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Mistras Group Inc. MG

i

Market dataready · fetched 2026-11-12T02:34:35.787Z

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 · 2026-11-12T00:00:00.001524189Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:34:35.406197+00:00

Share price$20.18
1D+0.0%
AH$20.17$20.18$20.19$20.20$20.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMG
Sold putSold callAH

Mistras Group Inc. options

Live interpolated MG call and put midpoint premiums by absolute delta.Mistras Group Inc.$0.61$2.47$4.34$6.20$8.07$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —OPTION PRICEMG PRICE$0.81$1.73$2.65$2.72$2.80$2.88$2.97$3.05$3.13$3.22$3.30$3.38$4.12$5.48$6.54$7.53
PutsExpensive62.11×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.78624.1%65.0%
25Δ11.28569.0%58.0%
30Δ12.77513.9%51.0%
35Δ14.27458.8%44.0%
40Δ15.77403.7%37.0%
45Δ17.27348.5%30.0%
50Δ18.76293.4%23.0%
55Δ20.26238.3%15.9%
60Δ21.76183.2%8.9%
65Δ23.24167.6%5.2%
70Δ19.4926.3%0.6%24.71190.6%4.7%
75Δ18.5747.3%0.6%25.94189.4%3.9%
80Δ17.6568.3%0.6%27.12182.2%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.78
IV
624.1%
B/E move
65.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.28
IV
569.0%
B/E move
58.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.77
IV
513.9%
B/E move
51.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.27
IV
458.8%
B/E move
44.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.77
IV
403.7%
B/E move
37.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.27
IV
348.5%
B/E move
30.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.76
IV
293.4%
B/E move
23.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.26
IV
238.3%
B/E move
15.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.76
IV
183.2%
B/E move
8.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.24
IV
167.6%
B/E move
5.2%

70Δ

Calls
Pseudo strike
19.49
IV
26.3%
B/E move
0.6%
Puts
Pseudo strike
24.71
IV
190.6%
B/E move
4.7%

75Δ

Calls
Pseudo strike
18.57
IV
47.3%
B/E move
0.6%
Puts
Pseudo strike
25.94
IV
189.4%
B/E move
3.9%

80Δ

Calls
Pseudo strike
17.65
IV
68.3%
B/E move
0.6%
Puts
Pseudo strike
27.12
IV
182.2%
B/E move
2.9%

Options history

IV · four-Friday blend46.88%
Daily EOD
MG37.9%42.7%47.5%2026-10-19: 40.75%2026-10-21: 43.43%2026-10-22: 38.52%2026-10-23: 41.01%2026-10-26: 46.88%Oct 19Oct 22Oct 26
5 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
40.75%
43.43%
38.52%
41.01%
46.88%