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Mirum Pharmaceuticals, Inc. Common Stock MIRM

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Market datapartial · fetched 2026-10-23T21:53:26.506Z

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 · 2026-10-23T20:00:04.347365623Z

FundamentalsAlpha Vantage · unavailable

Share price$80.39
1D-2.2%
AH$80.24$80.77$81.30$81.83$82.365:30 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$2.04$5.94$9.84$13.75$17.65$61.81$71.39$80.97$90.55$100.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MIRM spot · $80.39MIRM PRICE$2.46$2.48$2.50$3.18$3.85$4.52$5.19$5.86$7.09$8.34$9.75$11.44$13.14$2.50$2.82$3.42$4.03$4.63$5.25$6.17$7.10$8.11$9.66$11.22$13.64$16.52
PutsFair1.05×
CallsExpensive1.25×
SkewBullish-5.20 pp
Implied moveBearish±$11.37
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.84115.7%42.2%67.3090.1%19.4%
25Δ97.0183.8%23.8%71.1976.3%15.0%
30Δ90.0064.6%15.1%73.4272.8%12.9%
35Δ87.9865.6%13.4%75.6569.2%10.9%
40Δ85.9766.6%11.7%77.8865.7%8.9%
45Δ84.0066.3%10.1%80.0962.3%6.9%
50Δ82.0564.7%8.5%81.8061.4%5.9%
55Δ80.1163.2%6.9%83.5260.6%4.9%
60Δ78.1765.4%6.1%85.2959.9%4.0%
65Δ76.2467.7%5.2%87.3860.6%3.3%
70Δ74.1669.8%4.4%89.4861.3%2.6%
75Δ71.8271.5%3.6%92.3763.4%2.1%
80Δ69.4772.2%2.8%95.6965.9%1.5%

20Δ

Calls
Pseudo strike
111.84
IV
115.7%
B/E move
42.2%
Puts
Pseudo strike
67.30
IV
90.1%
B/E move
19.4%

25Δ

Calls
Pseudo strike
97.01
IV
83.8%
B/E move
23.8%
Puts
Pseudo strike
71.19
IV
76.3%
B/E move
15.0%

30Δ

Calls
Pseudo strike
90.00
IV
64.6%
B/E move
15.1%
Puts
Pseudo strike
73.42
IV
72.8%
B/E move
12.9%

35Δ

Calls
Pseudo strike
87.98
IV
65.6%
B/E move
13.4%
Puts
Pseudo strike
75.65
IV
69.2%
B/E move
10.9%

40Δ

Calls
Pseudo strike
85.97
IV
66.6%
B/E move
11.7%
Puts
Pseudo strike
77.88
IV
65.7%
B/E move
8.9%

45Δ

Calls
Pseudo strike
84.00
IV
66.3%
B/E move
10.1%
Puts
Pseudo strike
80.09
IV
62.3%
B/E move
6.9%

50Δ

Calls
Pseudo strike
82.05
IV
64.7%
B/E move
8.5%
Puts
Pseudo strike
81.80
IV
61.4%
B/E move
5.9%

55Δ

Calls
Pseudo strike
80.11
IV
63.2%
B/E move
6.9%
Puts
Pseudo strike
83.52
IV
60.6%
B/E move
4.9%

60Δ

Calls
Pseudo strike
78.17
IV
65.4%
B/E move
6.1%
Puts
Pseudo strike
85.29
IV
59.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
76.24
IV
67.7%
B/E move
5.2%
Puts
Pseudo strike
87.38
IV
60.6%
B/E move
3.3%

70Δ

Calls
Pseudo strike
74.16
IV
69.8%
B/E move
4.4%
Puts
Pseudo strike
89.48
IV
61.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
71.82
IV
71.5%
B/E move
3.6%
Puts
Pseudo strike
92.37
IV
63.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
69.47
IV
72.2%
B/E move
2.8%
Puts
Pseudo strike
95.69
IV
65.9%
B/E move
1.5%

Options history

No recorded observations