IntraAlpha
Create free account Start free

Merlin, Inc. Common Stock MRLN

i

Market datapartial · fetched 2026-10-23T15:50:48.072Z

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 · 2026-10-23T15:50:05.33178422Z

FundamentalsAlpha Vantage · unavailable

Share price$0.87
1D+3.2%
$0.84$0.85$0.86$0.88$0.895:30 AM6:30 AM9:00 AM1:00 PMMRLN
Sold putSold call

Merlin, Inc. Common Stock options

Live interpolated MRLN call and put midpoint premiums by absolute delta.Merlin, Inc. Common Stock$0.00$1.63$3.26$4.89$6.52$-0.30$0.41$1.12$1.83$2.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRLN spot · $0.87MRLN PRICE$0.09$0.09$0.19$0.35$0.32$0.38$0.38$0.39$0.39$0.40$0.41$0.41$0.33$0.32$0.30$0.28$0.26$0.25$0.23$0.21$0.53$1.46$1.31$0.75$6.04
PutsExpensive2.34×
CallsExpensive3.93×
SkewBullish-201.07 pp
Implied moveBullish±$0.60
TiltBearish52.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.62644.8%67.9%
25Δ5.93450.5%589.9%0.67576.5%60.1%
30Δ1.71259.1%106.1%0.72508.2%52.3%
35Δ6.65499.7%683.7%0.77439.8%44.4%
40Δ16.23764.8%1797.7%0.82371.5%36.6%
45Δ13.63798.7%1496.2%0.87303.1%28.8%
50Δ10.39800.0%1131.6%0.92234.8%20.9%
55Δ8.88734.6%960.0%0.97166.5%13.1%
60Δ7.61659.9%814.8%1.32196.5%10.3%
65Δ6.33585.2%669.5%2.21366.9%14.2%
70Δ5.05510.5%524.3%2.09312.7%10.6%
75Δ3.78435.8%379.0%1.57212.7%6.2%
80Δ2.50361.1%233.8%6.84483.8%8.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.62
IV
644.8%
B/E move
67.9%

25Δ

Calls
Pseudo strike
5.93
IV
450.5%
B/E move
589.9%
Puts
Pseudo strike
0.67
IV
576.5%
B/E move
60.1%

30Δ

Calls
Pseudo strike
1.71
IV
259.1%
B/E move
106.1%
Puts
Pseudo strike
0.72
IV
508.2%
B/E move
52.3%

35Δ

Calls
Pseudo strike
6.65
IV
499.7%
B/E move
683.7%
Puts
Pseudo strike
0.77
IV
439.8%
B/E move
44.4%

40Δ

Calls
Pseudo strike
16.23
IV
764.8%
B/E move
1797.7%
Puts
Pseudo strike
0.82
IV
371.5%
B/E move
36.6%

45Δ

Calls
Pseudo strike
13.63
IV
798.7%
B/E move
1496.2%
Puts
Pseudo strike
0.87
IV
303.1%
B/E move
28.8%

50Δ

Calls
Pseudo strike
10.39
IV
800.0%
B/E move
1131.6%
Puts
Pseudo strike
0.92
IV
234.8%
B/E move
20.9%

55Δ

Calls
Pseudo strike
8.88
IV
734.6%
B/E move
960.0%
Puts
Pseudo strike
0.97
IV
166.5%
B/E move
13.1%

60Δ

Calls
Pseudo strike
7.61
IV
659.9%
B/E move
814.8%
Puts
Pseudo strike
1.32
IV
196.5%
B/E move
10.3%

65Δ

Calls
Pseudo strike
6.33
IV
585.2%
B/E move
669.5%
Puts
Pseudo strike
2.21
IV
366.9%
B/E move
14.2%

70Δ

Calls
Pseudo strike
5.05
IV
510.5%
B/E move
524.3%
Puts
Pseudo strike
2.09
IV
312.7%
B/E move
10.6%

75Δ

Calls
Pseudo strike
3.78
IV
435.8%
B/E move
379.0%
Puts
Pseudo strike
1.57
IV
212.7%
B/E move
6.2%

80Δ

Calls
Pseudo strike
2.50
IV
361.1%
B/E move
233.8%
Puts
Pseudo strike
6.84
IV
483.8%
B/E move
8.4%

Options history

No recorded observations