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Mesabi Trust MSB

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Market datapartial · fetched 2026-10-22T21:16:29.904Z

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 · 2026-10-22T20:10:00.002915883Z

FundamentalsAlpha Vantage · unavailable

Share price$19.28
1D+1.9%
AH$18.88$19.03$19.18$19.33$19.485:30 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$0.18$2.21$4.23$6.26$8.29$13.35$16.45$19.54$22.63$25.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSB spot · $19.28MSB PRICE$0.40$0.50$0.67$0.84$1.00$1.17$1.41$1.69$1.98$2.27$2.55$3.22$4.08$0.50$0.60$0.94$1.36$1.78$2.21$2.61$2.96$3.30$3.64$4.14$5.92$7.70
PutsFair1.02×
CallsCheap0.76×
SkewBearish+13.60 pp
Implied moveBearish±$4.02
TiltBearish26.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.7174.1%25.0%16.3078.2%18.1%
25Δ22.2864.9%18.1%17.2668.1%13.6%
30Δ21.7766.2%16.4%17.9171.3%12.0%
35Δ21.2667.5%14.6%18.4678.9%11.3%
40Δ20.7468.8%12.8%19.0186.5%10.7%
45Δ20.2370.1%11.0%19.5594.1%10.0%
50Δ19.7271.3%9.6%20.1199.7%9.2%
55Δ19.2172.4%8.4%20.7296.0%7.8%
60Δ18.7073.5%7.2%21.3492.3%6.4%
65Δ18.1974.5%6.1%21.9588.6%5.0%
70Δ17.6775.6%4.9%22.7086.0%3.7%
75Δ16.8683.1%4.1%24.6293.0%3.0%
80Δ15.8893.9%3.5%26.55100.0%2.2%

20Δ

Calls
Pseudo strike
23.71
IV
74.1%
B/E move
25.0%
Puts
Pseudo strike
16.30
IV
78.2%
B/E move
18.1%

25Δ

Calls
Pseudo strike
22.28
IV
64.9%
B/E move
18.1%
Puts
Pseudo strike
17.26
IV
68.1%
B/E move
13.6%

30Δ

Calls
Pseudo strike
21.77
IV
66.2%
B/E move
16.4%
Puts
Pseudo strike
17.91
IV
71.3%
B/E move
12.0%

35Δ

Calls
Pseudo strike
21.26
IV
67.5%
B/E move
14.6%
Puts
Pseudo strike
18.46
IV
78.9%
B/E move
11.3%

40Δ

Calls
Pseudo strike
20.74
IV
68.8%
B/E move
12.8%
Puts
Pseudo strike
19.01
IV
86.5%
B/E move
10.7%

45Δ

Calls
Pseudo strike
20.23
IV
70.1%
B/E move
11.0%
Puts
Pseudo strike
19.55
IV
94.1%
B/E move
10.0%

50Δ

Calls
Pseudo strike
19.72
IV
71.3%
B/E move
9.6%
Puts
Pseudo strike
20.11
IV
99.7%
B/E move
9.2%

55Δ

Calls
Pseudo strike
19.21
IV
72.4%
B/E move
8.4%
Puts
Pseudo strike
20.72
IV
96.0%
B/E move
7.8%

60Δ

Calls
Pseudo strike
18.70
IV
73.5%
B/E move
7.2%
Puts
Pseudo strike
21.34
IV
92.3%
B/E move
6.4%

65Δ

Calls
Pseudo strike
18.19
IV
74.5%
B/E move
6.1%
Puts
Pseudo strike
21.95
IV
88.6%
B/E move
5.0%

70Δ

Calls
Pseudo strike
17.67
IV
75.6%
B/E move
4.9%
Puts
Pseudo strike
22.70
IV
86.0%
B/E move
3.7%

75Δ

Calls
Pseudo strike
16.86
IV
83.1%
B/E move
4.1%
Puts
Pseudo strike
24.62
IV
93.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
15.88
IV
93.9%
B/E move
3.5%
Puts
Pseudo strike
26.55
IV
100.0%
B/E move
2.2%

Options history

No recorded observations