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Meridian Holdings Inc. Common Stock MRDN

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Market datapartial · fetched 2026-10-22T23:49:09.930Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T21:53:26.216283373Z

FundamentalsAlpha Vantage · unavailable

Share price$10.13
1D-10.4%
AH$9.96$10.33$10.69$11.06$11.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRDN
Sold putSold callAH

Meridian Holdings Inc. Common Stock options

Live interpolated MRDN call and put midpoint premiums by absolute delta.Meridian Holdings Inc. Common Stock$1.14$2.04$2.95$3.85$4.76$4.33$7.58$10.82$14.07$17.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRDN spot · $10.13MRDN PRICE$1.74$1.79$1.85$1.86$1.87$2.19$2.55$2.90$3.25$1.24$1.32$1.41$1.51$1.61$1.89$2.17$2.44$2.72$2.99$3.49$3.99$4.50
PutsExpensive1.39×
CallsExpensive2.10×
SkewBullish-34.60 pp
Implied moveBearish±$4.01
TiltBearish22.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.13190.6%41.8%
25Δ7.99161.8%34.2%
30Δ8.67143.7%28.4%
35Δ9.35125.5%22.6%
40Δ20.50241.6%119.6%10.03108.2%17.0%
45Δ15.31197.9%68.8%10.52104.7%14.8%
50Δ12.68166.0%43.4%11.01101.2%12.7%
55Δ11.36140.7%30.5%11.5097.8%10.6%
60Δ10.13115.8%18.5%11.9994.3%8.4%
65Δ9.45115.1%15.0%12.4890.8%6.3%
70Δ8.84117.0%12.4%13.1188.5%5.0%
75Δ8.24119.0%9.9%13.7486.3%3.8%
80Δ7.63121.0%7.4%14.3784.0%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.13
IV
190.6%
B/E move
41.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.99
IV
161.8%
B/E move
34.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.67
IV
143.7%
B/E move
28.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.35
IV
125.5%
B/E move
22.6%

40Δ

Calls
Pseudo strike
20.50
IV
241.6%
B/E move
119.6%
Puts
Pseudo strike
10.03
IV
108.2%
B/E move
17.0%

45Δ

Calls
Pseudo strike
15.31
IV
197.9%
B/E move
68.8%
Puts
Pseudo strike
10.52
IV
104.7%
B/E move
14.8%

50Δ

Calls
Pseudo strike
12.68
IV
166.0%
B/E move
43.4%
Puts
Pseudo strike
11.01
IV
101.2%
B/E move
12.7%

55Δ

Calls
Pseudo strike
11.36
IV
140.7%
B/E move
30.5%
Puts
Pseudo strike
11.50
IV
97.8%
B/E move
10.6%

60Δ

Calls
Pseudo strike
10.13
IV
115.8%
B/E move
18.5%
Puts
Pseudo strike
11.99
IV
94.3%
B/E move
8.4%

65Δ

Calls
Pseudo strike
9.45
IV
115.1%
B/E move
15.0%
Puts
Pseudo strike
12.48
IV
90.8%
B/E move
6.3%

70Δ

Calls
Pseudo strike
8.84
IV
117.0%
B/E move
12.4%
Puts
Pseudo strike
13.11
IV
88.5%
B/E move
5.0%

75Δ

Calls
Pseudo strike
8.24
IV
119.0%
B/E move
9.9%
Puts
Pseudo strike
13.74
IV
86.3%
B/E move
3.8%

80Δ

Calls
Pseudo strike
7.63
IV
121.0%
B/E move
7.4%
Puts
Pseudo strike
14.37
IV
84.0%
B/E move
2.5%

Options history

No recorded observations