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Mesabi Trust MSB

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Market datapartial · fetched 2026-10-22T12:31:32.757Z

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 · 2026-10-21T23:00:00.002742292Z

FundamentalsAlpha Vantage · unavailable

Share price$19.07
1D-0.9%
AH$18.97$19.07$19.18$19.28$19.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSB
Sold putSold callAH

Mesabi Trust options

Live interpolated MSB call and put midpoint premiums by absolute delta.Mesabi Trust$0.26$1.36$2.47$3.58$4.69$13.19$16.25$19.32$22.38$25.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSB spot · $19.07MSB PRICE$0.38$0.57$0.82$1.06$1.30$1.55$1.77$1.87$1.97$2.07$2.17$2.90$4.37$0.56$0.71$0.87$1.41$1.96$2.50$2.97$3.05$3.14$3.23$3.32$3.41$3.50
PutsFair1.02×
CallsCheap0.84×
SkewBearish+5.94 pp
Implied moveBearish±$4.73
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.0669.1%22.9%15.9783.3%19.2%
25Δ22.1469.0%19.1%16.7578.8%15.9%
30Δ21.7075.2%18.1%17.5274.9%12.7%
35Δ21.2581.3%17.0%18.1785.1%12.1%
40Δ20.8187.4%16.0%18.8295.4%11.6%
45Δ20.3793.5%14.9%19.47105.7%11.0%
50Δ19.9197.3%13.7%20.06112.6%10.3%
55Δ19.3889.3%11.4%20.42103.9%9.0%
60Δ18.8581.3%9.2%20.7795.3%7.6%
65Δ18.3273.3%6.9%21.1286.6%6.2%
70Δ17.7965.3%4.7%21.4877.9%4.8%
75Δ16.8172.5%3.3%21.8369.3%3.4%
80Δ15.3097.8%3.1%22.1860.6%2.0%

20Δ

Calls
Pseudo strike
23.06
IV
69.1%
B/E move
22.9%
Puts
Pseudo strike
15.97
IV
83.3%
B/E move
19.2%

25Δ

Calls
Pseudo strike
22.14
IV
69.0%
B/E move
19.1%
Puts
Pseudo strike
16.75
IV
78.8%
B/E move
15.9%

30Δ

Calls
Pseudo strike
21.70
IV
75.2%
B/E move
18.1%
Puts
Pseudo strike
17.52
IV
74.9%
B/E move
12.7%

35Δ

Calls
Pseudo strike
21.25
IV
81.3%
B/E move
17.0%
Puts
Pseudo strike
18.17
IV
85.1%
B/E move
12.1%

40Δ

Calls
Pseudo strike
20.81
IV
87.4%
B/E move
16.0%
Puts
Pseudo strike
18.82
IV
95.4%
B/E move
11.6%

45Δ

Calls
Pseudo strike
20.37
IV
93.5%
B/E move
14.9%
Puts
Pseudo strike
19.47
IV
105.7%
B/E move
11.0%

50Δ

Calls
Pseudo strike
19.91
IV
97.3%
B/E move
13.7%
Puts
Pseudo strike
20.06
IV
112.6%
B/E move
10.3%

55Δ

Calls
Pseudo strike
19.38
IV
89.3%
B/E move
11.4%
Puts
Pseudo strike
20.42
IV
103.9%
B/E move
9.0%

60Δ

Calls
Pseudo strike
18.85
IV
81.3%
B/E move
9.2%
Puts
Pseudo strike
20.77
IV
95.3%
B/E move
7.6%

65Δ

Calls
Pseudo strike
18.32
IV
73.3%
B/E move
6.9%
Puts
Pseudo strike
21.12
IV
86.6%
B/E move
6.2%

70Δ

Calls
Pseudo strike
17.79
IV
65.3%
B/E move
4.7%
Puts
Pseudo strike
21.48
IV
77.9%
B/E move
4.8%

75Δ

Calls
Pseudo strike
16.81
IV
72.5%
B/E move
3.3%
Puts
Pseudo strike
21.83
IV
69.3%
B/E move
3.4%

80Δ

Calls
Pseudo strike
15.30
IV
97.8%
B/E move
3.1%
Puts
Pseudo strike
22.18
IV
60.6%
B/E move
2.0%

Options history

No recorded observations