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Mission Produce, Inc. Common Stock AVO

CONSUMER DEFENSIVE · FOOD DISTRIBUTION
i

Market dataready · fetched 2026-11-04T03:09:46.124Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-03T21:00:04.006117824Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-04T03:02:00.413710+00:00

Share price$10.98
1D-3.1%
AH$10.95$11.06$11.18$11.30$11.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVO
Sold putSold callAH

Mission Produce, Inc. Common Stock options

Live interpolated AVO call and put midpoint premiums by absolute delta.Mission Produce, Inc. Common Stock$0.15$0.51$0.88$1.25$1.61$8.75$9.99$11.24$12.49$13.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AVO spot · $10.98AVO PRICE$0.19$0.24$0.33$0.41$0.49$0.58$0.66$0.74$0.83$0.91$0.99$1.08$1.16$0.28$0.39$0.50$0.61$0.72$0.84$0.95$1.06$1.17$1.28$1.40$1.51
Puts——
CallsCheap0.93×
Skew——
Implied moveBearish±$1.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.1148.1%21.1%
25Δ12.4544.7%15.6%10.1041.1%10.6%
30Δ12.2343.8%14.4%10.3040.6%9.7%
35Δ12.0142.9%13.1%10.5140.0%8.8%
40Δ11.7941.9%11.9%10.7239.5%8.0%
45Δ11.5741.0%10.7%10.9239.0%7.1%
50Δ11.3640.1%9.4%11.1338.4%6.2%
55Δ11.1439.1%8.2%11.3437.9%5.4%
60Δ10.9238.2%7.0%11.5537.4%4.5%
65Δ10.7037.3%5.7%11.7536.9%3.6%
70Δ10.4836.3%4.5%11.9636.3%2.8%
75Δ10.2635.4%3.3%12.1735.8%1.9%
80Δ10.0434.5%2.0%12.3735.3%1.0%

20Δ

Calls
Pseudo strike
13.11
IV
48.1%
B/E move
21.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.45
IV
44.7%
B/E move
15.6%
Puts
Pseudo strike
10.10
IV
41.1%
B/E move
10.6%

30Δ

Calls
Pseudo strike
12.23
IV
43.8%
B/E move
14.4%
Puts
Pseudo strike
10.30
IV
40.6%
B/E move
9.7%

35Δ

Calls
Pseudo strike
12.01
IV
42.9%
B/E move
13.1%
Puts
Pseudo strike
10.51
IV
40.0%
B/E move
8.8%

40Δ

Calls
Pseudo strike
11.79
IV
41.9%
B/E move
11.9%
Puts
Pseudo strike
10.72
IV
39.5%
B/E move
8.0%

45Δ

Calls
Pseudo strike
11.57
IV
41.0%
B/E move
10.7%
Puts
Pseudo strike
10.92
IV
39.0%
B/E move
7.1%

50Δ

Calls
Pseudo strike
11.36
IV
40.1%
B/E move
9.4%
Puts
Pseudo strike
11.13
IV
38.4%
B/E move
6.2%

55Δ

Calls
Pseudo strike
11.14
IV
39.1%
B/E move
8.2%
Puts
Pseudo strike
11.34
IV
37.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
10.92
IV
38.2%
B/E move
7.0%
Puts
Pseudo strike
11.55
IV
37.4%
B/E move
4.5%

65Δ

Calls
Pseudo strike
10.70
IV
37.3%
B/E move
5.7%
Puts
Pseudo strike
11.75
IV
36.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
10.48
IV
36.3%
B/E move
4.5%
Puts
Pseudo strike
11.96
IV
36.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
10.26
IV
35.4%
B/E move
3.3%
Puts
Pseudo strike
12.17
IV
35.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
10.04
IV
34.5%
B/E move
2.0%
Puts
Pseudo strike
12.37
IV
35.3%
B/E move
1.0%

Options history

IV · four-Friday blend47.49%
Daily close
AVO36.6%57.8%79.1%2026-08-06: 51.91%2026-08-25: 50.48%2026-08-26: 49.36%2026-08-27: 48.89%2026-08-28: 49.32%2026-09-01: 51.82%2026-09-04: 49.92%2026-09-08: 55.77%2026-09-15: 58.05%2026-09-16: 76.13%2026-09-18: 52.37%2026-09-24: 45.43%2026-10-16: 39.57%2026-10-20: 45.08%2026-10-26: 47.49%Aug 6Sep 8Oct 26
15 observations2026-08-06 — 2026-10-26
Table
DateIV (%)
51.91%
50.48%
49.36%
48.89%
49.32%
51.82%
49.92%
55.77%
58.05%
76.13%
52.37%
45.43%
39.57%
45.08%
47.49%