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Madrigal Pharmaceuticals Inc MDGL

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-15T21:02:24.297Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:47:20.605564249Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:23.029719+00:00

Share price$461.69
1D-0.9%
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$1.49$8.46$15.42$22.39$29.36$433.91$446.33$458.74$471.16$483.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $461.69OPTION PRICELive MDGL spot · $461.69MDGL PRICE$2.24$3.14$4.03$4.93$5.41$5.80$6.18$6.56$7.86$9.26$10.66$12.05$3.24$3.74$4.33$5.21$6.10$6.98$8.75$10.66$12.56$14.97$18.30$21.64$27.35
PutsExpensive3.11×
CallsExpensive2.57×
SkewBearish+24.93 pp
Implied moveBearish±$14.93
TiltBearish29.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ479.7084.2%4.4%433.95131.5%6.7%
25Δ476.6685.5%3.9%443.02109.3%4.9%
30Δ473.6286.9%3.5%450.6891.5%3.3%
35Δ470.5888.2%3.0%453.6688.6%2.9%
40Δ467.9382.4%2.5%456.6385.8%2.4%
45Δ465.3674.9%2.1%459.6182.9%2.0%
50Δ462.8067.3%1.6%462.4785.2%1.7%
55Δ460.2459.8%1.1%465.3188.3%1.5%
60Δ458.1459.3%0.9%468.1591.3%1.3%
65Δ456.0959.5%0.8%471.4594.9%1.1%
70Δ454.0459.7%0.7%475.5999.4%1.0%
75Δ451.9859.8%0.5%479.73103.8%0.8%
80Δ486.18111.3%0.6%

20Δ

Calls
Pseudo strike
479.70
IV
84.2%
B/E move
4.4%
Puts
Pseudo strike
433.95
IV
131.5%
B/E move
6.7%

25Δ

Calls
Pseudo strike
476.66
IV
85.5%
B/E move
3.9%
Puts
Pseudo strike
443.02
IV
109.3%
B/E move
4.9%

30Δ

Calls
Pseudo strike
473.62
IV
86.9%
B/E move
3.5%
Puts
Pseudo strike
450.68
IV
91.5%
B/E move
3.3%

35Δ

Calls
Pseudo strike
470.58
IV
88.2%
B/E move
3.0%
Puts
Pseudo strike
453.66
IV
88.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
467.93
IV
82.4%
B/E move
2.5%
Puts
Pseudo strike
456.63
IV
85.8%
B/E move
2.4%

45Δ

Calls
Pseudo strike
465.36
IV
74.9%
B/E move
2.1%
Puts
Pseudo strike
459.61
IV
82.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
462.80
IV
67.3%
B/E move
1.6%
Puts
Pseudo strike
462.47
IV
85.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
460.24
IV
59.8%
B/E move
1.1%
Puts
Pseudo strike
465.31
IV
88.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
458.14
IV
59.3%
B/E move
0.9%
Puts
Pseudo strike
468.15
IV
91.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
456.09
IV
59.5%
B/E move
0.8%
Puts
Pseudo strike
471.45
IV
94.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
454.04
IV
59.7%
B/E move
0.7%
Puts
Pseudo strike
475.59
IV
99.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
451.98
IV
59.8%
B/E move
0.5%
Puts
Pseudo strike
479.73
IV
103.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
486.18
IV
111.3%
B/E move
0.6%