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Madrigal Pharmaceuticals, Inc. Common Stock MDGL

i

Market datapartial · fetched 2026-11-06T22:39:33.006Z

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 · 2026-11-06T22:31:12.421302755Z

FundamentalsAlpha Vantage · unavailable

Share price$403.00
1D+0.4%
AH$378$384$390$396$4025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDGL
Sold putSold callAH

Madrigal Pharmaceuticals, Inc. Common Stock options

Live interpolated MDGL call and put midpoint premiums by absolute delta.Madrigal Pharmaceuticals, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.40$0.05$0.50$0.95$1.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMDGL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.10%
Daily close
MDGL40.2%51.6%63.0%2026-08-10: 46.08%2026-08-11: 43.95%2026-08-12: 42.58%2026-08-13: 43.62%2026-08-14: 41.73%2026-08-17: 44.07%2026-08-18: 43.64%2026-08-19: 43.79%2026-08-20: 46.61%2026-08-21: 45.46%2026-08-24: 45.59%2026-08-25: 46.21%2026-08-26: 47.09%2026-08-27: 46.73%2026-08-28: 47.87%2026-08-31: 48.82%2026-09-01: 48.17%2026-09-02: 45.73%2026-09-03: 45.88%2026-09-04: 45.87%2026-09-08: 48.85%2026-09-09: 46.86%2026-09-10: 47.32%2026-09-11: 47.32%2026-09-14: 49.28%2026-09-15: 49.95%2026-09-16: 47.87%2026-09-17: 51.23%2026-09-18: 50.84%2026-09-21: 51.26%2026-09-22: 50.18%2026-09-23: 48.79%2026-09-24: 48.59%2026-09-25: 47.59%2026-09-28: 48.83%2026-09-29: 49.56%2026-09-30: 48.24%2026-10-01: 48.33%2026-10-02: 47.99%2026-10-05: 49.03%2026-10-06: 49.93%2026-10-07: 48.84%2026-10-08: 50.54%2026-10-09: 49.89%2026-10-12: 53.59%2026-10-13: 54.52%2026-10-14: 58.14%2026-10-15: 60.11%2026-10-16: 55.79%2026-10-19: 56.62%2026-10-20: 57.25%2026-10-21: 57.76%2026-10-22: 57.11%2026-10-23: 58.39%2026-10-26: 59.80%2026-10-27: 59.80%2026-10-28: 60.62%2026-10-29: 61.41%2026-10-30: 61.10%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
46.08%
43.95%
42.58%
43.62%
41.73%
44.07%
43.64%
43.79%
46.61%
45.46%
45.59%
46.21%
47.09%
46.73%
47.87%
48.82%
48.17%
45.73%
45.88%
45.87%
48.85%
46.86%
47.32%
47.32%
49.28%
49.95%
47.87%
51.23%
50.84%
51.26%
50.18%
48.79%
48.59%
47.59%
48.83%
49.56%
48.24%
48.33%
47.99%
49.03%
49.93%
48.84%
50.54%
49.89%
53.59%
54.52%
58.14%
60.11%
55.79%
56.62%
57.25%
57.76%
57.11%
58.39%
59.80%
59.80%
60.62%
61.41%
61.10%