MBI · Mbia Inc

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$5.66 -0.10 (-1.74%) At close · Jul 24

Market Cap

$293.38M

50.93M

Options Chain

15-min delayed Underlying $5.66 · today Options Calculator

Positioning

Aug 21, 2026 · 27 days to expiry · 30 contracts

Put / call OI

0.72

Balanced positioning

Open interest

19,319

contracts outstanding

Volume

411

traded today

Max pain

$5.00

$0.66 below spot

ATM implied vol

58.8%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 27d Sep 18 55d Nov 20 118d Dec 18 146d Jan 15 174d Feb 19 209d Jan 21 545d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
4	4	495.8%	0.975	$4.85		—	—	—	—	0
Call · $1 In the money Last $4.85 Breakeven $5.85 Implied vol 495.8% Delta 0.975 ≈97% ITM Gamma 0.007 Theta -0.008 Vega 0.001 Open interest 4 Model this call Put · $1 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	5	301.1%	0.953	$4.60		—	—	—	—	0
Call · $2 In the money Last $4.60 Breakeven $6.60 Implied vol 301.1% Delta 0.953 ≈95% ITM Gamma 0.021 Theta -0.009 Vega 0.001 Open interest 3 Model this call Put · $2 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	198.1%	0.926	$2.73		—	—	—	—	0
Call · $3 In the money Last $2.73 Breakeven $5.73 Implied vol 198.1% Delta 0.926 ≈93% ITM Gamma 0.046 Theta -0.008 Vega 0.002 Open interest 1 Model this call Put · $3 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	1	180.1%	0.831	$2.00		$0.26	—	—	50	50
Call · $4 In the money Last $2.00 Breakeven $6.00 Implied vol 180.1% Delta 0.831 ≈83% ITM Gamma 0.091 Theta -0.013 Vega 0.004 Open interest 2 Model this call Put · $4 Last $0.26 Breakeven $3.74 Implied vol — Delta — Gamma — Theta — Vega — Open interest 50 Model this put
4.5k	40	73.3%	0.766	$1.68		$0.14	-0.188	57.1%	10	6.5k
Call · $5 In the money Last $1.68 Breakeven $6.68 Implied vol 73.3% Delta 0.766 ≈77% ITM Gamma 0.269 Theta -0.007 Vega 0.005 Open interest 4.5k Model this call Put · $5 Last $0.14 Breakeven $4.86 Implied vol 57.1% Delta -0.188 ≈19% ITM Gamma 0.307 Theta -0.004 Vega 0.004 Open interest 6.5k Model this put
Underlying $5.66
3.4k	20	65.1%	0.412	$0.83		$0.40	-0.626	52.6%	150	1.4k
Call · $6 Last $0.83 Breakeven $6.83 Implied vol 65.1% Delta 0.412 ≈41% ITM Gamma 0.389 Theta -0.007 Vega 0.006 Open interest 3.4k Model this call Put · $6 In the money Last $0.40 Breakeven $5.60 Implied vol 52.6% Delta -0.626 ≈63% ITM Gamma 0.474 Theta -0.005 Vega 0.006 Open interest 1.4k Model this put
2.1k	4	73.6%	0.175	$0.05		$0.73	-0.947	48%	50	155
Call · $7 Last $0.05 Breakeven $7.05 Implied vol 73.6% Delta 0.175 ≈17% ITM Gamma 0.225 Theta -0.005 Vega 0.005 Open interest 2.1k Model this call Put · $7 In the money Last $0.73 Breakeven $6.27 Implied vol 48% Delta -0.947 ≈95% ITM Gamma 0.18 Theta -0.001 Vega 0.002 Open interest 155 Model this put
1.1k	35	115.6%	0.176	$0.05		—	—	—	—	0
Call · $8 Last $0.05 Breakeven $8.05 Implied vol 115.6% Delta 0.176 ≈18% ITM Gamma 0.145 Theta -0.009 Vega 0.005 Open interest 1.1k Model this call Put · $8 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
32	7	—	—	$0.05		$2.73	—	—	2	1
Call · $9 Last $0.05 Breakeven $9.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 32 Model this call Put · $9 In the money Last $2.73 Breakeven $6.27 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
40	5	—	—	$0.13		$3.15	—	—	2	1
Call · $10 Last $0.13 Breakeven $10.13 Implied vol — Delta — Gamma — Theta — Vega — Open interest 40 Model this call Put · $10 In the money Last $3.15 Breakeven $6.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
4	4	—	—	$0.45		$4.25	—	—	4	0
Call · $11 Last $0.45 Breakeven $11.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $11 In the money Last $4.25 Breakeven $6.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$5.24	—	—	2	0
Call · $12 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $12 In the money Last $5.24 Breakeven $6.76 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$6.85	—	—	6	0
Call · $13 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $13 In the money Last $6.85 Breakeven $6.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$7.80	—	—	6	0
Call · $14 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $14 In the money Last $7.80 Breakeven $6.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$8.15	—	—	2	0
Call · $15 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $15 In the money Last $8.15 Breakeven $6.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 814585 CUSIP 55262C100 13F (30d) 19 filings 19 filers Visit website Investor relations