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Mesabi Trust MSB

i

Market dataready · fetched 2026-11-11T13:56:46.408Z

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 · 2026-11-11T00:00:00.003267001Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-11T13:56:46.078017+00:00

Share price$17.19
1D+1.0%
AH$16.83$17.01$17.19$17.37$17.555:30 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$1.29$2.32$3.36$4.39$14.81$16.57$18.34$20.10$21.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MSB spot · $17.19MSB PRICE$0.38$0.46$0.64$0.82$1.00$1.18$1.37$1.65$1.99$2.33$2.66$3.06$4.09$0.38$0.53$0.67$0.82$0.96$1.11$1.25$1.50$1.76$2.03$2.30$2.56
Puts——
CallsExpensive2.33×
Skew——
Implied moveBullish±$2.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.74152.4%34.4%15.02113.5%14.9%
25Δ19.81114.9%17.9%15.42111.6%13.4%
30Δ19.37120.1%16.4%15.82109.7%11.9%
35Δ18.94125.2%15.0%16.22107.9%10.4%
40Δ18.51130.3%13.5%16.63106.0%8.9%
45Δ18.07135.4%12.0%17.03104.2%7.4%
50Δ17.64140.6%10.6%17.43102.3%5.9%
55Δ17.13145.4%9.3%17.82100.8%5.0%
60Δ16.59150.1%8.1%18.2199.3%4.3%
65Δ16.04154.7%6.9%18.5997.8%3.6%
70Δ15.50159.4%5.7%18.9896.4%2.9%
75Δ14.91166.0%4.5%19.3794.9%2.3%
80Δ13.78194.8%3.9%

20Δ

Calls
Pseudo strike
22.74
IV
152.4%
B/E move
34.4%
Puts
Pseudo strike
15.02
IV
113.5%
B/E move
14.9%

25Δ

Calls
Pseudo strike
19.81
IV
114.9%
B/E move
17.9%
Puts
Pseudo strike
15.42
IV
111.6%
B/E move
13.4%

30Δ

Calls
Pseudo strike
19.37
IV
120.1%
B/E move
16.4%
Puts
Pseudo strike
15.82
IV
109.7%
B/E move
11.9%

35Δ

Calls
Pseudo strike
18.94
IV
125.2%
B/E move
15.0%
Puts
Pseudo strike
16.22
IV
107.9%
B/E move
10.4%

40Δ

Calls
Pseudo strike
18.51
IV
130.3%
B/E move
13.5%
Puts
Pseudo strike
16.63
IV
106.0%
B/E move
8.9%

45Δ

Calls
Pseudo strike
18.07
IV
135.4%
B/E move
12.0%
Puts
Pseudo strike
17.03
IV
104.2%
B/E move
7.4%

50Δ

Calls
Pseudo strike
17.64
IV
140.6%
B/E move
10.6%
Puts
Pseudo strike
17.43
IV
102.3%
B/E move
5.9%

55Δ

Calls
Pseudo strike
17.13
IV
145.4%
B/E move
9.3%
Puts
Pseudo strike
17.82
IV
100.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
16.59
IV
150.1%
B/E move
8.1%
Puts
Pseudo strike
18.21
IV
99.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
16.04
IV
154.7%
B/E move
6.9%
Puts
Pseudo strike
18.59
IV
97.8%
B/E move
3.6%

70Δ

Calls
Pseudo strike
15.50
IV
159.4%
B/E move
5.7%
Puts
Pseudo strike
18.98
IV
96.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
14.91
IV
166.0%
B/E move
4.5%
Puts
Pseudo strike
19.37
IV
94.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
13.78
IV
194.8%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend70.83%
Daily EOD
MSB63.9%67.6%71.3%2026-10-19: 66.40%2026-10-20: 69.63%2026-10-21: 69.42%2026-10-22: 68.11%2026-10-23: 64.69%2026-10-26: 64.43%2026-10-27: 66.91%2026-10-28: 64.46%2026-10-29: 65.64%2026-10-30: 70.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.40%
69.63%
69.42%
68.11%
64.69%
64.43%
66.91%
64.46%
65.64%
70.83%