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MacroGenics, Inc. Common Stock MGNX

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Market datapartial · fetched 2026-10-22T23:11:18.445Z

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 · 2026-10-22T20:00:00.217658255Z

FundamentalsAlpha Vantage · unavailable

Share price$3.63
1D+1.0%
AH$3.51$3.55$3.59$3.63$3.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMGNX
Sold putSold callAH

MacroGenics, Inc. Common Stock options

Live interpolated MGNX call and put midpoint premiums by absolute delta.MacroGenics, Inc. Common Stock$0.19$0.60$1.01$1.42$1.83$1.76$2.78$3.81$4.83$5.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGNX spot · $3.63MGNX PRICE$0.23$0.37$0.50$0.50$0.49$0.48$0.55$0.62$0.69$0.76$0.83$1.02$0.23$0.30$0.40$0.52$0.63$0.74$0.85$0.97$1.09$1.21$1.33$1.46$1.72
PutsExpensive1.61×
CallsExpensive1.92×
SkewBullish-34.67 pp
Implied moveBearish±$1.33
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.75148.5%30.6%
25Δ5.84175.7%67.3%2.99152.6%25.9%
30Δ6.99255.3%102.9%3.19153.2%23.3%
35Δ7.61314.7%123.5%3.39153.5%20.7%
40Δ5.69246.5%70.4%3.60153.8%18.2%
45Δ4.81196.2%45.8%3.80154.1%15.7%
50Δ3.98149.8%23.0%4.00154.4%13.2%
55Δ3.80145.1%19.8%4.19148.7%11.4%
60Δ3.61140.5%16.6%4.37143.0%9.6%
65Δ3.43135.8%13.5%4.56137.3%7.8%
70Δ3.24131.2%10.3%4.75131.6%6.0%
75Δ3.06126.5%7.1%4.93126.0%4.2%
80Δ2.80134.1%5.2%5.24123.4%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.75
IV
148.5%
B/E move
30.6%

25Δ

Calls
Pseudo strike
5.84
IV
175.7%
B/E move
67.3%
Puts
Pseudo strike
2.99
IV
152.6%
B/E move
25.9%

30Δ

Calls
Pseudo strike
6.99
IV
255.3%
B/E move
102.9%
Puts
Pseudo strike
3.19
IV
153.2%
B/E move
23.3%

35Δ

Calls
Pseudo strike
7.61
IV
314.7%
B/E move
123.5%
Puts
Pseudo strike
3.39
IV
153.5%
B/E move
20.7%

40Δ

Calls
Pseudo strike
5.69
IV
246.5%
B/E move
70.4%
Puts
Pseudo strike
3.60
IV
153.8%
B/E move
18.2%

45Δ

Calls
Pseudo strike
4.81
IV
196.2%
B/E move
45.8%
Puts
Pseudo strike
3.80
IV
154.1%
B/E move
15.7%

50Δ

Calls
Pseudo strike
3.98
IV
149.8%
B/E move
23.0%
Puts
Pseudo strike
4.00
IV
154.4%
B/E move
13.2%

55Δ

Calls
Pseudo strike
3.80
IV
145.1%
B/E move
19.8%
Puts
Pseudo strike
4.19
IV
148.7%
B/E move
11.4%

60Δ

Calls
Pseudo strike
3.61
IV
140.5%
B/E move
16.6%
Puts
Pseudo strike
4.37
IV
143.0%
B/E move
9.6%

65Δ

Calls
Pseudo strike
3.43
IV
135.8%
B/E move
13.5%
Puts
Pseudo strike
4.56
IV
137.3%
B/E move
7.8%

70Δ

Calls
Pseudo strike
3.24
IV
131.2%
B/E move
10.3%
Puts
Pseudo strike
4.75
IV
131.6%
B/E move
6.0%

75Δ

Calls
Pseudo strike
3.06
IV
126.5%
B/E move
7.1%
Puts
Pseudo strike
4.93
IV
126.0%
B/E move
4.2%

80Δ

Calls
Pseudo strike
2.80
IV
134.1%
B/E move
5.2%
Puts
Pseudo strike
5.24
IV
123.4%
B/E move
2.9%

Options history

No recorded observations