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Mission Produce, Inc. Common Stock AVO

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Market datapartial · fetched 2026-10-22T15:30:02.761Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:29:45.028156452Z

FundamentalsAlpha Vantage · unavailable

Share price$11.80
1D+1.8%
$11.58$11.64$11.71$11.77$11.845:30 AM6:30 AM9:00 AM1:00 PMAVO
Sold putSold call

Mission Produce, Inc. Common Stock options

Live interpolated AVO call and put midpoint premiums by absolute delta.Mission Produce, Inc. Common Stock$0.04$1.06$2.09$3.11$4.13$9.21$10.62$12.04$13.46$14.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVO spot · $11.80AVO PRICE$0.15$0.18$0.22$0.51$0.88$1.25$1.62$1.99$2.36$2.73$3.10$3.47$3.84$0.38$0.43$0.49$0.56$0.62$0.68$0.75$0.81$0.87$0.94$1.33$1.82$2.31
PutsExpensive1.28×
CallsExpensive1.64×
SkewBullish-14.47 pp
Implied moveBullish±$2.37
TiltBullish30.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.7547.0%17.8%9.7794.1%20.4%
25Δ13.1941.9%13.3%10.2481.3%16.9%
30Δ12.6236.8%8.8%10.5276.4%15.1%
35Δ12.1743.0%7.5%10.7971.5%13.3%
40Δ11.7552.6%7.0%11.0766.6%11.5%
45Δ11.3362.1%6.6%11.3461.7%9.7%
50Δ10.9071.6%6.1%11.6256.8%7.9%
55Δ10.4881.1%5.7%11.8951.8%6.1%
60Δ10.0690.7%5.3%12.1746.9%4.3%
65Δ9.64100.2%4.8%12.4442.0%2.5%
70Δ9.21109.7%4.4%12.9244.6%1.8%
75Δ8.79119.2%3.9%13.4549.2%1.5%
80Δ8.37128.8%3.5%13.9853.7%1.1%

20Δ

Calls
Pseudo strike
13.75
IV
47.0%
B/E move
17.8%
Puts
Pseudo strike
9.77
IV
94.1%
B/E move
20.4%

25Δ

Calls
Pseudo strike
13.19
IV
41.9%
B/E move
13.3%
Puts
Pseudo strike
10.24
IV
81.3%
B/E move
16.9%

30Δ

Calls
Pseudo strike
12.62
IV
36.8%
B/E move
8.8%
Puts
Pseudo strike
10.52
IV
76.4%
B/E move
15.1%

35Δ

Calls
Pseudo strike
12.17
IV
43.0%
B/E move
7.5%
Puts
Pseudo strike
10.79
IV
71.5%
B/E move
13.3%

40Δ

Calls
Pseudo strike
11.75
IV
52.6%
B/E move
7.0%
Puts
Pseudo strike
11.07
IV
66.6%
B/E move
11.5%

45Δ

Calls
Pseudo strike
11.33
IV
62.1%
B/E move
6.6%
Puts
Pseudo strike
11.34
IV
61.7%
B/E move
9.7%

50Δ

Calls
Pseudo strike
10.90
IV
71.6%
B/E move
6.1%
Puts
Pseudo strike
11.62
IV
56.8%
B/E move
7.9%

55Δ

Calls
Pseudo strike
10.48
IV
81.1%
B/E move
5.7%
Puts
Pseudo strike
11.89
IV
51.8%
B/E move
6.1%

60Δ

Calls
Pseudo strike
10.06
IV
90.7%
B/E move
5.3%
Puts
Pseudo strike
12.17
IV
46.9%
B/E move
4.3%

65Δ

Calls
Pseudo strike
9.64
IV
100.2%
B/E move
4.8%
Puts
Pseudo strike
12.44
IV
42.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
9.21
IV
109.7%
B/E move
4.4%
Puts
Pseudo strike
12.92
IV
44.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
8.79
IV
119.2%
B/E move
3.9%
Puts
Pseudo strike
13.45
IV
49.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
8.37
IV
128.8%
B/E move
3.5%
Puts
Pseudo strike
13.98
IV
53.7%
B/E move
1.1%

Options history

AVO45.0445.0845.132026-10-20: 45.08%Oct 20Oct 20
Table
DateIV
45.08%