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Mission Produce, Inc. Common Stock AVO

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Market datapartial · fetched 2026-10-22T23:42:50.656Z

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 · 2026-10-22T20:00:03.180431701Z

FundamentalsAlpha Vantage · unavailable

Share price$11.82
1D+1.9%
AH$11.57$11.66$11.75$11.84$11.925:30 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$0.05$1.06$2.07$3.08$4.09$9.21$10.62$12.03$13.44$14.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVO spot · $11.82AVO PRICE$0.16$0.19$0.23$0.43$0.80$1.18$1.55$1.93$2.30$2.68$3.05$3.43$3.80$0.38$0.43$0.50$0.56$0.63$0.69$0.76$0.82$0.88$0.95$1.44$1.94$2.44
PutsExpensive1.30×
CallsExpensive1.60×
SkewBullish-12.49 pp
Implied moveBullish±$2.31
TiltBullish27.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.8348.5%18.3%9.8193.6%20.2%
25Δ13.3044.0%14.2%10.2582.1%16.9%
30Δ12.7739.5%10.0%10.5377.1%15.1%
35Δ12.2941.7%7.6%10.8172.1%13.3%
40Δ11.8651.1%7.2%11.0967.1%11.4%
45Δ11.4360.4%6.7%11.3762.1%9.6%
50Δ11.0069.8%6.2%11.6657.1%7.8%
55Δ10.5779.2%5.7%11.9452.1%6.0%
60Δ10.1488.6%5.3%12.2247.1%4.1%
65Δ9.7197.9%4.8%12.5042.1%2.3%
70Δ9.28107.3%4.3%13.0347.0%1.9%
75Δ8.85116.7%3.9%13.5752.0%1.6%
80Δ8.42126.0%3.4%14.1157.1%1.2%

20Δ

Calls
Pseudo strike
13.83
IV
48.5%
B/E move
18.3%
Puts
Pseudo strike
9.81
IV
93.6%
B/E move
20.2%

25Δ

Calls
Pseudo strike
13.30
IV
44.0%
B/E move
14.2%
Puts
Pseudo strike
10.25
IV
82.1%
B/E move
16.9%

30Δ

Calls
Pseudo strike
12.77
IV
39.5%
B/E move
10.0%
Puts
Pseudo strike
10.53
IV
77.1%
B/E move
15.1%

35Δ

Calls
Pseudo strike
12.29
IV
41.7%
B/E move
7.6%
Puts
Pseudo strike
10.81
IV
72.1%
B/E move
13.3%

40Δ

Calls
Pseudo strike
11.86
IV
51.1%
B/E move
7.2%
Puts
Pseudo strike
11.09
IV
67.1%
B/E move
11.4%

45Δ

Calls
Pseudo strike
11.43
IV
60.4%
B/E move
6.7%
Puts
Pseudo strike
11.37
IV
62.1%
B/E move
9.6%

50Δ

Calls
Pseudo strike
11.00
IV
69.8%
B/E move
6.2%
Puts
Pseudo strike
11.66
IV
57.1%
B/E move
7.8%

55Δ

Calls
Pseudo strike
10.57
IV
79.2%
B/E move
5.7%
Puts
Pseudo strike
11.94
IV
52.1%
B/E move
6.0%

60Δ

Calls
Pseudo strike
10.14
IV
88.6%
B/E move
5.3%
Puts
Pseudo strike
12.22
IV
47.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
9.71
IV
97.9%
B/E move
4.8%
Puts
Pseudo strike
12.50
IV
42.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
9.28
IV
107.3%
B/E move
4.3%
Puts
Pseudo strike
13.03
IV
47.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
8.85
IV
116.7%
B/E move
3.9%
Puts
Pseudo strike
13.57
IV
52.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
8.42
IV
126.0%
B/E move
3.4%
Puts
Pseudo strike
14.11
IV
57.1%
B/E move
1.2%

Options history

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