IntraAlpha
Create free account Start free

Mineralys Therapeutics, Inc. Common Stock MLYS

i

Market datapartial · fetched 2026-11-12T02:23:32.094Z

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 · 2026-11-11T23:13:59.800726661Z

FundamentalsAlpha Vantage · unavailable

Share price$15.93
1D+1.4%
AH$15.37$15.66$15.94$16.22$16.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMLYS
Sold putSold callAH

Mineralys Therapeutics, Inc. Common Stock options

Live interpolated MLYS call and put midpoint premiums by absolute delta.Mineralys Therapeutics, Inc. Common Stock$0.64$1.95$3.26$4.56$5.87$12.25$13.98$15.71$17.44$19.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MLYS spot · $15.93MLYS PRICE$1.10$1.23$0.92$1.12$1.31$1.51$1.70$1.90$2.42$2.93$3.45$0.78$1.14$1.50$1.85$2.21$2.58$3.31$4.04$4.77$5.49
Puts——
Calls——
Skew——
Implied moveBearish±$3.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ22.43292.4%47.7%
35Δ20.27261.0%35.0%15.26107.0%9.1%
40Δ17.34143.7%14.6%15.71117.5%8.5%
45Δ16.87143.4%12.9%16.17128.0%7.9%
50Δ16.40143.2%11.2%16.62138.5%7.3%
55Δ15.93143.0%9.5%17.07149.0%6.7%
60Δ15.47142.7%7.8%17.54159.1%6.1%
65Δ15.00142.5%6.1%18.40160.3%5.2%
70Δ14.35153.1%5.2%19.27161.6%4.4%
75Δ13.69163.7%4.4%20.14162.8%3.5%
80Δ13.04174.3%3.5%21.00164.0%2.6%

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
IV
B/E move

30Δ

Calls
Pseudo strike
22.43
IV
292.4%
B/E move
47.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
20.27
IV
261.0%
B/E move
35.0%
Puts
Pseudo strike
15.26
IV
107.0%
B/E move
9.1%

40Δ

Calls
Pseudo strike
17.34
IV
143.7%
B/E move
14.6%
Puts
Pseudo strike
15.71
IV
117.5%
B/E move
8.5%

45Δ

Calls
Pseudo strike
16.87
IV
143.4%
B/E move
12.9%
Puts
Pseudo strike
16.17
IV
128.0%
B/E move
7.9%

50Δ

Calls
Pseudo strike
16.40
IV
143.2%
B/E move
11.2%
Puts
Pseudo strike
16.62
IV
138.5%
B/E move
7.3%

55Δ

Calls
Pseudo strike
15.93
IV
143.0%
B/E move
9.5%
Puts
Pseudo strike
17.07
IV
149.0%
B/E move
6.7%

60Δ

Calls
Pseudo strike
15.47
IV
142.7%
B/E move
7.8%
Puts
Pseudo strike
17.54
IV
159.1%
B/E move
6.1%

65Δ

Calls
Pseudo strike
15.00
IV
142.5%
B/E move
6.1%
Puts
Pseudo strike
18.40
IV
160.3%
B/E move
5.2%

70Δ

Calls
Pseudo strike
14.35
IV
153.1%
B/E move
5.2%
Puts
Pseudo strike
19.27
IV
161.6%
B/E move
4.4%

75Δ

Calls
Pseudo strike
13.69
IV
163.7%
B/E move
4.4%
Puts
Pseudo strike
20.14
IV
162.8%
B/E move
3.5%

80Δ

Calls
Pseudo strike
13.04
IV
174.3%
B/E move
3.5%
Puts
Pseudo strike
21.00
IV
164.0%
B/E move
2.6%

Options history

IV · four-Friday blend96.99%
Daily EOD
MLYS82.3%94.7%107.2%2026-10-19: 88.16%2026-10-20: 85.33%2026-10-21: 84.49%2026-10-22: 84.01%2026-10-23: 93.06%2026-10-26: 91.06%2026-10-27: 100.55%2026-10-28: 105.47%2026-10-29: 90.83%2026-10-30: 96.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.16%
85.33%
84.49%
84.01%
93.06%
91.06%
100.55%
105.47%
90.83%
96.99%