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Madrigal Pharmaceuticals Inc MDGL

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-15T20:33:14.612Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.782209083Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:13.328306+00:00

Share price$459.81
1D-1.3%
AH$457$459$462$464$4665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDGL
Sold putSold callAH

Madrigal Pharmaceuticals Inc options

Live interpolated MDGL call and put midpoint premiums by absolute delta.Madrigal Pharmaceuticals Inc$1.89$6.74$11.59$16.44$21.29$434.78$447.09$459.40$471.72$484.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $459.81OPTION PRICELive MDGL spot · $459.81MDGL PRICE$2.41$3.36$4.32$5.18$5.64$6.10$6.56$8.14$9.80$11.47$13.13$15.62$18.27$3.15$3.61$4.07$4.81$5.60$6.38$7.25$8.95$10.64$12.33$14.18$17.03$19.89
PutsExpensive2.75×
CallsExpensive3.21×
SkewBearish+3.41 pp
Implied moveBearish±$13.82
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ479.1190.1%4.7%432.26129.1%6.7%
25Δ475.8892.1%4.2%440.61108.5%5.0%
30Δ472.6594.2%3.7%448.9688.0%3.2%
35Δ469.4594.4%3.2%452.3182.6%2.7%
40Δ466.3886.3%2.7%454.9679.4%2.3%
45Δ463.3178.2%2.1%457.6076.2%1.9%
50Δ460.2470.1%1.5%460.2373.3%1.5%
55Δ457.7471.5%1.3%462.7674.9%1.3%
60Δ455.2973.7%1.1%465.2876.4%1.1%
65Δ452.8575.9%1.0%467.8177.9%0.9%
70Δ450.4078.2%0.8%470.4779.4%0.8%
75Δ447.1979.1%0.7%474.0280.5%0.6%
80Δ443.8479.8%0.5%477.5681.7%0.5%

20Δ

Calls
Pseudo strike
479.11
IV
90.1%
B/E move
4.7%
Puts
Pseudo strike
432.26
IV
129.1%
B/E move
6.7%

25Δ

Calls
Pseudo strike
475.88
IV
92.1%
B/E move
4.2%
Puts
Pseudo strike
440.61
IV
108.5%
B/E move
5.0%

30Δ

Calls
Pseudo strike
472.65
IV
94.2%
B/E move
3.7%
Puts
Pseudo strike
448.96
IV
88.0%
B/E move
3.2%

35Δ

Calls
Pseudo strike
469.45
IV
94.4%
B/E move
3.2%
Puts
Pseudo strike
452.31
IV
82.6%
B/E move
2.7%

40Δ

Calls
Pseudo strike
466.38
IV
86.3%
B/E move
2.7%
Puts
Pseudo strike
454.96
IV
79.4%
B/E move
2.3%

45Δ

Calls
Pseudo strike
463.31
IV
78.2%
B/E move
2.1%
Puts
Pseudo strike
457.60
IV
76.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
460.24
IV
70.1%
B/E move
1.5%
Puts
Pseudo strike
460.23
IV
73.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
457.74
IV
71.5%
B/E move
1.3%
Puts
Pseudo strike
462.76
IV
74.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
455.29
IV
73.7%
B/E move
1.1%
Puts
Pseudo strike
465.28
IV
76.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
452.85
IV
75.9%
B/E move
1.0%
Puts
Pseudo strike
467.81
IV
77.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
450.40
IV
78.2%
B/E move
0.8%
Puts
Pseudo strike
470.47
IV
79.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
447.19
IV
79.1%
B/E move
0.7%
Puts
Pseudo strike
474.02
IV
80.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
443.84
IV
79.8%
B/E move
0.5%
Puts
Pseudo strike
477.56
IV
81.7%
B/E move
0.5%