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Mitsubishi UFJ Financial Group, Inc. MUFG

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Market datapartial · fetched 2026-11-12T02:26:49.749Z

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 · 2026-11-12T00:57:45.156264062Z

FundamentalsAlpha Vantage · unavailable

Share price$21.97
1D-2.2%
AH$21.51$21.66$21.80$21.95$22.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMUFG
Sold putSold callAH

Mitsubishi UFJ Financial Group, Inc. options

Live interpolated MUFG call and put midpoint premiums by absolute delta.Mitsubishi UFJ Financial Group, Inc.$0.18$0.69$1.21$1.72$2.24$19.99$21.02$22.05$23.08$24.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MUFG spot · $21.97MUFG PRICE$0.24$0.29$0.34$0.43$0.57$0.70$0.84$0.98$1.11$1.25$1.39$1.52$0.23$0.31$0.39$0.46$0.54$0.61$0.69$0.76$0.84$1.06$1.41$1.75$2.09
PutsFair0.99×
Calls——
Skew——
Implied moveBalanced±$1.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.4349.9%8.1%
25Δ23.5347.0%8.2%20.6748.9%7.3%
30Δ23.1345.4%6.6%20.9248.0%6.5%
35Δ22.7343.7%5.0%21.1647.1%5.8%
40Δ22.4142.3%4.0%21.4146.2%5.0%
45Δ22.2041.4%3.6%21.6545.3%4.2%
50Δ21.9940.4%3.3%21.9044.4%3.5%
55Δ21.7839.5%3.0%22.1443.5%2.7%
60Δ21.5738.5%2.6%22.3942.5%1.9%
65Δ21.3637.5%2.3%22.7242.9%1.4%
70Δ21.1536.6%2.0%23.1144.3%1.2%
75Δ20.9435.6%1.6%23.5045.8%1.0%
80Δ20.7334.7%1.3%23.9047.2%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.43
IV
49.9%
B/E move
8.1%

25Δ

Calls
Pseudo strike
23.53
IV
47.0%
B/E move
8.2%
Puts
Pseudo strike
20.67
IV
48.9%
B/E move
7.3%

30Δ

Calls
Pseudo strike
23.13
IV
45.4%
B/E move
6.6%
Puts
Pseudo strike
20.92
IV
48.0%
B/E move
6.5%

35Δ

Calls
Pseudo strike
22.73
IV
43.7%
B/E move
5.0%
Puts
Pseudo strike
21.16
IV
47.1%
B/E move
5.8%

40Δ

Calls
Pseudo strike
22.41
IV
42.3%
B/E move
4.0%
Puts
Pseudo strike
21.41
IV
46.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
22.20
IV
41.4%
B/E move
3.6%
Puts
Pseudo strike
21.65
IV
45.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
21.99
IV
40.4%
B/E move
3.3%
Puts
Pseudo strike
21.90
IV
44.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
21.78
IV
39.5%
B/E move
3.0%
Puts
Pseudo strike
22.14
IV
43.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
21.57
IV
38.5%
B/E move
2.6%
Puts
Pseudo strike
22.39
IV
42.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
21.36
IV
37.5%
B/E move
2.3%
Puts
Pseudo strike
22.72
IV
42.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
21.15
IV
36.6%
B/E move
2.0%
Puts
Pseudo strike
23.11
IV
44.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
20.94
IV
35.6%
B/E move
1.6%
Puts
Pseudo strike
23.50
IV
45.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
20.73
IV
34.7%
B/E move
1.3%
Puts
Pseudo strike
23.90
IV
47.2%
B/E move
0.7%

Options history

IV · four-Friday blend33.78%
Daily EOD
MUFG32.5%36.5%40.5%2026-10-19: 33.84%2026-10-20: 34.82%2026-10-21: 33.01%2026-10-22: 34.86%2026-10-23: 38.97%2026-10-26: 34.42%2026-10-27: 35.24%2026-10-28: 39.92%2026-10-29: 33.78%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
33.84%
34.82%
33.01%
34.86%
38.97%
34.42%
35.24%
39.92%
33.78%