IntraAlpha
Create free account Start free

Mistras Group Inc. MG

i

Market datapartial · fetched 2026-10-23T22:25:12.212Z

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 · 2026-10-23T20:10:00.003641617Z

FundamentalsAlpha Vantage · unavailable

Share price$21.53
1D+1.2%
AH$21.21$21.37$21.54$21.70$21.875:30 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.$0.20$1.00$1.79$2.58$3.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMG PRICE$0.29$0.38$0.47$0.56$0.68$0.86$1.03$1.20$1.38$1.55$1.72$1.90$2.71$2.28$2.45$2.63$2.80$2.98$3.15
PutsExpensive2.14×
CallsExpensive1.45×
SkewBearish+18.22 pp
Implied move——
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.0939.9%13.3%
25Δ23.6640.4%11.7%
30Δ23.2240.9%10.1%
35Δ22.7941.4%8.5%
40Δ22.3941.7%7.2%
45Δ22.0641.7%6.5%
50Δ21.7441.7%5.7%
55Δ21.4141.7%5.0%22.5671.9%5.8%
60Δ21.0841.6%4.3%22.9167.2%5.0%
65Δ20.7641.6%3.6%23.2662.6%4.2%
70Δ20.4341.6%2.9%23.6058.0%3.4%
75Δ20.1041.6%2.2%23.9553.4%2.6%
80Δ19.2151.2%1.8%24.3048.7%1.8%

20Δ

Calls
Pseudo strike
24.09
IV
39.9%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
23.66
IV
40.4%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
23.22
IV
40.9%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
22.79
IV
41.4%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
22.39
IV
41.7%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
22.06
IV
41.7%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
21.74
IV
41.7%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
21.41
IV
41.7%
B/E move
5.0%
Puts
Pseudo strike
22.56
IV
71.9%
B/E move
5.8%

60Δ

Calls
Pseudo strike
21.08
IV
41.6%
B/E move
4.3%
Puts
Pseudo strike
22.91
IV
67.2%
B/E move
5.0%

65Δ

Calls
Pseudo strike
20.76
IV
41.6%
B/E move
3.6%
Puts
Pseudo strike
23.26
IV
62.6%
B/E move
4.2%

70Δ

Calls
Pseudo strike
20.43
IV
41.6%
B/E move
2.9%
Puts
Pseudo strike
23.60
IV
58.0%
B/E move
3.4%

75Δ

Calls
Pseudo strike
20.10
IV
41.6%
B/E move
2.2%
Puts
Pseudo strike
23.95
IV
53.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
19.21
IV
51.2%
B/E move
1.8%
Puts
Pseudo strike
24.30
IV
48.7%
B/E move
1.8%

Options history

No recorded observations