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Merlin, Inc. Common Stock MRLN

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Market datapartial · fetched 2026-10-22T20:21:38.782Z

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 · 2026-10-22T20:07:14.720184172Z

FundamentalsAlpha Vantage · unavailable

Share price$0.83
1D-12.6%
AH$0.81$0.85$0.89$0.92$0.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRLN
Sold putSold callAH

Merlin, Inc. Common Stock options

Live interpolated MRLN call and put midpoint premiums by absolute delta.Merlin, Inc. Common Stock$0.00$1.46$2.93$4.39$5.86$-0.35$0.34$1.03$1.72$2.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRLN spot · $0.83MRLN PRICE$0.05$0.12$0.23$0.34$0.45$0.19$0.45$0.46$0.45$0.43$0.42$0.40$0.39$0.35$0.33$0.32$0.31$0.30$0.28$0.27$0.26$0.40$1.04$2.27$3.85$5.43
PutsExpensive2.48×
CallsExpensive3.85×
SkewBullish-170.76 pp
Implied moveBullish±$0.72
TiltBearish55.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.99256.6%145.8%0.61654.6%68.1%
25Δ7.94548.4%871.0%0.66589.5%60.6%
30Δ10.90626.4%1241.2%0.71524.5%53.0%
35Δ13.87704.3%1611.5%0.76459.5%45.5%
40Δ16.83782.3%1981.7%0.81394.5%38.0%
45Δ4.69370.7%487.3%0.86329.5%30.5%
50Δ10.61800.0%1232.3%0.91264.5%22.9%
55Δ9.05735.8%1045.9%0.96199.5%15.4%
60Δ7.87656.5%902.2%1.15177.3%10.1%
65Δ6.69577.1%758.4%1.77295.4%12.0%
70Δ5.52497.7%614.7%3.00363.3%11.0%
75Δ4.34418.3%471.0%4.61401.4%8.4%
80Δ3.16338.9%327.3%6.21439.5%5.7%

20Δ

Calls
Pseudo strike
1.99
IV
256.6%
B/E move
145.8%
Puts
Pseudo strike
0.61
IV
654.6%
B/E move
68.1%

25Δ

Calls
Pseudo strike
7.94
IV
548.4%
B/E move
871.0%
Puts
Pseudo strike
0.66
IV
589.5%
B/E move
60.6%

30Δ

Calls
Pseudo strike
10.90
IV
626.4%
B/E move
1241.2%
Puts
Pseudo strike
0.71
IV
524.5%
B/E move
53.0%

35Δ

Calls
Pseudo strike
13.87
IV
704.3%
B/E move
1611.5%
Puts
Pseudo strike
0.76
IV
459.5%
B/E move
45.5%

40Δ

Calls
Pseudo strike
16.83
IV
782.3%
B/E move
1981.7%
Puts
Pseudo strike
0.81
IV
394.5%
B/E move
38.0%

45Δ

Calls
Pseudo strike
4.69
IV
370.7%
B/E move
487.3%
Puts
Pseudo strike
0.86
IV
329.5%
B/E move
30.5%

50Δ

Calls
Pseudo strike
10.61
IV
800.0%
B/E move
1232.3%
Puts
Pseudo strike
0.91
IV
264.5%
B/E move
22.9%

55Δ

Calls
Pseudo strike
9.05
IV
735.8%
B/E move
1045.9%
Puts
Pseudo strike
0.96
IV
199.5%
B/E move
15.4%

60Δ

Calls
Pseudo strike
7.87
IV
656.5%
B/E move
902.2%
Puts
Pseudo strike
1.15
IV
177.3%
B/E move
10.1%

65Δ

Calls
Pseudo strike
6.69
IV
577.1%
B/E move
758.4%
Puts
Pseudo strike
1.77
IV
295.4%
B/E move
12.0%

70Δ

Calls
Pseudo strike
5.52
IV
497.7%
B/E move
614.7%
Puts
Pseudo strike
3.00
IV
363.3%
B/E move
11.0%

75Δ

Calls
Pseudo strike
4.34
IV
418.3%
B/E move
471.0%
Puts
Pseudo strike
4.61
IV
401.4%
B/E move
8.4%

80Δ

Calls
Pseudo strike
3.16
IV
338.9%
B/E move
327.3%
Puts
Pseudo strike
6.21
IV
439.5%
B/E move
5.7%

Options history

No recorded observations