IntraAlpha
Create free account Start free

Myriad Genetics, Inc. Common Stock MYGN

i

Market datapartial · fetched 2026-10-22T22:12:32.414Z

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 · 2026-10-22T22:01:55.904144986Z

FundamentalsAlpha Vantage · unavailable

Share price$5.71
1D+2.4%
AH$5.38$5.52$5.66$5.80$5.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMYGN
Sold putSold callAH

Myriad Genetics, Inc. Common Stock options

Live interpolated MYGN call and put midpoint premiums by absolute delta.Myriad Genetics, Inc. Common Stock$0.13$1.16$2.19$3.22$4.25$3.13$4.40$5.67$6.94$8.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MYGN spot · $5.71MYGN PRICE$0.25$0.37$0.36$0.38$0.44$0.51$0.58$0.66$0.74$0.82$0.90$0.25$0.32$0.42$0.55$0.69$0.82$0.99$1.27$1.56$1.91$2.39$3.95$3.83
PutsExpensive1.42×
CallsFair0.99×
SkewBearish+5.35 pp
Implied moveBearish±$1.57
TiltBearish51.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.56167.8%71.9%4.54115.0%24.8%
25Δ10.39207.3%88.4%4.85110.7%20.7%
30Δ8.30152.4%51.7%5.12109.8%17.7%
35Δ6.89116.8%27.2%5.35112.4%15.9%
40Δ6.59113.6%23.2%5.59115.0%14.2%
45Δ6.29110.4%19.1%5.82117.6%12.4%
50Δ6.00107.2%15.1%6.09120.9%10.8%
55Δ5.79103.6%13.0%6.44126.7%9.6%
60Δ5.59100.0%10.9%6.79132.5%8.4%
65Δ5.3996.4%8.7%7.22138.6%7.1%
70Δ5.1992.9%6.6%7.76145.2%6.0%
75Δ9.35182.3%5.4%
80Δ9.34160.2%3.5%

20Δ

Calls
Pseudo strike
9.56
IV
167.8%
B/E move
71.9%
Puts
Pseudo strike
4.54
IV
115.0%
B/E move
24.8%

25Δ

Calls
Pseudo strike
10.39
IV
207.3%
B/E move
88.4%
Puts
Pseudo strike
4.85
IV
110.7%
B/E move
20.7%

30Δ

Calls
Pseudo strike
8.30
IV
152.4%
B/E move
51.7%
Puts
Pseudo strike
5.12
IV
109.8%
B/E move
17.7%

35Δ

Calls
Pseudo strike
6.89
IV
116.8%
B/E move
27.2%
Puts
Pseudo strike
5.35
IV
112.4%
B/E move
15.9%

40Δ

Calls
Pseudo strike
6.59
IV
113.6%
B/E move
23.2%
Puts
Pseudo strike
5.59
IV
115.0%
B/E move
14.2%

45Δ

Calls
Pseudo strike
6.29
IV
110.4%
B/E move
19.1%
Puts
Pseudo strike
5.82
IV
117.6%
B/E move
12.4%

50Δ

Calls
Pseudo strike
6.00
IV
107.2%
B/E move
15.1%
Puts
Pseudo strike
6.09
IV
120.9%
B/E move
10.8%

55Δ

Calls
Pseudo strike
5.79
IV
103.6%
B/E move
13.0%
Puts
Pseudo strike
6.44
IV
126.7%
B/E move
9.6%

60Δ

Calls
Pseudo strike
5.59
IV
100.0%
B/E move
10.9%
Puts
Pseudo strike
6.79
IV
132.5%
B/E move
8.4%

65Δ

Calls
Pseudo strike
5.39
IV
96.4%
B/E move
8.7%
Puts
Pseudo strike
7.22
IV
138.6%
B/E move
7.1%

70Δ

Calls
Pseudo strike
5.19
IV
92.9%
B/E move
6.6%
Puts
Pseudo strike
7.76
IV
145.2%
B/E move
6.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.35
IV
182.3%
B/E move
5.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.34
IV
160.2%
B/E move
3.5%

Options history

No recorded observations