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

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Market datapartial · fetched 2026-10-22T22:06:12.093Z

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 · 2026-10-22T21:41:41.52316002Z

FundamentalsAlpha Vantage · unavailable

Share price$9.90
1D-0.3%
AH$9.67$9.71$9.75$9.80$9.845:30 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)$0.14$2.35$4.56$6.77$8.98$5.92$7.57$9.21$10.86$12.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MFG spot · $9.90MFG PRICE$0.38$0.38$0.38$0.38$0.38$0.40$0.72$1.04$1.36$1.67$1.99$2.31$0.47$0.62$0.76$0.91$1.05$1.20$1.55$1.90$2.26$2.61$2.97$4.54$8.35
PutsExpensive2.62×
CallsExpensive1.78×
SkewBearish+49.35 pp
Implied moveBearish±$1.95
TiltBearish44.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.79124.4%26.1%
25Δ12.69104.3%31.9%8.23120.4%23.1%
30Δ12.0288.9%25.2%8.67116.5%20.1%
35Δ11.5075.4%20.0%9.11112.6%17.1%
40Δ10.9962.0%14.8%9.55108.7%14.1%
45Δ10.4748.6%9.5%9.99104.7%11.1%
50Δ9.9737.4%4.8%10.47106.4%9.9%
55Δ9.6247.2%4.5%10.95108.1%8.6%
60Δ9.2857.1%4.2%11.43109.8%7.4%
65Δ8.9367.0%3.9%11.91111.5%6.1%
70Δ8.5976.9%3.7%12.39113.2%4.8%
75Δ8.2586.7%3.4%14.03136.6%4.2%
80Δ7.9096.6%3.1%17.85187.5%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.79
IV
124.4%
B/E move
26.1%

25Δ

Calls
Pseudo strike
12.69
IV
104.3%
B/E move
31.9%
Puts
Pseudo strike
8.23
IV
120.4%
B/E move
23.1%

30Δ

Calls
Pseudo strike
12.02
IV
88.9%
B/E move
25.2%
Puts
Pseudo strike
8.67
IV
116.5%
B/E move
20.1%

35Δ

Calls
Pseudo strike
11.50
IV
75.4%
B/E move
20.0%
Puts
Pseudo strike
9.11
IV
112.6%
B/E move
17.1%

40Δ

Calls
Pseudo strike
10.99
IV
62.0%
B/E move
14.8%
Puts
Pseudo strike
9.55
IV
108.7%
B/E move
14.1%

45Δ

Calls
Pseudo strike
10.47
IV
48.6%
B/E move
9.5%
Puts
Pseudo strike
9.99
IV
104.7%
B/E move
11.1%

50Δ

Calls
Pseudo strike
9.97
IV
37.4%
B/E move
4.8%
Puts
Pseudo strike
10.47
IV
106.4%
B/E move
9.9%

55Δ

Calls
Pseudo strike
9.62
IV
47.2%
B/E move
4.5%
Puts
Pseudo strike
10.95
IV
108.1%
B/E move
8.6%

60Δ

Calls
Pseudo strike
9.28
IV
57.1%
B/E move
4.2%
Puts
Pseudo strike
11.43
IV
109.8%
B/E move
7.4%

65Δ

Calls
Pseudo strike
8.93
IV
67.0%
B/E move
3.9%
Puts
Pseudo strike
11.91
IV
111.5%
B/E move
6.1%

70Δ

Calls
Pseudo strike
8.59
IV
76.9%
B/E move
3.7%
Puts
Pseudo strike
12.39
IV
113.2%
B/E move
4.8%

75Δ

Calls
Pseudo strike
8.25
IV
86.7%
B/E move
3.4%
Puts
Pseudo strike
14.03
IV
136.6%
B/E move
4.2%

80Δ

Calls
Pseudo strike
7.90
IV
96.6%
B/E move
3.1%
Puts
Pseudo strike
17.85
IV
187.5%
B/E move
4.0%

Options history

No recorded observations