ

Calls
Pseudo strike
30.74
IV
74.2%
B/E move
10.3%
Puts
Pseudo strike
30.59
IV
59.6%
B/E move
5.7%

55Δ

Calls
Pseudo strike
29.90
IV
73.8%
B/E move
8.5%
Puts
Pseudo strike
31.45
IV
61.5%
B/E move
5.1%

60Δ

Calls
Pseudo strike
29.25
IV
70.3%
B/E move
7.5%
Puts
Pseudo strike
32.31
IV
63.4%
B/E move
4.4%

65Δ

Calls
Pseudo strike
28.59
IV
66.7%
B/E move
6.4%
Puts
Pseudo strike
33.18
IV
65.2%
B/E move
3.7%

70Δ

Calls
Pseudo strike
27.94
IV
63.1%
B/E move
5.4%
Puts
Pseudo strike
34.04
IV
67.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
27.29
IV
59.5%
B/E move
4.4%
Puts
Pseudo strike
34.90
IV
69.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
26.64
IV
55.9%
B/E move
3.3%
Puts
Pseudo strike
38.67
IV
90.5%
B/E move
2.1%

Options history

No recorded observations