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Madrigal Pharmaceuticals Inc MDGL

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T00:15:43.906Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:43.309369+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$5.89$32.64$59.39$86.14$112.89$352.10$405.91$459.73$513.55$567.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDGL spot · $461.69MDGL PRICE$8.78$11.55$14.85$18.12$21.79$25.72$30.23$35.26$40.65$46.90$53.41$61.44$70.21$10.99$14.81$18.79$23.21$28.35$33.40$39.85$46.75$54.50$63.50$74.29$88.05$105.17
PutsExpensive1.47×
CallsExpensive1.53×
SkewBearish+2.71 pp
Implied moveBearish±$70.07
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ551.2359.1%21.3%401.1961.7%15.5%
25Δ533.4158.3%18.0%414.2861.8%13.5%
30Δ519.7759.1%15.8%426.7961.2%11.6%
35Δ505.9658.4%13.5%438.5060.8%10.0%
40Δ493.7558.3%11.7%449.6961.1%8.7%
45Δ482.2058.0%10.0%460.7860.3%7.4%
50Δ471.3358.3%8.6%472.0160.7%6.4%
55Δ460.6258.7%7.4%483.5060.8%5.4%
60Δ449.9158.8%6.3%495.4860.8%4.5%
65Δ438.9759.1%5.2%508.3161.0%3.7%
70Δ427.9158.8%4.3%522.6061.5%2.9%
75Δ415.9459.1%3.4%539.5362.6%2.2%
80Δ403.5158.8%2.6%559.6263.7%1.6%

20Δ

Calls
Pseudo strike
551.23
IV
59.1%
B/E move
21.3%
Puts
Pseudo strike
401.19
IV
61.7%
B/E move
15.5%

25Δ

Calls
Pseudo strike
533.41
IV
58.3%
B/E move
18.0%
Puts
Pseudo strike
414.28
IV
61.8%
B/E move
13.5%

30Δ

Calls
Pseudo strike
519.77
IV
59.1%
B/E move
15.8%
Puts
Pseudo strike
426.79
IV
61.2%
B/E move
11.6%

35Δ

Calls
Pseudo strike
505.96
IV
58.4%
B/E move
13.5%
Puts
Pseudo strike
438.50
IV
60.8%
B/E move
10.0%

40Δ

Calls
Pseudo strike
493.75
IV
58.3%
B/E move
11.7%
Puts
Pseudo strike
449.69
IV
61.1%
B/E move
8.7%

45Δ

Calls
Pseudo strike
482.20
IV
58.0%
B/E move
10.0%
Puts
Pseudo strike
460.78
IV
60.3%
B/E move
7.4%

50Δ

Calls
Pseudo strike
471.33
IV
58.3%
B/E move
8.6%
Puts
Pseudo strike
472.01
IV
60.7%
B/E move
6.4%

55Δ

Calls
Pseudo strike
460.62
IV
58.7%
B/E move
7.4%
Puts
Pseudo strike
483.50
IV
60.8%
B/E move
5.4%

60Δ

Calls
Pseudo strike
449.91
IV
58.8%
B/E move
6.3%
Puts
Pseudo strike
495.48
IV
60.8%
B/E move
4.5%

65Δ

Calls
Pseudo strike
438.97
IV
59.1%
B/E move
5.2%
Puts
Pseudo strike
508.31
IV
61.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
427.91
IV
58.8%
B/E move
4.3%
Puts
Pseudo strike
522.60
IV
61.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
415.94
IV
59.1%
B/E move
3.4%
Puts
Pseudo strike
539.53
IV
62.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
403.51
IV
58.8%
B/E move
2.6%
Puts
Pseudo strike
559.62
IV
63.7%
B/E move
1.6%