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Mitek Systems, Inc. Common Stock MITK

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Market datapartial · fetched 2026-10-22T15:59:37.371Z

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 · 2026-10-22T15:56:44.912513662Z

FundamentalsAlpha Vantage · unavailable

Share price$17.95
1D-1.4%
$17.82$17.92$18.02$18.13$18.235:30 AM6:30 AM9:00 AM1:00 PMMITK
Sold putSold call

Mitek Systems, Inc. Common Stock options

Live interpolated MITK call and put midpoint premiums by absolute delta.Mitek Systems, Inc. Common Stock$0.22$1.30$2.38$3.46$4.54$13.50$15.77$18.03$20.30$22.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MITK spot · $17.95MITK PRICE$0.34$0.44$0.54$0.70$0.86$1.02$1.18$1.34$1.51$1.92$2.34$2.76$3.17$0.41$0.55$0.69$0.83$0.97$1.29$1.60$1.92$2.23$2.55$3.03$3.63$4.23
PutsCheap0.92×
CallsCheap0.88×
SkewNeutral+0.18 pp
Implied moveBearish±$2.79
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.4162.3%21.2%15.6960.4%14.9%
25Δ20.7262.0%17.9%16.1460.6%13.2%
30Δ20.0361.7%14.6%16.5960.7%11.4%
35Δ19.6061.7%13.1%17.0460.8%9.7%
40Δ19.1861.8%11.6%17.4960.9%8.0%
45Δ18.7661.8%10.2%17.9662.4%7.1%
50Δ18.3361.9%8.7%18.4264.0%6.3%
55Δ17.9161.9%7.3%18.8965.6%5.5%
60Δ17.4962.0%5.8%19.3567.1%4.6%
65Δ16.9465.5%5.1%19.8168.7%3.8%
70Δ16.3968.9%4.4%20.4369.6%3.1%
75Δ15.8572.3%3.6%21.1570.2%2.4%
80Δ15.3075.7%2.9%21.8770.7%1.7%

20Δ

Calls
Pseudo strike
21.41
IV
62.3%
B/E move
21.2%
Puts
Pseudo strike
15.69
IV
60.4%
B/E move
14.9%

25Δ

Calls
Pseudo strike
20.72
IV
62.0%
B/E move
17.9%
Puts
Pseudo strike
16.14
IV
60.6%
B/E move
13.2%

30Δ

Calls
Pseudo strike
20.03
IV
61.7%
B/E move
14.6%
Puts
Pseudo strike
16.59
IV
60.7%
B/E move
11.4%

35Δ

Calls
Pseudo strike
19.60
IV
61.7%
B/E move
13.1%
Puts
Pseudo strike
17.04
IV
60.8%
B/E move
9.7%

40Δ

Calls
Pseudo strike
19.18
IV
61.8%
B/E move
11.6%
Puts
Pseudo strike
17.49
IV
60.9%
B/E move
8.0%

45Δ

Calls
Pseudo strike
18.76
IV
61.8%
B/E move
10.2%
Puts
Pseudo strike
17.96
IV
62.4%
B/E move
7.1%

50Δ

Calls
Pseudo strike
18.33
IV
61.9%
B/E move
8.7%
Puts
Pseudo strike
18.42
IV
64.0%
B/E move
6.3%

55Δ

Calls
Pseudo strike
17.91
IV
61.9%
B/E move
7.3%
Puts
Pseudo strike
18.89
IV
65.6%
B/E move
5.5%

60Δ

Calls
Pseudo strike
17.49
IV
62.0%
B/E move
5.8%
Puts
Pseudo strike
19.35
IV
67.1%
B/E move
4.6%

65Δ

Calls
Pseudo strike
16.94
IV
65.5%
B/E move
5.1%
Puts
Pseudo strike
19.81
IV
68.7%
B/E move
3.8%

70Δ

Calls
Pseudo strike
16.39
IV
68.9%
B/E move
4.4%
Puts
Pseudo strike
20.43
IV
69.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
15.85
IV
72.3%
B/E move
3.6%
Puts
Pseudo strike
21.15
IV
70.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
15.30
IV
75.7%
B/E move
2.9%
Puts
Pseudo strike
21.87
IV
70.7%
B/E move
1.7%

Options history

No recorded observations