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Midera Food Processing, Inc. Common Stock MFP

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Market datapartial · fetched 2026-10-22T22:04:55.625Z

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 · 2026-10-22T20:14:30.522328971Z

FundamentalsAlpha Vantage · unavailable

Share price$41.79
1D+1.2%
AH$39.81$40.34$40.88$41.41$41.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMFP
Sold putSold callAH

Midera Food Processing, Inc. Common Stock options

Live interpolated MFP call and put midpoint premiums by absolute delta.Midera Food Processing, Inc. Common Stock$0.69$4.12$7.55$10.97$14.40$30.40$35.78$41.16$46.54$51.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MFP spot · $41.79MFP PRICE$1.06$1.18$1.41$1.63$1.95$2.37$2.79$3.21$3.63$1.37$1.78$2.21$2.64$3.10$3.61$4.11$4.61$5.12$6.15$7.23$8.30$13.41
PutsExpensive1.48×
CallsExpensive1.29×
SkewBearish+10.74 pp
Implied moveBearish±$6.90
TiltBearish53.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.0491.8%31.9%34.8691.8%19.8%
25Δ49.5574.7%21.4%36.3988.3%17.2%
30Δ47.7569.9%17.6%37.8485.5%14.8%
35Δ45.9665.1%13.9%39.2882.8%12.3%
40Δ44.5662.6%11.3%40.5580.1%10.4%
45Δ43.6062.7%10.0%41.6577.6%9.0%
50Δ42.6462.8%8.7%42.7475.1%7.6%
55Δ41.6862.9%7.4%43.8472.6%6.1%
60Δ40.7263.0%6.1%44.9370.0%4.7%
65Δ46.3070.1%3.9%
70Δ47.7070.4%3.2%
75Δ49.0970.8%2.4%
80Δ54.2893.6%2.2%

20Δ

Calls
Pseudo strike
54.04
IV
91.8%
B/E move
31.9%
Puts
Pseudo strike
34.86
IV
91.8%
B/E move
19.8%

25Δ

Calls
Pseudo strike
49.55
IV
74.7%
B/E move
21.4%
Puts
Pseudo strike
36.39
IV
88.3%
B/E move
17.2%

30Δ

Calls
Pseudo strike
47.75
IV
69.9%
B/E move
17.6%
Puts
Pseudo strike
37.84
IV
85.5%
B/E move
14.8%

35Δ

Calls
Pseudo strike
45.96
IV
65.1%
B/E move
13.9%
Puts
Pseudo strike
39.28
IV
82.8%
B/E move
12.3%

40Δ

Calls
Pseudo strike
44.56
IV
62.6%
B/E move
11.3%
Puts
Pseudo strike
40.55
IV
80.1%
B/E move
10.4%

45Δ

Calls
Pseudo strike
43.60
IV
62.7%
B/E move
10.0%
Puts
Pseudo strike
41.65
IV
77.6%
B/E move
9.0%

50Δ

Calls
Pseudo strike
42.64
IV
62.8%
B/E move
8.7%
Puts
Pseudo strike
42.74
IV
75.1%
B/E move
7.6%

55Δ

Calls
Pseudo strike
41.68
IV
62.9%
B/E move
7.4%
Puts
Pseudo strike
43.84
IV
72.6%
B/E move
6.1%

60Δ

Calls
Pseudo strike
40.72
IV
63.0%
B/E move
6.1%
Puts
Pseudo strike
44.93
IV
70.0%
B/E move
4.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.30
IV
70.1%
B/E move
3.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.70
IV
70.4%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.09
IV
70.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.28
IV
93.6%
B/E move
2.2%

Options history

No recorded observations