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MacroGenics, Inc. Common Stock MGNX

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Market datapartial · fetched 2026-10-22T18:25:21.979Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:20:24.201445019Z

FundamentalsAlpha Vantage · unavailable

Share price$3.60
1D+0.0%
$3.51$3.55$3.59$3.63$3.675:30 AM6:30 AM9:00 AM1:00 PMMGNX
Sold putSold call

MacroGenics, Inc. Common Stock options

Live interpolated MGNX call and put midpoint premiums by absolute delta.MacroGenics, Inc. Common Stock$0.07$0.84$1.61$2.37$3.14$2.07$2.82$3.57$4.32$5.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGNX spot · $3.60MGNX PRICE$0.15$0.19$0.23$0.26$0.33$0.42$0.50$0.59$0.68$0.76$0.85$0.23$0.31$0.38$0.45$0.53$0.60$0.68$1.02$1.49$1.97$2.45$2.92
PutsExpensive1.29×
CallsExpensive1.26×
SkewBearish+4.96 pp
Implied moveBearish±$1.02
TiltBearish45.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ4.82116.9%38.2%3.02126.7%22.5%
30Δ4.57113.2%32.5%3.17124.5%20.3%
35Δ4.33109.6%26.8%3.33122.3%18.0%
40Δ4.09106.0%21.1%3.48120.1%15.7%
45Δ3.91107.3%17.8%3.64117.9%13.5%
50Δ3.76111.6%16.0%3.79115.7%11.2%
55Δ3.61116.0%14.3%3.95113.5%8.9%
60Δ3.45120.3%12.5%4.35115.8%7.5%
65Δ3.30124.6%10.7%4.86120.3%6.4%
70Δ3.15129.0%8.9%5.37124.7%5.3%
75Δ3.00133.3%7.1%5.89129.2%4.3%
80Δ6.40133.7%3.2%

20Δ

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

25Δ

Calls
Pseudo strike
4.82
IV
116.9%
B/E move
38.2%
Puts
Pseudo strike
3.02
IV
126.7%
B/E move
22.5%

30Δ

Calls
Pseudo strike
4.57
IV
113.2%
B/E move
32.5%
Puts
Pseudo strike
3.17
IV
124.5%
B/E move
20.3%

35Δ

Calls
Pseudo strike
4.33
IV
109.6%
B/E move
26.8%
Puts
Pseudo strike
3.33
IV
122.3%
B/E move
18.0%

40Δ

Calls
Pseudo strike
4.09
IV
106.0%
B/E move
21.1%
Puts
Pseudo strike
3.48
IV
120.1%
B/E move
15.7%

45Δ

Calls
Pseudo strike
3.91
IV
107.3%
B/E move
17.8%
Puts
Pseudo strike
3.64
IV
117.9%
B/E move
13.5%

50Δ

Calls
Pseudo strike
3.76
IV
111.6%
B/E move
16.0%
Puts
Pseudo strike
3.79
IV
115.7%
B/E move
11.2%

55Δ

Calls
Pseudo strike
3.61
IV
116.0%
B/E move
14.3%
Puts
Pseudo strike
3.95
IV
113.5%
B/E move
8.9%

60Δ

Calls
Pseudo strike
3.45
IV
120.3%
B/E move
12.5%
Puts
Pseudo strike
4.35
IV
115.8%
B/E move
7.5%

65Δ

Calls
Pseudo strike
3.30
IV
124.6%
B/E move
10.7%
Puts
Pseudo strike
4.86
IV
120.3%
B/E move
6.4%

70Δ

Calls
Pseudo strike
3.15
IV
129.0%
B/E move
8.9%
Puts
Pseudo strike
5.37
IV
124.7%
B/E move
5.3%

75Δ

Calls
Pseudo strike
3.00
IV
133.3%
B/E move
7.1%
Puts
Pseudo strike
5.89
IV
129.2%
B/E move
4.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.40
IV
133.7%
B/E move
3.2%

Options history

No recorded observations