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Mitek Systems, Inc. Common Stock MITK

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Market dataready · fetched 2026-11-12T00:45:11.600Z

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 · 2026-11-11T21:26:14.148023573Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T00:45:11.105734+00:00

Share price$18.74
1D-0.3%
AH$18.60$18.73$18.87$19.01$19.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMITK
Sold putSold callAH

Mitek Systems, Inc. Common Stock options

Live interpolated MITK call and put midpoint premiums by absolute delta.Mitek Systems, Inc. Common Stock$0.14$1.41$2.68$3.95$5.22$16.09$17.58$19.08$20.58$22.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MITK spot · $18.74MITK PRICE$0.28$0.32$0.37$0.54$0.70$0.87$1.04$1.20$1.37$1.53$1.70$3.01$4.85$0.32$0.35$0.54$0.75$0.96$1.17$1.38$1.59$1.80
Puts——
CallsFair0.99×
Skew——
Implied moveBearish±$2.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.7696.1%17.6%16.45100.9%13.9%
25Δ20.8181.1%12.8%17.4276.3%8.9%
30Δ19.9668.5%8.5%17.8077.2%7.9%
35Δ19.6670.9%7.8%18.1480.5%7.2%
40Δ19.3773.2%7.1%18.4783.9%6.6%
45Δ19.0775.6%6.4%18.8087.3%5.9%
50Δ18.7877.9%5.7%19.1390.6%5.3%
55Δ18.4880.3%5.0%19.4794.0%4.6%
60Δ18.1982.6%4.3%19.8097.4%3.9%
65Δ17.8985.0%3.6%
70Δ17.5987.3%2.9%
75Δ16.24134.0%2.7%
80Δ14.40201.5%2.7%

20Δ

Calls
Pseudo strike
21.76
IV
96.1%
B/E move
17.6%
Puts
Pseudo strike
16.45
IV
100.9%
B/E move
13.9%

25Δ

Calls
Pseudo strike
20.81
IV
81.1%
B/E move
12.8%
Puts
Pseudo strike
17.42
IV
76.3%
B/E move
8.9%

30Δ

Calls
Pseudo strike
19.96
IV
68.5%
B/E move
8.5%
Puts
Pseudo strike
17.80
IV
77.2%
B/E move
7.9%

35Δ

Calls
Pseudo strike
19.66
IV
70.9%
B/E move
7.8%
Puts
Pseudo strike
18.14
IV
80.5%
B/E move
7.2%

40Δ

Calls
Pseudo strike
19.37
IV
73.2%
B/E move
7.1%
Puts
Pseudo strike
18.47
IV
83.9%
B/E move
6.6%

45Δ

Calls
Pseudo strike
19.07
IV
75.6%
B/E move
6.4%
Puts
Pseudo strike
18.80
IV
87.3%
B/E move
5.9%

50Δ

Calls
Pseudo strike
18.78
IV
77.9%
B/E move
5.7%
Puts
Pseudo strike
19.13
IV
90.6%
B/E move
5.3%

55Δ

Calls
Pseudo strike
18.48
IV
80.3%
B/E move
5.0%
Puts
Pseudo strike
19.47
IV
94.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
18.19
IV
82.6%
B/E move
4.3%
Puts
Pseudo strike
19.80
IV
97.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
17.89
IV
85.0%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.59
IV
87.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.24
IV
134.0%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.40
IV
201.5%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend67.08%
Daily EOD
MITK61.3%66.5%71.8%2026-10-19: 66.39%2026-10-20: 62.06%2026-10-21: 65.27%2026-10-22: 65.37%2026-10-23: 67.91%2026-10-26: 64.81%2026-10-27: 66.26%2026-10-28: 71.04%2026-10-29: 67.19%2026-10-30: 67.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.39%
62.06%
65.27%
65.37%
67.91%
64.81%
66.26%
71.04%
67.19%
67.08%