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Mission Produce, Inc. Common Stock AVO

i

Market dataready · fetched 2026-11-12T01:01:13.211Z

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 · 2026-11-11T21:00:02.284281867Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T01:01:12.721742+00:00

Share price$11.78
1D+0.3%
AH$11.67$11.71$11.75$11.78$11.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVO
Sold putSold callAH

Mission Produce, Inc. Common Stock options

Live interpolated AVO call and put midpoint premiums by absolute delta.Mission Produce, Inc. Common Stock$0.33$0.69$1.05$1.41$1.77$6.59$8.47$10.35$12.22$14.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVO spot · $11.78AVO PRICE$0.37$0.48$0.58$0.69$0.80$0.91$1.02$1.13$1.23$1.34$1.45$1.56$1.67$0.44$0.46$0.48$0.51$0.53$0.56$0.58$0.60$0.63$0.65$0.67$0.70$0.72
PutsExpensive5.87×
CallsExpensive2.05×
SkewBearish+156.61 pp
Implied moveBullish±$1.60
TiltBullish27.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.0786.2%22.6%6.25417.7%50.6%
25Δ13.7886.3%21.0%6.73388.6%46.8%
30Δ13.4986.4%19.5%7.20359.6%43.0%
35Δ13.1986.6%17.9%7.67330.6%39.2%
40Δ12.9086.7%16.3%8.14301.6%35.4%
45Δ12.6186.8%14.8%8.61272.6%31.6%
50Δ12.3287.0%13.2%9.08243.6%27.8%
55Δ12.0287.1%11.6%9.55214.6%24.0%
60Δ11.7387.2%10.1%10.03185.6%20.2%
65Δ11.4487.4%8.5%10.50156.5%16.4%
70Δ11.1587.5%6.9%10.97127.5%12.6%
75Δ10.8687.7%5.4%11.4498.5%8.8%
80Δ10.5687.8%3.8%11.9169.5%5.0%

20Δ

Calls
Pseudo strike
14.07
IV
86.2%
B/E move
22.6%
Puts
Pseudo strike
6.25
IV
417.7%
B/E move
50.6%

25Δ

Calls
Pseudo strike
13.78
IV
86.3%
B/E move
21.0%
Puts
Pseudo strike
6.73
IV
388.6%
B/E move
46.8%

30Δ

Calls
Pseudo strike
13.49
IV
86.4%
B/E move
19.5%
Puts
Pseudo strike
7.20
IV
359.6%
B/E move
43.0%

35Δ

Calls
Pseudo strike
13.19
IV
86.6%
B/E move
17.9%
Puts
Pseudo strike
7.67
IV
330.6%
B/E move
39.2%

40Δ

Calls
Pseudo strike
12.90
IV
86.7%
B/E move
16.3%
Puts
Pseudo strike
8.14
IV
301.6%
B/E move
35.4%

45Δ

Calls
Pseudo strike
12.61
IV
86.8%
B/E move
14.8%
Puts
Pseudo strike
8.61
IV
272.6%
B/E move
31.6%

50Δ

Calls
Pseudo strike
12.32
IV
87.0%
B/E move
13.2%
Puts
Pseudo strike
9.08
IV
243.6%
B/E move
27.8%

55Δ

Calls
Pseudo strike
12.02
IV
87.1%
B/E move
11.6%
Puts
Pseudo strike
9.55
IV
214.6%
B/E move
24.0%

60Δ

Calls
Pseudo strike
11.73
IV
87.2%
B/E move
10.1%
Puts
Pseudo strike
10.03
IV
185.6%
B/E move
20.2%

65Δ

Calls
Pseudo strike
11.44
IV
87.4%
B/E move
8.5%
Puts
Pseudo strike
10.50
IV
156.5%
B/E move
16.4%

70Δ

Calls
Pseudo strike
11.15
IV
87.5%
B/E move
6.9%
Puts
Pseudo strike
10.97
IV
127.5%
B/E move
12.6%

75Δ

Calls
Pseudo strike
10.86
IV
87.7%
B/E move
5.4%
Puts
Pseudo strike
11.44
IV
98.5%
B/E move
8.8%

80Δ

Calls
Pseudo strike
10.56
IV
87.8%
B/E move
3.8%
Puts
Pseudo strike
11.91
IV
69.5%
B/E move
5.0%

Options history

IV · four-Friday blend47.49%
Daily close
AVO36.6%57.8%79.1%2026-08-25: 50.48%2026-08-26: 49.36%2026-08-27: 48.89%2026-08-28: 49.32%2026-09-01: 51.82%2026-09-04: 49.92%2026-09-08: 55.77%2026-09-15: 58.05%2026-09-16: 76.13%2026-09-18: 52.37%2026-09-24: 45.43%2026-10-16: 39.57%2026-10-20: 45.08%2026-10-26: 47.49%Aug 25Sep 8Oct 26
14 observations2026-08-25 — 2026-10-26
Table
DateIV (%)
50.48%
49.36%
48.89%
49.32%
51.82%
49.92%
55.77%
58.05%
76.13%
52.37%
45.43%
39.57%
45.08%
47.49%