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M&T Bank Corp. MTB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T06:36:00.433Z

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 · 2026-11-04T00:00:00.00175082Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T06:35:59.930132+00:00

Share price$222.07
1D-1.0%
AH$221.46$222.36$223.25$224.14$225.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTB
Sold putSold callAH

M&T Bank Corp. options

Live interpolated MTB call and put midpoint premiums by absolute delta.M&T Bank Corp.$1.01$4.25$7.49$10.73$13.96$206.73$214.64$222.54$230.44$238.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTB spot · $222.07MTB PRICE$1.36$1.76$2.32$3.05$3.78$4.51$5.24$5.97$6.92$8.45$9.98$11.50$13.03$1.60$2.12$2.64$3.17$3.69$4.43$5.23$6.03$6.82$7.62$8.42$9.37$11.92
PutsExpensive1.37×
CallsFair0.98×
SkewBullish-1.54 pp
Implied moveBalanced±$10.47
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ233.6725.1%5.8%211.3529.0%5.5%
25Δ231.2125.3%4.9%213.4128.5%4.9%
30Δ229.1925.7%4.2%215.4627.9%4.2%
35Δ227.5826.1%3.9%217.5127.4%3.5%
40Δ225.9826.5%3.5%219.5626.8%2.8%
45Δ224.3727.0%3.1%221.1826.3%2.4%
50Δ222.7627.4%2.7%222.6725.8%2.1%
55Δ221.1627.8%2.3%224.1625.3%1.8%
60Δ219.4228.3%1.9%225.6524.8%1.5%
65Δ217.3328.7%1.7%227.1524.3%1.1%
70Δ215.2429.2%1.4%228.6423.7%0.8%
75Δ213.1529.7%1.2%230.2523.3%0.5%
80Δ211.0530.2%0.9%233.1424.0%0.4%

20Δ

Calls
Pseudo strike
233.67
IV
25.1%
B/E move
5.8%
Puts
Pseudo strike
211.35
IV
29.0%
B/E move
5.5%

25Δ

Calls
Pseudo strike
231.21
IV
25.3%
B/E move
4.9%
Puts
Pseudo strike
213.41
IV
28.5%
B/E move
4.9%

30Δ

Calls
Pseudo strike
229.19
IV
25.7%
B/E move
4.2%
Puts
Pseudo strike
215.46
IV
27.9%
B/E move
4.2%

35Δ

Calls
Pseudo strike
227.58
IV
26.1%
B/E move
3.9%
Puts
Pseudo strike
217.51
IV
27.4%
B/E move
3.5%

40Δ

Calls
Pseudo strike
225.98
IV
26.5%
B/E move
3.5%
Puts
Pseudo strike
219.56
IV
26.8%
B/E move
2.8%

45Δ

Calls
Pseudo strike
224.37
IV
27.0%
B/E move
3.1%
Puts
Pseudo strike
221.18
IV
26.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
222.76
IV
27.4%
B/E move
2.7%
Puts
Pseudo strike
222.67
IV
25.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
221.16
IV
27.8%
B/E move
2.3%
Puts
Pseudo strike
224.16
IV
25.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
219.42
IV
28.3%
B/E move
1.9%
Puts
Pseudo strike
225.65
IV
24.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
217.33
IV
28.7%
B/E move
1.7%
Puts
Pseudo strike
227.15
IV
24.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
215.24
IV
29.2%
B/E move
1.4%
Puts
Pseudo strike
228.64
IV
23.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
213.15
IV
29.7%
B/E move
1.2%
Puts
Pseudo strike
230.25
IV
23.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
211.05
IV
30.2%
B/E move
0.9%
Puts
Pseudo strike
233.14
IV
24.0%
B/E move
0.4%

Options history

IV · four-Friday blend24.41%
Daily EOD
MTB22.1%23.4%24.6%2026-10-19: 23.11%2026-10-20: 23.22%2026-10-21: 23.21%2026-10-22: 22.86%2026-10-23: 22.86%2026-10-26: 22.72%2026-10-27: 22.72%2026-10-28: 22.70%2026-10-29: 22.31%2026-10-30: 24.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.11%
23.22%
23.21%
22.86%
22.86%
22.72%
22.72%
22.70%
22.31%
24.41%