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Madrigal Pharmaceuticals, Inc. Common Stock MDGL

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Market dataready · fetched 2026-11-07T02:43:21.465Z

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 · 2026-11-07T00:48:06.00375763Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:43:21.128140+00:00

Share price$403.28
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$3.01$22.88$42.74$62.60$82.46$291.94$347.32$402.70$458.08$513.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDGL spot · $403.28MDGL PRICE$5.16$6.47$8.22$9.80$11.84$14.46$16.94$19.33$21.66$23.99$28.06$32.05$35.58$6.64$8.62$11.33$14.17$17.31$20.79$24.93$29.32$34.27$40.40$48.78$59.57$76.73
PutsCheap0.64×
CallsCheap0.49×
SkewBearish+17.71 pp
Implied moveBearish±$41.87
TiltBearish25.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ450.6361.9%13.0%362.8570.5%11.7%
25Δ438.9358.0%10.4%372.5767.7%9.8%
30Δ431.4357.8%9.0%379.4569.9%8.7%
35Δ424.0355.9%7.6%386.6470.2%7.6%
40Δ417.5555.4%6.5%393.7470.5%6.7%
45Δ412.1457.2%5.8%400.7671.1%5.8%
50Δ406.5257.4%5.0%407.9672.0%5.0%
55Δ400.7756.4%4.2%415.3372.3%4.3%
60Δ395.4854.6%3.4%423.0572.6%3.6%
65Δ390.2552.6%2.7%431.6173.8%3.0%
70Δ384.3053.2%2.3%442.0276.7%2.5%
75Δ378.4853.2%1.8%454.7980.2%2.0%
80Δ373.0951.0%1.3%473.6087.5%1.6%

20Δ

Calls
Pseudo strike
450.63
IV
61.9%
B/E move
13.0%
Puts
Pseudo strike
362.85
IV
70.5%
B/E move
11.7%

25Δ

Calls
Pseudo strike
438.93
IV
58.0%
B/E move
10.4%
Puts
Pseudo strike
372.57
IV
67.7%
B/E move
9.8%

30Δ

Calls
Pseudo strike
431.43
IV
57.8%
B/E move
9.0%
Puts
Pseudo strike
379.45
IV
69.9%
B/E move
8.7%

35Δ

Calls
Pseudo strike
424.03
IV
55.9%
B/E move
7.6%
Puts
Pseudo strike
386.64
IV
70.2%
B/E move
7.6%

40Δ

Calls
Pseudo strike
417.55
IV
55.4%
B/E move
6.5%
Puts
Pseudo strike
393.74
IV
70.5%
B/E move
6.7%

45Δ

Calls
Pseudo strike
412.14
IV
57.2%
B/E move
5.8%
Puts
Pseudo strike
400.76
IV
71.1%
B/E move
5.8%

50Δ

Calls
Pseudo strike
406.52
IV
57.4%
B/E move
5.0%
Puts
Pseudo strike
407.96
IV
72.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
400.77
IV
56.4%
B/E move
4.2%
Puts
Pseudo strike
415.33
IV
72.3%
B/E move
4.3%

60Δ

Calls
Pseudo strike
395.48
IV
54.6%
B/E move
3.4%
Puts
Pseudo strike
423.05
IV
72.6%
B/E move
3.6%

65Δ

Calls
Pseudo strike
390.25
IV
52.6%
B/E move
2.7%
Puts
Pseudo strike
431.61
IV
73.8%
B/E move
3.0%

70Δ

Calls
Pseudo strike
384.30
IV
53.2%
B/E move
2.3%
Puts
Pseudo strike
442.02
IV
76.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
378.48
IV
53.2%
B/E move
1.8%
Puts
Pseudo strike
454.79
IV
80.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
373.09
IV
51.0%
B/E move
1.3%
Puts
Pseudo strike
473.60
IV
87.5%
B/E move
1.6%

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%