IntraAlpha
Create free account Start free

Merlin, Inc. Common Stock MRLN

i

Market dataready · fetched 2026-11-13T01:29:40.016Z

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 · 2026-11-13T00:59:55.503691449Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:29:39.790729+00:00

Share price$1.49
1D+52.0%
AH$0.84$1.03$1.21$1.40$1.585:30 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$1.53$3.07$4.60$6.13$0.58$1.03$1.48$1.93$2.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MRLN spot · $1.49MRLN PRICE$0.05$0.05$0.06$0.06$0.07$0.07$0.07$0.34$0.39$0.43$1.28$1.65$2.17$2.70$3.23$3.75$4.58$5.68
Puts——
Calls——
Skew——
Implied moveBearish±$2.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.08219.4%42.6%1.07755.9%51.6%
25Δ1.94199.7%34.0%1.21684.3%44.6%
30Δ1.86178.7%28.5%1.36612.7%37.6%
35Δ1.77157.7%23.1%
40Δ1.69136.7%17.6%2.21800.0%37.9%
45Δ1.60115.8%12.2%2.57800.0%37.8%
50Δ1.5294.8%6.7%3.12800.0%36.7%
55Δ3.66800.0%35.6%
60Δ4.20800.0%34.5%
65Δ4.74800.0%33.4%
70Δ5.58800.0%32.9%
75Δ6.68800.0%32.9%
80Δ

20Δ

Calls
Pseudo strike
2.08
IV
219.4%
B/E move
42.6%
Puts
Pseudo strike
1.07
IV
755.9%
B/E move
51.6%

25Δ

Calls
Pseudo strike
1.94
IV
199.7%
B/E move
34.0%
Puts
Pseudo strike
1.21
IV
684.3%
B/E move
44.6%

30Δ

Calls
Pseudo strike
1.86
IV
178.7%
B/E move
28.5%
Puts
Pseudo strike
1.36
IV
612.7%
B/E move
37.6%

35Δ

Calls
Pseudo strike
1.77
IV
157.7%
B/E move
23.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.69
IV
136.7%
B/E move
17.6%
Puts
Pseudo strike
2.21
IV
800.0%
B/E move
37.9%

45Δ

Calls
Pseudo strike
1.60
IV
115.8%
B/E move
12.2%
Puts
Pseudo strike
2.57
IV
800.0%
B/E move
37.8%

50Δ

Calls
Pseudo strike
1.52
IV
94.8%
B/E move
6.7%
Puts
Pseudo strike
3.12
IV
800.0%
B/E move
36.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
800.0%
B/E move
35.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.20
IV
800.0%
B/E move
34.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.74
IV
800.0%
B/E move
33.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.58
IV
800.0%
B/E move
32.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.68
IV
800.0%
B/E move
32.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend370.72%
Daily EOD
MRLN236.9%316.3%395.7%2026-10-19: 265.32%2026-10-20: 247.82%2026-10-27: 384.78%2026-10-28: 324.93%2026-10-29: 370.72%Oct 19Oct 27Oct 29
5 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
265.32%
247.82%
384.78%
324.93%
370.72%