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Mistras Group Inc. MG

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Market datapartial · fetched 2026-10-22T14:49:44.632Z

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 · 2026-10-22T14:48:37.574263805Z

FundamentalsAlpha Vantage · unavailable

Share price$21.23
1D-0.3%
$21.21$21.29$21.37$21.44$21.525:30 AM6:30 AM9:00 AM1:00 PMMG
Sold putSold call

Mistras Group Inc. options

Live interpolated MG call and put midpoint premiums by absolute delta.Mistras Group Inc.$0.34$3.28$6.22$9.15$12.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMG PRICE$0.65$0.97$1.29$1.61$1.92$2.24$2.56$2.87$3.19$3.51$3.90$6.35$8.80$11.25
PutsExpensive2.87×
CallsExpensive1.39×
SkewBearish+43.77 pp
Implied move——
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ22.1537.2%7.4%
40Δ21.7139.7%6.8%
45Δ21.2742.2%6.3%
50Δ20.8444.7%5.7%
55Δ20.4047.2%5.1%
60Δ19.9649.7%4.6%
65Δ19.5252.2%4.0%24.4566.8%3.2%
70Δ19.0954.7%3.4%26.9783.8%2.8%
75Δ18.6557.2%2.9%29.49100.7%2.5%
80Δ18.2159.7%2.3%32.01117.7%2.2%

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

35Δ

Calls
Pseudo strike
22.15
IV
37.2%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
21.71
IV
39.7%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
21.27
IV
42.2%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
20.84
IV
44.7%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
20.40
IV
47.2%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.96
IV
49.7%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
19.52
IV
52.2%
B/E move
4.0%
Puts
Pseudo strike
24.45
IV
66.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
19.09
IV
54.7%
B/E move
3.4%
Puts
Pseudo strike
26.97
IV
83.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
18.65
IV
57.2%
B/E move
2.9%
Puts
Pseudo strike
29.49
IV
100.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
18.21
IV
59.7%
B/E move
2.3%
Puts
Pseudo strike
32.01
IV
117.7%
B/E move
2.2%

Options history

No recorded observations