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Mechanics Bancorp Class A Common Stock MCHB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T04:46:25.625Z

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 · 2026-11-03T21:00:04.151502744Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T04:46:25.211563+00:00

Share price$14.75
1D-1.7%
AH$14.61$14.71$14.82$14.92$15.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCHB
Sold putSold callAH

Mechanics Bancorp Class A Common Stock options

Live interpolated MCHB call and put midpoint premiums by absolute delta.Mechanics Bancorp Class A Common Stock$0.28$0.85$1.43$2.00$2.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEMCHB PRICE$1.76$2.25$2.41$0.34$0.38$0.38$0.41$0.45$0.49$0.53$0.57$0.66
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.8885.2%15.0%
25Δ13.3776.1%11.9%
30Δ13.9359.0%8.1%
35Δ14.1753.2%6.7%
40Δ14.3749.1%5.6%
45Δ14.5644.9%4.6%
50Δ14.7640.8%3.5%
55Δ14.9536.6%2.5%
60Δ15.1234.9%2.0%
65Δ
70Δ13.5886.8%4.0%
75Δ13.06100.4%3.8%
80Δ12.7992.1%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.88
IV
85.2%
B/E move
15.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.37
IV
76.1%
B/E move
11.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.93
IV
59.0%
B/E move
8.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.17
IV
53.2%
B/E move
6.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.37
IV
49.1%
B/E move
5.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.56
IV
44.9%
B/E move
4.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.76
IV
40.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.95
IV
36.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.12
IV
34.9%
B/E move
2.0%

65Δ

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

70Δ

Calls
Pseudo strike
13.58
IV
86.8%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
13.06
IV
100.4%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.79
IV
92.1%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend58.86%
Daily EOD
MCHB57.2%69.4%81.6%2026-10-19: 62.11%2026-10-20: 69.63%2026-10-21: 78.75%2026-10-22: 79.07%2026-10-23: 67.33%2026-10-26: 71.99%2026-10-27: 79.94%2026-10-28: 68.29%2026-10-29: 66.20%2026-10-30: 58.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.11%
69.63%
78.75%
79.07%
67.33%
71.99%
79.94%
68.29%
66.20%
58.86%