IntraAlpha
Create free account Start free

AG Mortgage Investment Trust Inc MITT

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-22T21:11:28.944Z

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 · 2026-10-22T20:44:32.032372186Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:05:27.028705+00:00

Share price$5.53
1D+1.8%
AH$5.38$5.42$5.46$5.50$5.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMITT
Sold putSold callAH

AG Mortgage Investment Trust Inc options

Live interpolated MITT call and put midpoint premiums by absolute delta.AG Mortgage Investment Trust Inc$0.00$2.42$4.83$7.25$9.66$2.95$4.65$6.35$8.06$9.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MITT spot · $5.53MITT PRICE$0.37$0.20$0.30$0.63$0.96$1.29$1.61$1.94$2.27$2.60$2.92$3.25$3.58$0.36$0.29$0.27$0.34$0.40$0.47$0.53$0.60$0.67$2.91$5.67$8.96$2.19
PutsExpensive1.83×
CallsExpensive3.16×
SkewBullish-106.06 pp
Implied moveBullish±$2.15
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.86295.9%193.7%4.15167.2%31.4%
25Δ8.66125.9%60.5%4.65115.4%21.1%
30Δ5.7862.5%10.1%5.0579.7%13.6%
35Δ5.4296.6%9.5%5.1977.8%12.1%
40Δ5.07130.7%9.0%5.3476.0%10.7%
45Δ4.71164.8%8.5%5.4974.1%9.2%
50Δ4.36198.9%8.0%5.6372.2%7.8%
55Δ4.00233.0%7.5%5.7870.3%6.3%
60Δ3.64267.1%7.0%5.9268.4%4.9%
65Δ3.29301.2%6.4%8.06154.4%6.7%
70Δ2.93335.3%5.9%10.69259.0%9.2%
75Δ2.58369.4%5.4%14.08282.6%7.4%
80Δ2.22403.5%4.9%7.58108.9%2.5%

20Δ

Calls
Pseudo strike
15.86
IV
295.9%
B/E move
193.7%
Puts
Pseudo strike
4.15
IV
167.2%
B/E move
31.4%

25Δ

Calls
Pseudo strike
8.66
IV
125.9%
B/E move
60.5%
Puts
Pseudo strike
4.65
IV
115.4%
B/E move
21.1%

30Δ

Calls
Pseudo strike
5.78
IV
62.5%
B/E move
10.1%
Puts
Pseudo strike
5.05
IV
79.7%
B/E move
13.6%

35Δ

Calls
Pseudo strike
5.42
IV
96.6%
B/E move
9.5%
Puts
Pseudo strike
5.19
IV
77.8%
B/E move
12.1%

40Δ

Calls
Pseudo strike
5.07
IV
130.7%
B/E move
9.0%
Puts
Pseudo strike
5.34
IV
76.0%
B/E move
10.7%

45Δ

Calls
Pseudo strike
4.71
IV
164.8%
B/E move
8.5%
Puts
Pseudo strike
5.49
IV
74.1%
B/E move
9.2%

50Δ

Calls
Pseudo strike
4.36
IV
198.9%
B/E move
8.0%
Puts
Pseudo strike
5.63
IV
72.2%
B/E move
7.8%

55Δ

Calls
Pseudo strike
4.00
IV
233.0%
B/E move
7.5%
Puts
Pseudo strike
5.78
IV
70.3%
B/E move
6.3%

60Δ

Calls
Pseudo strike
3.64
IV
267.1%
B/E move
7.0%
Puts
Pseudo strike
5.92
IV
68.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
3.29
IV
301.2%
B/E move
6.4%
Puts
Pseudo strike
8.06
IV
154.4%
B/E move
6.7%

70Δ

Calls
Pseudo strike
2.93
IV
335.3%
B/E move
5.9%
Puts
Pseudo strike
10.69
IV
259.0%
B/E move
9.2%

75Δ

Calls
Pseudo strike
2.58
IV
369.4%
B/E move
5.4%
Puts
Pseudo strike
14.08
IV
282.6%
B/E move
7.4%

80Δ

Calls
Pseudo strike
2.22
IV
403.5%
B/E move
4.9%
Puts
Pseudo strike
7.58
IV
108.9%
B/E move
2.5%

Options history

No recorded observations