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Mitek Systems, Inc. Common Stock MITK

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Market datapartial · fetched 2026-10-22T21:23:20.933Z

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 · 2026-10-22T21:09:27.263860839Z

FundamentalsAlpha Vantage · unavailable

Share price$17.70
1D-2.3%
AH$17.55$17.73$17.90$18.07$18.255:30 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$0.30$1.14$1.97$2.80$3.64$13.38$15.57$17.75$19.94$22.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MITK spot · $17.70MITK PRICE$0.45$0.49$0.57$0.72$0.88$1.03$1.19$1.34$1.60$1.92$2.23$2.54$2.86$0.39$0.53$0.66$0.80$0.94$1.13$1.44$1.74$2.04$2.35$2.65$3.01$3.40
PutsCheap0.86×
CallsFair0.98×
SkewBullish-10.87 pp
Implied moveBearish±$2.62
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.44114.9%57.6%15.5359.3%14.5%
25Δ23.1385.7%33.5%15.9559.0%12.9%
30Δ19.8864.5%15.5%16.3758.8%11.2%
35Δ19.4364.4%13.9%16.8058.5%9.6%
40Δ18.9964.4%12.3%17.2258.3%8.0%
45Δ18.5564.4%10.6%17.6558.5%6.6%
50Δ18.1064.3%9.0%18.0959.5%5.9%
55Δ17.6664.3%7.4%18.5360.5%5.1%
60Δ17.2064.8%6.2%18.9761.4%4.3%
65Δ16.7365.5%5.3%19.4162.4%3.6%
70Δ16.2666.3%4.5%19.8563.4%2.8%
75Δ15.7967.1%3.6%20.3260.9%2.2%
80Δ15.3267.8%2.7%20.8156.7%1.6%

20Δ

Calls
Pseudo strike
27.44
IV
114.9%
B/E move
57.6%
Puts
Pseudo strike
15.53
IV
59.3%
B/E move
14.5%

25Δ

Calls
Pseudo strike
23.13
IV
85.7%
B/E move
33.5%
Puts
Pseudo strike
15.95
IV
59.0%
B/E move
12.9%

30Δ

Calls
Pseudo strike
19.88
IV
64.5%
B/E move
15.5%
Puts
Pseudo strike
16.37
IV
58.8%
B/E move
11.2%

35Δ

Calls
Pseudo strike
19.43
IV
64.4%
B/E move
13.9%
Puts
Pseudo strike
16.80
IV
58.5%
B/E move
9.6%

40Δ

Calls
Pseudo strike
18.99
IV
64.4%
B/E move
12.3%
Puts
Pseudo strike
17.22
IV
58.3%
B/E move
8.0%

45Δ

Calls
Pseudo strike
18.55
IV
64.4%
B/E move
10.6%
Puts
Pseudo strike
17.65
IV
58.5%
B/E move
6.6%

50Δ

Calls
Pseudo strike
18.10
IV
64.3%
B/E move
9.0%
Puts
Pseudo strike
18.09
IV
59.5%
B/E move
5.9%

55Δ

Calls
Pseudo strike
17.66
IV
64.3%
B/E move
7.4%
Puts
Pseudo strike
18.53
IV
60.5%
B/E move
5.1%

60Δ

Calls
Pseudo strike
17.20
IV
64.8%
B/E move
6.2%
Puts
Pseudo strike
18.97
IV
61.4%
B/E move
4.3%

65Δ

Calls
Pseudo strike
16.73
IV
65.5%
B/E move
5.3%
Puts
Pseudo strike
19.41
IV
62.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
16.26
IV
66.3%
B/E move
4.5%
Puts
Pseudo strike
19.85
IV
63.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
15.79
IV
67.1%
B/E move
3.6%
Puts
Pseudo strike
20.32
IV
60.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
15.32
IV
67.8%
B/E move
2.7%
Puts
Pseudo strike
20.81
IV
56.7%
B/E move
1.6%

Options history

No recorded observations