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Mirum Pharmaceuticals, Inc. Common Stock MIRM

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Market datapartial · fetched 2026-10-23T15:49:09.874Z

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 · 2026-10-23T15:48:12.40190293Z

FundamentalsAlpha Vantage · unavailable

Share price$81.30
1D-1.1%
$80.80$81.18$81.56$81.93$82.315:30 AM6:30 AM9:00 AM1:00 PMMIRM
Sold putSold call

Mirum Pharmaceuticals, Inc. Common Stock options

Live interpolated MIRM call and put midpoint premiums by absolute delta.Mirum Pharmaceuticals, Inc. Common Stock$2.09$5.75$9.40$13.06$16.72$62.23$71.84$81.45$91.05$100.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MIRM spot · $81.30MIRM PRICE$2.49$2.49$2.50$2.93$3.46$4.14$5.02$5.91$7.07$8.60$10.12$11.65$13.17$2.50$3.00$3.69$4.39$5.09$5.78$6.48$7.18$8.34$9.73$11.20$13.19$15.66
PutsExpensive1.05×
CallsExpensive1.18×
SkewBullish-1.28 pp
Implied moveBearish±$11.50
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.10115.3%42.2%68.2089.0%19.2%
25Δ97.9083.0%23.5%71.5279.1%15.7%
30Δ91.0664.2%15.1%73.6576.1%13.9%
35Δ88.3060.1%12.2%75.7973.1%12.2%
40Δ86.2258.8%10.3%77.9270.1%10.4%
45Δ84.3158.7%8.8%80.0567.1%8.6%
50Δ82.6360.4%7.8%82.1964.1%6.9%
55Δ80.9462.0%6.8%84.3261.1%5.1%
60Δ79.0463.8%5.9%86.3560.3%4.1%
65Δ76.8665.7%5.1%88.3260.5%3.3%
70Δ74.6867.6%4.3%90.3860.7%2.6%
75Δ72.5169.5%3.5%92.8661.0%2.0%
80Δ70.3371.3%2.7%95.8261.7%1.4%

20Δ

Calls
Pseudo strike
113.10
IV
115.3%
B/E move
42.2%
Puts
Pseudo strike
68.20
IV
89.0%
B/E move
19.2%

25Δ

Calls
Pseudo strike
97.90
IV
83.0%
B/E move
23.5%
Puts
Pseudo strike
71.52
IV
79.1%
B/E move
15.7%

30Δ

Calls
Pseudo strike
91.06
IV
64.2%
B/E move
15.1%
Puts
Pseudo strike
73.65
IV
76.1%
B/E move
13.9%

35Δ

Calls
Pseudo strike
88.30
IV
60.1%
B/E move
12.2%
Puts
Pseudo strike
75.79
IV
73.1%
B/E move
12.2%

40Δ

Calls
Pseudo strike
86.22
IV
58.8%
B/E move
10.3%
Puts
Pseudo strike
77.92
IV
70.1%
B/E move
10.4%

45Δ

Calls
Pseudo strike
84.31
IV
58.7%
B/E move
8.8%
Puts
Pseudo strike
80.05
IV
67.1%
B/E move
8.6%

50Δ

Calls
Pseudo strike
82.63
IV
60.4%
B/E move
7.8%
Puts
Pseudo strike
82.19
IV
64.1%
B/E move
6.9%

55Δ

Calls
Pseudo strike
80.94
IV
62.0%
B/E move
6.8%
Puts
Pseudo strike
84.32
IV
61.1%
B/E move
5.1%

60Δ

Calls
Pseudo strike
79.04
IV
63.8%
B/E move
5.9%
Puts
Pseudo strike
86.35
IV
60.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
76.86
IV
65.7%
B/E move
5.1%
Puts
Pseudo strike
88.32
IV
60.5%
B/E move
3.3%

70Δ

Calls
Pseudo strike
74.68
IV
67.6%
B/E move
4.3%
Puts
Pseudo strike
90.38
IV
60.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
72.51
IV
69.5%
B/E move
3.5%
Puts
Pseudo strike
92.86
IV
61.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
70.33
IV
71.3%
B/E move
2.7%
Puts
Pseudo strike
95.82
IV
61.7%
B/E move
1.4%

Options history

No recorded observations