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Mizuho Financial Group, Inc. American Depositary Shares (Each representing one-fifth of an Ordinary Share) MFG

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:43:31.927Z

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 · 2026-11-12T00:37:02.490356709Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:43:31.556997+00:00

Share price$10.25
1D-0.1%
AH$10.10$10.13$10.17$10.20$10.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMFG
Sold putSold callAH

Mizuho Financial Group, Inc. American Depositary Shares (Each representing one-fifth of an Ordinary Share) options

Live interpolated MFG call and put midpoint premiums by absolute delta.Mizuho Financial Group, Inc. American Depositary Shares (Each representing one-fifth of an Ordinary Share)$0.37$0.85$1.34$1.83$2.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMFG PRICE$0.85$0.85$0.42$0.64$0.86$1.08$1.30$1.52$1.74$1.96$2.18
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ16.78374.3%72.0%
35Δ13.63288.6%41.3%
40Δ10.0283.5%6.3%
45Δ10.3086.9%5.7%
50Δ10.5890.3%5.2%
55Δ10.8693.7%4.6%
60Δ11.1497.1%4.0%
65Δ11.41100.5%3.4%
70Δ11.69104.0%2.9%
75Δ11.97107.4%2.3%
80Δ12.25110.8%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.78
IV
374.3%
B/E move
72.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.63
IV
288.6%
B/E move
41.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.02
IV
83.5%
B/E move
6.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.30
IV
86.9%
B/E move
5.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.58
IV
90.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.86
IV
93.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.14
IV
97.1%
B/E move
4.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.41
IV
100.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.69
IV
104.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.97
IV
107.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.25
IV
110.8%
B/E move
1.7%

Options history

IV · four-Friday blend59.12%
Daily EOD
MFG46.8%59.4%72.0%2026-10-20: 59.68%2026-10-21: 48.51%2026-10-22: 70.24%2026-10-26: 63.49%2026-10-27: 52.58%2026-10-28: 56.38%2026-10-29: 58.37%2026-10-30: 59.12%Oct 20Oct 26Oct 30
8 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
59.68%
48.51%
70.24%
63.49%
52.58%
56.38%
58.37%
59.12%