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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 2026-10-22T23:47:55.385Z

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 · 2026-10-22T23:00:00.002828906Z

FundamentalsAlpha Vantage · unavailable

Share price$9.71
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)$0.27$1.26$2.24$3.23$4.22$6.25$7.85$9.46$11.06$12.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MFG spot · $9.71MFG PRICE$0.38$0.38$0.38$0.38$0.42$0.73$1.04$1.35$1.66$1.97$2.28$2.59$0.44$0.57$0.71$0.84$0.97$1.11$1.30$1.61$1.93$2.24$2.55$2.87$3.93
PutsExpensive2.27×
CallsExpensive2.15×
SkewBearish+18.43 pp
Implied moveBearish±$2.03
TiltBearish21.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.70120.4%25.3%
25Δ12.48106.4%32.4%8.10116.2%22.5%
30Δ11.8490.4%25.8%8.51112.0%19.7%
35Δ11.2074.4%19.2%8.91107.8%16.9%
40Δ10.5558.3%12.5%9.32103.7%14.1%
45Δ9.9546.2%6.8%9.7299.5%11.3%
50Δ9.6257.9%6.5%10.1396.7%9.0%
55Δ9.2869.6%6.3%10.5696.8%7.9%
60Δ8.9481.3%6.0%10.9897.0%6.7%
65Δ8.6093.0%5.7%11.4197.2%5.6%
70Δ8.27104.7%5.4%11.8397.4%4.5%
75Δ7.93116.4%5.1%12.2597.6%3.3%
80Δ7.59128.1%4.9%13.40109.8%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.70
IV
120.4%
B/E move
25.3%

25Δ

Calls
Pseudo strike
12.48
IV
106.4%
B/E move
32.4%
Puts
Pseudo strike
8.10
IV
116.2%
B/E move
22.5%

30Δ

Calls
Pseudo strike
11.84
IV
90.4%
B/E move
25.8%
Puts
Pseudo strike
8.51
IV
112.0%
B/E move
19.7%

35Δ

Calls
Pseudo strike
11.20
IV
74.4%
B/E move
19.2%
Puts
Pseudo strike
8.91
IV
107.8%
B/E move
16.9%

40Δ

Calls
Pseudo strike
10.55
IV
58.3%
B/E move
12.5%
Puts
Pseudo strike
9.32
IV
103.7%
B/E move
14.1%

45Δ

Calls
Pseudo strike
9.95
IV
46.2%
B/E move
6.8%
Puts
Pseudo strike
9.72
IV
99.5%
B/E move
11.3%

50Δ

Calls
Pseudo strike
9.62
IV
57.9%
B/E move
6.5%
Puts
Pseudo strike
10.13
IV
96.7%
B/E move
9.0%

55Δ

Calls
Pseudo strike
9.28
IV
69.6%
B/E move
6.3%
Puts
Pseudo strike
10.56
IV
96.8%
B/E move
7.9%

60Δ

Calls
Pseudo strike
8.94
IV
81.3%
B/E move
6.0%
Puts
Pseudo strike
10.98
IV
97.0%
B/E move
6.7%

65Δ

Calls
Pseudo strike
8.60
IV
93.0%
B/E move
5.7%
Puts
Pseudo strike
11.41
IV
97.2%
B/E move
5.6%

70Δ

Calls
Pseudo strike
8.27
IV
104.7%
B/E move
5.4%
Puts
Pseudo strike
11.83
IV
97.4%
B/E move
4.5%

75Δ

Calls
Pseudo strike
7.93
IV
116.4%
B/E move
5.1%
Puts
Pseudo strike
12.25
IV
97.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
7.59
IV
128.1%
B/E move
4.9%
Puts
Pseudo strike
13.40
IV
109.8%
B/E move
2.5%

Options history

No recorded observations