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Mitek Systems, Inc. MITK

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T21:08:23.037Z

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 · 2026-10-22T20:00:32.574224123Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:08:19.839504+00:00

Share price$17.78
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. options

Live interpolated MITK call and put midpoint premiums by absolute delta.Mitek Systems, Inc.$0.31$1.22$2.13$3.04$3.95$13.44$15.63$17.83$20.03$22.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MITK spot · $17.78MITK PRICE$0.45$0.49$0.56$0.71$0.86$1.01$1.16$1.32$1.53$1.83$2.13$2.43$2.73$0.40$0.54$0.68$0.82$0.96$1.20$1.52$1.83$2.15$2.46$2.79$3.24$3.69
PutsCheap0.89×
CallsCheap0.95×
SkewBullish-5.95 pp
Implied moveBearish±$2.68
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.58114.7%57.6%15.5660.4%14.8%
25Δ23.3585.9%34.1%16.0060.3%13.1%
30Δ19.9163.1%15.1%16.4360.2%11.4%
35Δ19.4862.9%13.5%16.8760.1%9.7%
40Δ19.0462.7%11.9%17.3159.9%8.1%
45Δ18.6162.5%10.4%17.7660.6%6.9%
50Δ18.1762.3%8.8%18.2161.9%6.1%
55Δ17.7462.1%7.2%18.6763.2%5.3%
60Δ17.3062.0%5.9%19.1364.5%4.5%
65Δ16.8562.1%5.1%19.5865.8%3.7%
70Δ16.4162.3%4.3%20.0566.8%2.9%
75Δ15.9662.4%3.4%20.6164.4%2.3%
80Δ15.5162.5%2.6%21.1861.9%1.7%

20Δ

Calls
Pseudo strike
27.58
IV
114.7%
B/E move
57.6%
Puts
Pseudo strike
15.56
IV
60.4%
B/E move
14.8%

25Δ

Calls
Pseudo strike
23.35
IV
85.9%
B/E move
34.1%
Puts
Pseudo strike
16.00
IV
60.3%
B/E move
13.1%

30Δ

Calls
Pseudo strike
19.91
IV
63.1%
B/E move
15.1%
Puts
Pseudo strike
16.43
IV
60.2%
B/E move
11.4%

35Δ

Calls
Pseudo strike
19.48
IV
62.9%
B/E move
13.5%
Puts
Pseudo strike
16.87
IV
60.1%
B/E move
9.7%

40Δ

Calls
Pseudo strike
19.04
IV
62.7%
B/E move
11.9%
Puts
Pseudo strike
17.31
IV
59.9%
B/E move
8.1%

45Δ

Calls
Pseudo strike
18.61
IV
62.5%
B/E move
10.4%
Puts
Pseudo strike
17.76
IV
60.6%
B/E move
6.9%

50Δ

Calls
Pseudo strike
18.17
IV
62.3%
B/E move
8.8%
Puts
Pseudo strike
18.21
IV
61.9%
B/E move
6.1%

55Δ

Calls
Pseudo strike
17.74
IV
62.1%
B/E move
7.2%
Puts
Pseudo strike
18.67
IV
63.2%
B/E move
5.3%

60Δ

Calls
Pseudo strike
17.30
IV
62.0%
B/E move
5.9%
Puts
Pseudo strike
19.13
IV
64.5%
B/E move
4.5%

65Δ

Calls
Pseudo strike
16.85
IV
62.1%
B/E move
5.1%
Puts
Pseudo strike
19.58
IV
65.8%
B/E move
3.7%

70Δ

Calls
Pseudo strike
16.41
IV
62.3%
B/E move
4.3%
Puts
Pseudo strike
20.05
IV
66.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
15.96
IV
62.4%
B/E move
3.4%
Puts
Pseudo strike
20.61
IV
64.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
15.51
IV
62.5%
B/E move
2.6%
Puts
Pseudo strike
21.18
IV
61.9%
B/E move
1.7%

Options history

No recorded observations