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MGP Ingredients Inc MGPI

CONSUMER DEFENSIVE · BEVERAGES - WINERIES & DISTILLERIES
i

Market dataready · fetched 2026-10-22T20:47:34.447Z

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 · 2026-10-22T20:00:01.781099026Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:47:32.727836+00:00

Share price$16.25
1D+7.9%
AH$14.96$15.31$15.66$16.00$16.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMGPI
Sold putSold callAH

MGP Ingredients Inc options

Live interpolated MGPI call and put midpoint premiums by absolute delta.MGP Ingredients Inc$0.23$2.43$4.64$6.84$9.05$10.98$13.19$15.39$17.60$19.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGPI spot · $16.25MGPI PRICE$0.60$0.56$0.53$0.52$0.62$0.73$0.83$0.93$1.04$1.14$1.25$1.35$1.45$0.46$0.54$0.66$1.06$1.45$1.85$2.25$2.67$3.24$3.80$4.37$7.75$8.41
PutsExpensive2.18×
CallsExpensive1.15×
SkewBearish+37.47 pp
Implied moveBearish±$3.08
TiltBearish53.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.82141.2%56.4%13.4986.4%19.9%
25Δ22.21109.5%40.2%14.3174.6%15.3%
30Δ19.6177.8%23.9%15.0865.8%11.3%
35Δ17.4551.7%10.6%15.5873.2%10.6%
40Δ17.1850.0%9.6%16.0880.7%10.0%
45Δ16.9248.2%8.6%16.5888.1%9.3%
50Δ16.6546.4%7.6%17.0895.5%8.7%
55Δ16.3944.7%6.6%17.63101.8%8.0%
60Δ16.1242.9%5.6%18.38102.7%6.8%
65Δ15.8541.2%4.6%19.13103.6%5.6%
70Δ15.5939.4%3.6%19.89104.5%4.5%
75Δ15.3237.7%2.6%23.25142.9%4.7%
80Δ15.0635.9%1.6%24.14134.1%3.2%

20Δ

Calls
Pseudo strike
24.82
IV
141.2%
B/E move
56.4%
Puts
Pseudo strike
13.49
IV
86.4%
B/E move
19.9%

25Δ

Calls
Pseudo strike
22.21
IV
109.5%
B/E move
40.2%
Puts
Pseudo strike
14.31
IV
74.6%
B/E move
15.3%

30Δ

Calls
Pseudo strike
19.61
IV
77.8%
B/E move
23.9%
Puts
Pseudo strike
15.08
IV
65.8%
B/E move
11.3%

35Δ

Calls
Pseudo strike
17.45
IV
51.7%
B/E move
10.6%
Puts
Pseudo strike
15.58
IV
73.2%
B/E move
10.6%

40Δ

Calls
Pseudo strike
17.18
IV
50.0%
B/E move
9.6%
Puts
Pseudo strike
16.08
IV
80.7%
B/E move
10.0%

45Δ

Calls
Pseudo strike
16.92
IV
48.2%
B/E move
8.6%
Puts
Pseudo strike
16.58
IV
88.1%
B/E move
9.3%

50Δ

Calls
Pseudo strike
16.65
IV
46.4%
B/E move
7.6%
Puts
Pseudo strike
17.08
IV
95.5%
B/E move
8.7%

55Δ

Calls
Pseudo strike
16.39
IV
44.7%
B/E move
6.6%
Puts
Pseudo strike
17.63
IV
101.8%
B/E move
8.0%

60Δ

Calls
Pseudo strike
16.12
IV
42.9%
B/E move
5.6%
Puts
Pseudo strike
18.38
IV
102.7%
B/E move
6.8%

65Δ

Calls
Pseudo strike
15.85
IV
41.2%
B/E move
4.6%
Puts
Pseudo strike
19.13
IV
103.6%
B/E move
5.6%

70Δ

Calls
Pseudo strike
15.59
IV
39.4%
B/E move
3.6%
Puts
Pseudo strike
19.89
IV
104.5%
B/E move
4.5%

75Δ

Calls
Pseudo strike
15.32
IV
37.7%
B/E move
2.6%
Puts
Pseudo strike
23.25
IV
142.9%
B/E move
4.7%

80Δ

Calls
Pseudo strike
15.06
IV
35.9%
B/E move
1.6%
Puts
Pseudo strike
24.14
IV
134.1%
B/E move
3.2%

Options history

No recorded observations