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MBIA Inc. MBI

i

Market dataready · fetched 2026-11-07T20:38:27.836Z

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 · 2026-11-07T00:00:00.003188106Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T20:38:27.018634+00:00

Share price$4.62
1D+3.9%
AH$4.35$4.42$4.50$4.57$4.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMBI
Sold putSold callAH

MBIA Inc. options

Live interpolated MBI call and put midpoint premiums by absolute delta.MBIA Inc.$0.03$0.87$1.72$2.56$3.41$3.75$4.20$4.65$5.09$5.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MBI spot · $4.62MBI PRICE$0.31$0.37$0.22$0.26$0.30$0.34$0.38$0.42$0.46$0.50$0.54$0.12$0.20$0.29$0.38$0.46$0.55$0.63$0.72$0.96$1.20$1.45$3.16
Puts——
Calls——
Skew——
Implied moveBearish±$0.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.0357.4%15.3%
25Δ4.1760.9%14.2%
30Δ6.24120.9%41.8%4.3064.5%13.1%
35Δ6.00127.6%38.0%4.4468.0%12.0%
40Δ4.9653.6%12.1%4.5871.6%10.9%
45Δ4.8751.4%11.0%4.7275.1%9.8%
50Δ4.7849.2%9.9%4.8678.7%8.6%
55Δ4.6946.9%8.9%4.9982.2%7.5%
60Δ4.6044.7%7.8%5.2787.1%6.6%
65Δ4.5142.5%6.8%5.5692.1%5.6%
70Δ4.4340.2%5.7%5.8597.1%4.7%
75Δ4.3438.0%4.7%
80Δ4.2535.8%3.6%7.62136.6%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.03
IV
57.4%
B/E move
15.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.17
IV
60.9%
B/E move
14.2%

30Δ

Calls
Pseudo strike
6.24
IV
120.9%
B/E move
41.8%
Puts
Pseudo strike
4.30
IV
64.5%
B/E move
13.1%

35Δ

Calls
Pseudo strike
6.00
IV
127.6%
B/E move
38.0%
Puts
Pseudo strike
4.44
IV
68.0%
B/E move
12.0%

40Δ

Calls
Pseudo strike
4.96
IV
53.6%
B/E move
12.1%
Puts
Pseudo strike
4.58
IV
71.6%
B/E move
10.9%

45Δ

Calls
Pseudo strike
4.87
IV
51.4%
B/E move
11.0%
Puts
Pseudo strike
4.72
IV
75.1%
B/E move
9.8%

50Δ

Calls
Pseudo strike
4.78
IV
49.2%
B/E move
9.9%
Puts
Pseudo strike
4.86
IV
78.7%
B/E move
8.6%

55Δ

Calls
Pseudo strike
4.69
IV
46.9%
B/E move
8.9%
Puts
Pseudo strike
4.99
IV
82.2%
B/E move
7.5%

60Δ

Calls
Pseudo strike
4.60
IV
44.7%
B/E move
7.8%
Puts
Pseudo strike
5.27
IV
87.1%
B/E move
6.6%

65Δ

Calls
Pseudo strike
4.51
IV
42.5%
B/E move
6.8%
Puts
Pseudo strike
5.56
IV
92.1%
B/E move
5.6%

70Δ

Calls
Pseudo strike
4.43
IV
40.2%
B/E move
5.7%
Puts
Pseudo strike
5.85
IV
97.1%
B/E move
4.7%

75Δ

Calls
Pseudo strike
4.34
IV
38.0%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.25
IV
35.8%
B/E move
3.6%
Puts
Pseudo strike
7.62
IV
136.6%
B/E move
3.4%

Options history

IV · four-Friday blend93.26%
Daily EOD
MBI79.3%86.8%94.3%2026-10-21: 80.29%2026-10-30: 93.26%Oct 21Oct 30
2 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
80.29%
93.26%