Share price$2.32
1D-34.3%
Sold putSold callAH
MacroGenics Inc MGNX
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-25T16:33:10.102Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T23:29:34.376082588Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-25T16:33:10.412801+00:00
MacroGenics Inc options
PutsExpensive1.23×
CallsExpensive3.36×
SkewBullish-120.86 pp
Implied moveBearish±$1.31
TiltBearish38.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.55 | 141.0% | 56.5% | |||
| 25Δ | 3.25 | 135.0% | 44.4% | |||
| 30Δ | 3.37 | 157.6% | 51.4% | 2.13 | 122.6% | 18.2% |
| 35Δ | 5.52 | 319.5% | 150.8% | 2.28 | 133.7% | 17.0% |
| 40Δ | 7.67 | 481.4% | 250.2% | 2.42 | 144.7% | 15.7% |
| 45Δ | 5.80 | 440.0% | 172.3% | 2.57 | 155.8% | 14.5% |
| 50Δ | 5.33 | 417.2% | 155.7% | 2.71 | 166.9% | 13.2% |
| 55Δ | 4.86 | 394.5% | 139.0% | 2.86 | 178.0% | 12.0% |
| 60Δ | 4.40 | 371.8% | 122.4% | 3.03 | 189.7% | 10.7% |
| 65Δ | 3.93 | 349.0% | 105.8% | 3.98 | 220.2% | 9.4% |
| 70Δ | 3.47 | 326.3% | 89.2% | 4.94 | 250.6% | 8.1% |
| 75Δ | 3.00 | 303.5% | 72.6% | 5.89 | 281.0% | 6.9% |
| 80Δ | 2.54 | 280.8% | 55.9% | 6.84 | 311.5% | 5.6% |
20Δ
- Pseudo strike
- 3.55
- IV
- 141.0%
- B/E move
- 56.5%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 3.25
- IV
- 135.0%
- B/E move
- 44.4%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 3.37
- IV
- 157.6%
- B/E move
- 51.4%
- Pseudo strike
- 2.13
- IV
- 122.6%
- B/E move
- 18.2%
35Δ
- Pseudo strike
- 5.52
- IV
- 319.5%
- B/E move
- 150.8%
- Pseudo strike
- 2.28
- IV
- 133.7%
- B/E move
- 17.0%
40Δ
- Pseudo strike
- 7.67
- IV
- 481.4%
- B/E move
- 250.2%
- Pseudo strike
- 2.42
- IV
- 144.7%
- B/E move
- 15.7%
45Δ
- Pseudo strike
- 5.80
- IV
- 440.0%
- B/E move
- 172.3%
- Pseudo strike
- 2.57
- IV
- 155.8%
- B/E move
- 14.5%
50Δ
- Pseudo strike
- 5.33
- IV
- 417.2%
- B/E move
- 155.7%
- Pseudo strike
- 2.71
- IV
- 166.9%
- B/E move
- 13.2%
55Δ
- Pseudo strike
- 4.86
- IV
- 394.5%
- B/E move
- 139.0%
- Pseudo strike
- 2.86
- IV
- 178.0%
- B/E move
- 12.0%
60Δ
- Pseudo strike
- 4.40
- IV
- 371.8%
- B/E move
- 122.4%
- Pseudo strike
- 3.03
- IV
- 189.7%
- B/E move
- 10.7%
65Δ
- Pseudo strike
- 3.93
- IV
- 349.0%
- B/E move
- 105.8%
- Pseudo strike
- 3.98
- IV
- 220.2%
- B/E move
- 9.4%
70Δ
- Pseudo strike
- 3.47
- IV
- 326.3%
- B/E move
- 89.2%
- Pseudo strike
- 4.94
- IV
- 250.6%
- B/E move
- 8.1%
75Δ
- Pseudo strike
- 3.00
- IV
- 303.5%
- B/E move
- 72.6%
- Pseudo strike
- 5.89
- IV
- 281.0%
- B/E move
- 6.9%
80Δ
- Pseudo strike
- 2.54
- IV
- 280.8%
- B/E move
- 55.9%
- Pseudo strike
- 6.84
- IV
- 311.5%
- B/E move
- 5.6%
Options history
Table
| Date | IV |
|---|---|
| 176.76% |