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Merlin, Inc. Common Stock MRLN

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Market datapartial · fetched 2026-10-23T03:01:47.031Z

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 · 2026-10-22T23:45:06.740818949Z

FundamentalsAlpha Vantage · unavailable

Share price$0.87
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$1.62$3.24$4.85$6.47$-0.38$0.34$1.07$1.79$2.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRLN spot · $0.87MRLN PRICE$0.05$0.13$0.23$0.34$0.45$0.12$0.44$0.34$0.33$0.31$0.30$0.28$0.27$0.26$0.55$1.09$2.13$3.42$4.71$6.00
PutsExpensive2.52×
CallsExpensive3.82×
SkewBullish-166.36 pp
Implied moveBullish±$0.70
TiltBearish83.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.13255.6%152.3%0.63635.2%66.6%
25Δ8.26548.6%869.7%0.69563.0%58.4%
30Δ11.08625.3%1207.7%0.75490.8%50.1%
35Δ13.90702.0%1545.7%0.80418.6%41.8%
40Δ16.72778.7%1883.7%0.86346.4%33.5%
45Δ3.06246.0%267.8%0.92274.2%25.2%
50Δ10.80800.0%1199.4%0.97202.0%16.9%
55Δ1.30228.5%14.2%
60Δ1.82332.0%15.7%
65Δ2.87384.0%14.8%
70Δ4.18410.3%12.8%
75Δ5.48436.6%10.7%
80Δ6.79462.9%8.7%

20Δ

Calls
Pseudo strike
2.13
IV
255.6%
B/E move
152.3%
Puts
Pseudo strike
0.63
IV
635.2%
B/E move
66.6%

25Δ

Calls
Pseudo strike
8.26
IV
548.6%
B/E move
869.7%
Puts
Pseudo strike
0.69
IV
563.0%
B/E move
58.4%

30Δ

Calls
Pseudo strike
11.08
IV
625.3%
B/E move
1207.7%
Puts
Pseudo strike
0.75
IV
490.8%
B/E move
50.1%

35Δ

Calls
Pseudo strike
13.90
IV
702.0%
B/E move
1545.7%
Puts
Pseudo strike
0.80
IV
418.6%
B/E move
41.8%

40Δ

Calls
Pseudo strike
16.72
IV
778.7%
B/E move
1883.7%
Puts
Pseudo strike
0.86
IV
346.4%
B/E move
33.5%

45Δ

Calls
Pseudo strike
3.06
IV
246.0%
B/E move
267.8%
Puts
Pseudo strike
0.92
IV
274.2%
B/E move
25.2%

50Δ

Calls
Pseudo strike
10.80
IV
800.0%
B/E move
1199.4%
Puts
Pseudo strike
0.97
IV
202.0%
B/E move
16.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.30
IV
228.5%
B/E move
14.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.82
IV
332.0%
B/E move
15.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.87
IV
384.0%
B/E move
14.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.18
IV
410.3%
B/E move
12.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.48
IV
436.6%
B/E move
10.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.79
IV
462.9%
B/E move
8.7%

Options history

No recorded observations