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TPG Mortgage Investment Trust, Inc. MITT

i

Market datapartial · fetched 2026-11-12T01:36:30.020Z

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 · 2026-11-12T00:00:00.002243199Z

FundamentalsAlpha Vantage · unavailable

Share price$4.23
1D-6.5%
AH$4.20$4.31$4.43$4.55$4.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMITT
Sold putSold callAH

TPG Mortgage Investment Trust, Inc. options

Live interpolated MITT call and put midpoint premiums by absolute delta.TPG Mortgage Investment Trust, Inc.$0.05$0.84$1.63$2.42$3.21$2.29$3.28$4.26$5.24$6.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MITT spot · $4.23MITT PRICE$0.14$0.17$0.23$0.28$0.33$0.38$0.43$0.48$0.58$0.83$1.08$1.33$0.38$0.38$0.38$0.38$0.58$0.88$1.18$1.48$1.78$2.08$2.38$2.68$2.98
PutsExpensive2.61×
Calls——
Skew——
Implied moveBearish±$1.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.05381.5%36.8%
25Δ5.45161.9%32.0%3.33324.2%30.1%
30Δ4.93150.7%20.8%3.62266.8%23.3%
35Δ4.80151.3%18.7%3.90209.5%16.6%
40Δ4.66151.8%16.7%4.23193.2%13.5%
45Δ4.52152.4%14.7%4.59197.6%12.3%
50Δ4.38153.0%12.6%4.94202.0%11.1%
55Δ4.25153.6%10.6%5.29206.4%9.9%
60Δ4.11154.1%8.6%5.64210.8%8.7%
65Δ3.94163.9%6.9%5.99215.1%7.5%
70Δ3.68205.9%6.6%6.34219.5%6.3%
75Δ3.42247.9%6.3%6.70223.9%5.1%
80Δ3.15289.9%6.0%7.05228.3%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.05
IV
381.5%
B/E move
36.8%

25Δ

Calls
Pseudo strike
5.45
IV
161.9%
B/E move
32.0%
Puts
Pseudo strike
3.33
IV
324.2%
B/E move
30.1%

30Δ

Calls
Pseudo strike
4.93
IV
150.7%
B/E move
20.8%
Puts
Pseudo strike
3.62
IV
266.8%
B/E move
23.3%

35Δ

Calls
Pseudo strike
4.80
IV
151.3%
B/E move
18.7%
Puts
Pseudo strike
3.90
IV
209.5%
B/E move
16.6%

40Δ

Calls
Pseudo strike
4.66
IV
151.8%
B/E move
16.7%
Puts
Pseudo strike
4.23
IV
193.2%
B/E move
13.5%

45Δ

Calls
Pseudo strike
4.52
IV
152.4%
B/E move
14.7%
Puts
Pseudo strike
4.59
IV
197.6%
B/E move
12.3%

50Δ

Calls
Pseudo strike
4.38
IV
153.0%
B/E move
12.6%
Puts
Pseudo strike
4.94
IV
202.0%
B/E move
11.1%

55Δ

Calls
Pseudo strike
4.25
IV
153.6%
B/E move
10.6%
Puts
Pseudo strike
5.29
IV
206.4%
B/E move
9.9%

60Δ

Calls
Pseudo strike
4.11
IV
154.1%
B/E move
8.6%
Puts
Pseudo strike
5.64
IV
210.8%
B/E move
8.7%

65Δ

Calls
Pseudo strike
3.94
IV
163.9%
B/E move
6.9%
Puts
Pseudo strike
5.99
IV
215.1%
B/E move
7.5%

70Δ

Calls
Pseudo strike
3.68
IV
205.9%
B/E move
6.6%
Puts
Pseudo strike
6.34
IV
219.5%
B/E move
6.3%

75Δ

Calls
Pseudo strike
3.42
IV
247.9%
B/E move
6.3%
Puts
Pseudo strike
6.70
IV
223.9%
B/E move
5.1%

80Δ

Calls
Pseudo strike
3.15
IV
289.9%
B/E move
6.0%
Puts
Pseudo strike
7.05
IV
228.3%
B/E move
3.9%

Options history

IV · four-Friday blend58.55%
Daily EOD
MITT52.1%56.8%61.5%2026-10-20: 60.72%2026-10-21: 60.90%2026-10-26: 52.77%2026-10-28: 58.55%Oct 20Oct 21Oct 28
4 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
60.72%
60.90%
52.77%
58.55%