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Meridian Holdings Inc. Common Stock MRDN

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Market datapartial · fetched 2026-10-22T21:24:52.433Z

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 · 2026-10-22T20:00:00.120797026Z

FundamentalsAlpha Vantage · unavailable

Share price$10.15
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$2.06$2.99$3.92$4.84$4.32$7.57$10.82$14.07$17.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRDN spot · $10.15MRDN PRICE$1.74$1.79$1.85$1.86$1.87$2.18$2.53$2.88$3.23$1.24$1.32$1.42$1.51$1.63$1.90$2.18$2.46$2.74$3.03$3.55$4.06$4.57
PutsExpensive1.40×
CallsExpensive2.09×
SkewBullish-33.36 pp
Implied moveBearish±$4.03
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.15190.0%41.7%
25Δ8.00161.7%34.2%
30Δ8.69143.5%28.4%
35Δ9.38125.3%22.5%
40Δ20.48240.7%118.9%10.05108.5%17.0%
45Δ15.31197.2%68.5%10.54105.0%14.9%
50Δ12.69165.4%43.2%11.04101.6%12.7%
55Δ11.37140.2%30.4%11.5498.2%10.6%
60Δ10.15115.6%18.5%12.0394.8%8.4%
65Δ9.47114.1%14.8%12.5491.5%6.3%
70Δ8.87115.9%12.3%13.1889.4%5.1%
75Δ8.26117.7%9.8%13.8387.3%3.8%
80Δ7.66119.4%7.3%14.4785.2%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.15
IV
190.0%
B/E move
41.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.00
IV
161.7%
B/E move
34.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.69
IV
143.5%
B/E move
28.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.38
IV
125.3%
B/E move
22.5%

40Δ

Calls
Pseudo strike
20.48
IV
240.7%
B/E move
118.9%
Puts
Pseudo strike
10.05
IV
108.5%
B/E move
17.0%

45Δ

Calls
Pseudo strike
15.31
IV
197.2%
B/E move
68.5%
Puts
Pseudo strike
10.54
IV
105.0%
B/E move
14.9%

50Δ

Calls
Pseudo strike
12.69
IV
165.4%
B/E move
43.2%
Puts
Pseudo strike
11.04
IV
101.6%
B/E move
12.7%

55Δ

Calls
Pseudo strike
11.37
IV
140.2%
B/E move
30.4%
Puts
Pseudo strike
11.54
IV
98.2%
B/E move
10.6%

60Δ

Calls
Pseudo strike
10.15
IV
115.6%
B/E move
18.5%
Puts
Pseudo strike
12.03
IV
94.8%
B/E move
8.4%

65Δ

Calls
Pseudo strike
9.47
IV
114.1%
B/E move
14.8%
Puts
Pseudo strike
12.54
IV
91.5%
B/E move
6.3%

70Δ

Calls
Pseudo strike
8.87
IV
115.9%
B/E move
12.3%
Puts
Pseudo strike
13.18
IV
89.4%
B/E move
5.1%

75Δ

Calls
Pseudo strike
8.26
IV
117.7%
B/E move
9.8%
Puts
Pseudo strike
13.83
IV
87.3%
B/E move
3.8%

80Δ

Calls
Pseudo strike
7.66
IV
119.4%
B/E move
7.3%
Puts
Pseudo strike
14.47
IV
85.2%
B/E move
2.5%

Options history

No recorded observations