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Mirum Pharmaceuticals, Inc. Common Stock MIRM

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-14T02:09:24.763Z

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 · 2026-11-13T21:00:02.431697426Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-14T02:09:24.406806+00:00

Share price$93.99
1D+1.5%
AH$91.17$91.98$92.79$93.61$94.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMIRM
Sold putSold callAH

Mirum Pharmaceuticals, Inc. Common Stock options

Live interpolated MIRM call and put midpoint premiums by absolute delta.Mirum Pharmaceuticals, Inc. Common Stock$1.53$4.81$8.09$11.37$14.65$85.85$89.66$93.47$97.28$101.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MIRM spot · $93.99MIRM PRICE$1.88$2.35$2.81$3.32$3.83$4.38$5.16$5.95$6.73$7.84$9.04$10.24$2.66$2.83$2.61$3.39$4.17$4.95$5.89$6.86$7.84$9.35$11.27$13.70
Puts——
Calls——
Skew——
Implied moveBearish±$9.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.82179.3%20.0%
25Δ104.1093.2%12.8%84.20135.0%13.4%
30Δ102.0895.8%11.1%
35Δ100.0798.4%9.5%90.9276.2%6.0%
40Δ98.3095.8%8.1%92.2179.9%5.5%
45Δ96.5393.1%6.8%93.5083.7%5.0%
50Δ94.8190.7%5.5%94.7987.4%4.4%
55Δ93.3190.6%4.8%96.2888.0%3.8%
60Δ91.8290.5%4.0%97.8287.9%3.2%
65Δ90.3390.4%3.3%99.3587.8%2.6%
70Δ88.6690.6%2.7%101.3389.7%2.1%
75Δ86.9490.8%2.1%103.6393.0%1.7%
80Δ85.2391.1%1.6%106.4597.0%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.82
IV
179.3%
B/E move
20.0%

25Δ

Calls
Pseudo strike
104.10
IV
93.2%
B/E move
12.8%
Puts
Pseudo strike
84.20
IV
135.0%
B/E move
13.4%

30Δ

Calls
Pseudo strike
102.08
IV
95.8%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
100.07
IV
98.4%
B/E move
9.5%
Puts
Pseudo strike
90.92
IV
76.2%
B/E move
6.0%

40Δ

Calls
Pseudo strike
98.30
IV
95.8%
B/E move
8.1%
Puts
Pseudo strike
92.21
IV
79.9%
B/E move
5.5%

45Δ

Calls
Pseudo strike
96.53
IV
93.1%
B/E move
6.8%
Puts
Pseudo strike
93.50
IV
83.7%
B/E move
5.0%

50Δ

Calls
Pseudo strike
94.81
IV
90.7%
B/E move
5.5%
Puts
Pseudo strike
94.79
IV
87.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
93.31
IV
90.6%
B/E move
4.8%
Puts
Pseudo strike
96.28
IV
88.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
91.82
IV
90.5%
B/E move
4.0%
Puts
Pseudo strike
97.82
IV
87.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
90.33
IV
90.4%
B/E move
3.3%
Puts
Pseudo strike
99.35
IV
87.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
88.66
IV
90.6%
B/E move
2.7%
Puts
Pseudo strike
101.33
IV
89.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
86.94
IV
90.8%
B/E move
2.1%
Puts
Pseudo strike
103.63
IV
93.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
85.23
IV
91.1%
B/E move
1.6%
Puts
Pseudo strike
106.45
IV
97.0%
B/E move
1.3%

Options history

IV · four-Friday blend58.05%
Daily EOD
MIRM52.5%55.5%58.5%2026-10-19: 52.87%2026-10-20: 53.60%2026-10-21: 53.85%2026-10-22: 55.46%2026-10-23: 55.80%2026-10-26: 55.96%2026-10-27: 56.28%2026-10-28: 56.84%2026-10-29: 57.36%2026-10-30: 58.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.87%
53.60%
53.85%
55.46%
55.80%
55.96%
56.28%
56.84%
57.36%
58.05%