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Meridian Holdings Inc. Common Stock MRDN

i

Market dataready · fetched 2026-11-12T02:52:52.541Z

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: 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 · 2026-11-11T21:00:00.621589798Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:52:51.954596+00:00

Share price$6.34
1D+3.8%
AH$5.69$5.90$6.11$6.31$6.525:30 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$0.74$2.08$3.42$4.76$6.09$2.61$5.10$7.60$10.09$12.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MRDN spot · $6.34MRDN PRICE$1.02$1.17$1.28$1.30$1.31$1.33$1.34$1.36$0.89$0.98$1.08$1.17$1.27$1.36$1.46$1.55$2.29$3.59$4.71$5.71
Puts——
Calls——
Skew——
Implied moveBearish±$2.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ5.05206.1%34.4%
30Δ5.37192.7%30.7%
35Δ5.70179.4%27.1%
40Δ6.03166.1%23.4%
45Δ8.14190.3%44.5%6.36152.7%19.7%
50Δ7.76201.0%40.8%6.69139.4%16.0%
55Δ7.39201.4%36.8%7.02126.1%12.4%
60Δ7.07182.0%32.0%7.34112.7%8.7%
65Δ6.75162.7%27.2%8.19123.5%6.8%
70Δ6.44143.3%22.5%9.51156.1%6.6%
75Δ6.12123.9%17.7%10.69169.2%5.6%
80Δ5.80104.6%12.9%11.79170.9%4.0%

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
5.05
IV
206.1%
B/E move
34.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.37
IV
192.7%
B/E move
30.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.70
IV
179.4%
B/E move
27.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.03
IV
166.1%
B/E move
23.4%

45Δ

Calls
Pseudo strike
8.14
IV
190.3%
B/E move
44.5%
Puts
Pseudo strike
6.36
IV
152.7%
B/E move
19.7%

50Δ

Calls
Pseudo strike
7.76
IV
201.0%
B/E move
40.8%
Puts
Pseudo strike
6.69
IV
139.4%
B/E move
16.0%

55Δ

Calls
Pseudo strike
7.39
IV
201.4%
B/E move
36.8%
Puts
Pseudo strike
7.02
IV
126.1%
B/E move
12.4%

60Δ

Calls
Pseudo strike
7.07
IV
182.0%
B/E move
32.0%
Puts
Pseudo strike
7.34
IV
112.7%
B/E move
8.7%

65Δ

Calls
Pseudo strike
6.75
IV
162.7%
B/E move
27.2%
Puts
Pseudo strike
8.19
IV
123.5%
B/E move
6.8%

70Δ

Calls
Pseudo strike
6.44
IV
143.3%
B/E move
22.5%
Puts
Pseudo strike
9.51
IV
156.1%
B/E move
6.6%

75Δ

Calls
Pseudo strike
6.12
IV
123.9%
B/E move
17.7%
Puts
Pseudo strike
10.69
IV
169.2%
B/E move
5.6%

80Δ

Calls
Pseudo strike
5.80
IV
104.6%
B/E move
12.9%
Puts
Pseudo strike
11.79
IV
170.9%
B/E move
4.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations