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MeiraGTx Holdings plc Ordinary Shares MGTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T15:34:00.911Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:33:11.016298452Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T15:32:49.455442+00:00

Share price$9.65
1D+0.1%
$9.55$9.59$9.63$9.67$9.715:30 AM6:30 AM9:00 AM1:00 PMMGTX
Sold putSold call

MeiraGTx Holdings plc Ordinary Shares options

Live interpolated MGTX call and put midpoint premiums by absolute delta.MeiraGTx Holdings plc Ordinary Shares$1.69$2.40$3.10$3.81$4.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMGTX PRICE$2.04$2.36$1.77$2.04$2.31$2.58$2.70$2.82$2.95$3.07$3.20$3.32$3.77$4.31
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.69492.3%38.6%
30Δ8.47460.2%33.4%
35Δ9.24428.1%28.2%
40Δ10.01396.1%23.0%
45Δ10.41368.0%20.1%
50Δ10.81339.9%17.3%
55Δ10.84400.4%33.4%11.21311.7%14.4%
60Δ10.18422.1%30.0%11.61283.6%11.6%
65Δ12.01255.5%8.7%
70Δ12.40227.4%5.9%
75Δ13.00214.6%4.4%
80Δ13.65206.7%3.3%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.69
IV
492.3%
B/E move
38.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.47
IV
460.2%
B/E move
33.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.24
IV
428.1%
B/E move
28.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.01
IV
396.1%
B/E move
23.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.41
IV
368.0%
B/E move
20.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.81
IV
339.9%
B/E move
17.3%

55Δ

Calls
Pseudo strike
10.84
IV
400.4%
B/E move
33.4%
Puts
Pseudo strike
11.21
IV
311.7%
B/E move
14.4%

60Δ

Calls
Pseudo strike
10.18
IV
422.1%
B/E move
30.0%
Puts
Pseudo strike
11.61
IV
283.6%
B/E move
11.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.01
IV
255.5%
B/E move
8.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.40
IV
227.4%
B/E move
5.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.00
IV
214.6%
B/E move
4.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.65
IV
206.7%
B/E move
3.3%

Options history

IV · four-Friday blend222.26%
Daily EOD
MGTX177.8%201.7%225.5%2026-10-19: 191.07%2026-10-20: 185.81%2026-10-21: 186.23%2026-10-22: 190.71%2026-10-23: 208.29%2026-10-26: 188.19%2026-10-27: 191.28%2026-10-28: 181.13%2026-10-29: 215.25%2026-10-30: 222.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
191.07%
185.81%
186.23%
190.71%
208.29%
188.19%
191.28%
181.13%
215.25%
222.26%