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Merlin, Inc. Common Stock MRLN

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Market datapartial · fetched 2026-10-22T20:45:50.085Z

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 · 2026-10-22T20:31:45.938856602Z

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$1.47$2.93$4.40$5.87$-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-170.81 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%0.61654.5%68.1%
25Δ7.94548.6%871.1%0.66589.5%60.6%
30Δ10.91626.6%1241.8%0.71524.5%53.0%
35Δ13.88704.7%1612.6%0.76459.5%45.5%
40Δ16.84782.7%1983.3%0.81394.4%38.0%
45Δ4.72372.4%491.1%0.86329.4%30.4%
50Δ10.59800.0%1230.3%0.91264.4%22.9%
55Δ9.04735.5%1045.2%0.96199.3%15.4%
60Δ7.87656.2%901.7%1.15177.9%10.1%
65Δ6.69576.9%758.1%1.77295.9%12.0%
70Δ5.52497.6%614.6%3.01363.6%11.0%
75Δ4.34418.3%471.1%4.61401.7%8.4%
80Δ3.16339.0%327.6%6.22439.8%5.7%

20Δ

Calls
Pseudo strike
1.99
IV
256.6%
B/E move
145.8%
Puts
Pseudo strike
0.61
IV
654.5%
B/E move
68.1%

25Δ

Calls
Pseudo strike
7.94
IV
548.6%
B/E move
871.1%
Puts
Pseudo strike
0.66
IV
589.5%
B/E move
60.6%

30Δ

Calls
Pseudo strike
10.91
IV
626.6%
B/E move
1241.8%
Puts
Pseudo strike
0.71
IV
524.5%
B/E move
53.0%

35Δ

Calls
Pseudo strike
13.88
IV
704.7%
B/E move
1612.6%
Puts
Pseudo strike
0.76
IV
459.5%
B/E move
45.5%

40Δ

Calls
Pseudo strike
16.84
IV
782.7%
B/E move
1983.3%
Puts
Pseudo strike
0.81
IV
394.4%
B/E move
38.0%

45Δ

Calls
Pseudo strike
4.72
IV
372.4%
B/E move
491.1%
Puts
Pseudo strike
0.86
IV
329.4%
B/E move
30.4%

50Δ

Calls
Pseudo strike
10.59
IV
800.0%
B/E move
1230.3%
Puts
Pseudo strike
0.91
IV
264.4%
B/E move
22.9%

55Δ

Calls
Pseudo strike
9.04
IV
735.5%
B/E move
1045.2%
Puts
Pseudo strike
0.96
IV
199.3%
B/E move
15.4%

60Δ

Calls
Pseudo strike
7.87
IV
656.2%
B/E move
901.7%
Puts
Pseudo strike
1.15
IV
177.9%
B/E move
10.1%

65Δ

Calls
Pseudo strike
6.69
IV
576.9%
B/E move
758.1%
Puts
Pseudo strike
1.77
IV
295.9%
B/E move
12.0%

70Δ

Calls
Pseudo strike
5.52
IV
497.6%
B/E move
614.6%
Puts
Pseudo strike
3.01
IV
363.6%
B/E move
11.0%

75Δ

Calls
Pseudo strike
4.34
IV
418.3%
B/E move
471.1%
Puts
Pseudo strike
4.61
IV
401.7%
B/E move
8.4%

80Δ

Calls
Pseudo strike
3.16
IV
339.0%
B/E move
327.6%
Puts
Pseudo strike
6.22
IV
439.8%
B/E move
5.7%

Options history

No recorded observations