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MeiraGTx Holdings plc Ordinary Shares MGTX

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Market datapartial · fetched 2026-10-22T21:13:31.643Z

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 · 2026-10-22T20:00:03.295839812Z

FundamentalsAlpha Vantage · unavailable

Share price$9.77
1D-0.7%
AH$9.64$9.74$9.83$9.93$10.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMGTX
Sold putSold callAH

MeiraGTx Holdings plc Ordinary Shares options

Live interpolated MGTX call and put midpoint premiums by absolute delta.MeiraGTx Holdings plc Ordinary Shares$0.36$1.88$3.40$4.92$6.44$2.02$6.00$9.99$13.98$17.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGTX spot · $9.77MGTX PRICE$0.52$0.64$0.82$1.71$2.12$2.44$2.47$2.49$2.54$2.60$2.67$2.73$2.04$1.90$1.77$1.64$1.51$1.38$1.71$2.19$2.66$3.13$3.91$4.96$6.00
PutsExpensive3.47×
CallsExpensive3.89×
SkewBullish-16.01 pp
Implied moveBullish±$4.15
TiltBearish18.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.33541.1%66.3%
25Δ14.58155.1%54.6%6.22459.3%55.8%
30Δ13.50149.4%44.7%7.11377.5%45.4%
35Δ13.10158.6%42.5%8.00295.8%34.9%
40Δ21.26352.4%135.1%8.90214.0%24.4%
45Δ20.26382.8%129.1%9.79132.2%13.9%
50Δ17.62383.8%105.2%10.45116.9%10.5%
55Δ14.46325.1%73.3%11.04122.2%9.3%
60Δ11.29263.5%41.0%11.64127.5%8.1%
65Δ9.62222.7%24.4%12.23132.7%6.9%
70Δ8.97196.0%18.5%13.13136.3%5.7%
75Δ8.33169.2%12.5%14.29138.5%4.5%
80Δ7.68142.5%6.6%15.44140.6%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.33
IV
541.1%
B/E move
66.3%

25Δ

Calls
Pseudo strike
14.58
IV
155.1%
B/E move
54.6%
Puts
Pseudo strike
6.22
IV
459.3%
B/E move
55.8%

30Δ

Calls
Pseudo strike
13.50
IV
149.4%
B/E move
44.7%
Puts
Pseudo strike
7.11
IV
377.5%
B/E move
45.4%

35Δ

Calls
Pseudo strike
13.10
IV
158.6%
B/E move
42.5%
Puts
Pseudo strike
8.00
IV
295.8%
B/E move
34.9%

40Δ

Calls
Pseudo strike
21.26
IV
352.4%
B/E move
135.1%
Puts
Pseudo strike
8.90
IV
214.0%
B/E move
24.4%

45Δ

Calls
Pseudo strike
20.26
IV
382.8%
B/E move
129.1%
Puts
Pseudo strike
9.79
IV
132.2%
B/E move
13.9%

50Δ

Calls
Pseudo strike
17.62
IV
383.8%
B/E move
105.2%
Puts
Pseudo strike
10.45
IV
116.9%
B/E move
10.5%

55Δ

Calls
Pseudo strike
14.46
IV
325.1%
B/E move
73.3%
Puts
Pseudo strike
11.04
IV
122.2%
B/E move
9.3%

60Δ

Calls
Pseudo strike
11.29
IV
263.5%
B/E move
41.0%
Puts
Pseudo strike
11.64
IV
127.5%
B/E move
8.1%

65Δ

Calls
Pseudo strike
9.62
IV
222.7%
B/E move
24.4%
Puts
Pseudo strike
12.23
IV
132.7%
B/E move
6.9%

70Δ

Calls
Pseudo strike
8.97
IV
196.0%
B/E move
18.5%
Puts
Pseudo strike
13.13
IV
136.3%
B/E move
5.7%

75Δ

Calls
Pseudo strike
8.33
IV
169.2%
B/E move
12.5%
Puts
Pseudo strike
14.29
IV
138.5%
B/E move
4.5%

80Δ

Calls
Pseudo strike
7.68
IV
142.5%
B/E move
6.6%
Puts
Pseudo strike
15.44
IV
140.6%
B/E move
3.3%

Options history

No recorded observations