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Mission Produce, Inc. Common Stock AVO

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Market datapartial · fetched 2026-10-22T17:34:09.817Z

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 · 2026-10-22T17:33:57.391713765Z

FundamentalsAlpha Vantage · unavailable

Share price$11.77
1D+1.5%
$11.57$11.66$11.75$11.84$11.925:30 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$0.05$1.22$2.40$3.58$4.75$9.08$10.56$12.04$13.52$15.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVO spot · $11.77AVO PRICE$0.17$0.22$0.26$0.38$0.77$1.15$1.54$1.92$2.31$2.69$3.08$3.47$3.85$0.38$0.43$0.49$0.55$0.61$0.67$0.73$0.79$0.86$0.92$1.59$3.00$4.41
PutsExpensive1.33×
CallsExpensive1.72×
SkewBullish-16.29 pp
Implied moveBullish±$2.27
TiltBullish17.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.8951.7%19.5%9.7195.9%20.7%
25Δ13.3948.5%15.6%10.2281.0%16.8%
30Δ12.8945.3%11.8%10.4976.1%15.0%
35Δ12.4144.8%8.6%10.7671.2%13.3%
40Δ11.9654.7%8.1%11.0266.3%11.5%
45Δ11.5164.6%7.6%11.2961.5%9.8%
50Δ11.0674.5%7.0%11.5656.6%8.0%
55Δ10.6184.4%6.5%11.8251.7%6.3%
60Δ10.1694.3%6.0%12.0946.8%4.6%
65Δ9.72104.2%5.4%12.3641.9%2.8%
70Δ9.27114.1%4.9%13.1645.6%1.7%
75Δ8.82124.0%4.4%14.6159.5%1.4%
80Δ8.37134.0%3.8%16.0673.3%1.1%

20Δ

Calls
Pseudo strike
13.89
IV
51.7%
B/E move
19.5%
Puts
Pseudo strike
9.71
IV
95.9%
B/E move
20.7%

25Δ

Calls
Pseudo strike
13.39
IV
48.5%
B/E move
15.6%
Puts
Pseudo strike
10.22
IV
81.0%
B/E move
16.8%

30Δ

Calls
Pseudo strike
12.89
IV
45.3%
B/E move
11.8%
Puts
Pseudo strike
10.49
IV
76.1%
B/E move
15.0%

35Δ

Calls
Pseudo strike
12.41
IV
44.8%
B/E move
8.6%
Puts
Pseudo strike
10.76
IV
71.2%
B/E move
13.3%

40Δ

Calls
Pseudo strike
11.96
IV
54.7%
B/E move
8.1%
Puts
Pseudo strike
11.02
IV
66.3%
B/E move
11.5%

45Δ

Calls
Pseudo strike
11.51
IV
64.6%
B/E move
7.6%
Puts
Pseudo strike
11.29
IV
61.5%
B/E move
9.8%

50Δ

Calls
Pseudo strike
11.06
IV
74.5%
B/E move
7.0%
Puts
Pseudo strike
11.56
IV
56.6%
B/E move
8.0%

55Δ

Calls
Pseudo strike
10.61
IV
84.4%
B/E move
6.5%
Puts
Pseudo strike
11.82
IV
51.7%
B/E move
6.3%

60Δ

Calls
Pseudo strike
10.16
IV
94.3%
B/E move
6.0%
Puts
Pseudo strike
12.09
IV
46.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
9.72
IV
104.2%
B/E move
5.4%
Puts
Pseudo strike
12.36
IV
41.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
9.27
IV
114.1%
B/E move
4.9%
Puts
Pseudo strike
13.16
IV
45.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
8.82
IV
124.0%
B/E move
4.4%
Puts
Pseudo strike
14.61
IV
59.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
8.37
IV
134.0%
B/E move
3.8%
Puts
Pseudo strike
16.06
IV
73.3%
B/E move
1.1%

Options history

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