IntraAlpha
Create free account Start free

Myriad Genetics, Inc. Common Stock MYGN

i

Market datapartial · fetched 2026-10-22T23:23:51.612Z

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 · 2026-10-22T22:45:05.832810954Z

FundamentalsAlpha Vantage · unavailable

Share price$5.86
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$0.12$1.31$2.50$3.69$4.88$2.92$4.31$5.70$7.09$8.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MYGN spot · $5.86MYGN PRICE$0.24$0.37$0.36$0.36$0.42$0.48$0.55$0.61$0.67$0.73$0.80$0.86$0.92$0.27$0.34$0.48$0.63$0.78$0.94$1.25$1.55$1.96$2.49$4.28$4.54
PutsExpensive1.60×
CallsCheap0.86×
SkewBearish+38.17 pp
Implied moveBearish±$1.79
TiltBearish45.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.51159.2%66.4%4.63120.4%25.5%
25Δ10.43201.2%84.2%4.97116.6%21.1%
30Δ8.54150.6%51.8%5.23119.6%19.0%
35Δ6.95108.6%24.7%5.49123.4%17.1%
40Δ6.68104.7%21.1%5.75127.1%15.3%
45Δ6.40100.9%17.5%6.02131.0%13.4%
50Δ6.1397.0%13.9%6.40138.7%12.1%
55Δ5.9292.5%11.3%6.79146.5%10.8%
60Δ5.7687.5%9.7%7.27155.3%9.5%
65Δ5.6082.5%8.1%7.87165.5%8.2%
70Δ5.4577.5%6.4%9.68211.6%7.9%
75Δ5.2972.5%4.8%10.07196.5%5.8%
80Δ5.1367.5%3.2%

20Δ

Calls
Pseudo strike
9.51
IV
159.2%
B/E move
66.4%
Puts
Pseudo strike
4.63
IV
120.4%
B/E move
25.5%

25Δ

Calls
Pseudo strike
10.43
IV
201.2%
B/E move
84.2%
Puts
Pseudo strike
4.97
IV
116.6%
B/E move
21.1%

30Δ

Calls
Pseudo strike
8.54
IV
150.6%
B/E move
51.8%
Puts
Pseudo strike
5.23
IV
119.6%
B/E move
19.0%

35Δ

Calls
Pseudo strike
6.95
IV
108.6%
B/E move
24.7%
Puts
Pseudo strike
5.49
IV
123.4%
B/E move
17.1%

40Δ

Calls
Pseudo strike
6.68
IV
104.7%
B/E move
21.1%
Puts
Pseudo strike
5.75
IV
127.1%
B/E move
15.3%

45Δ

Calls
Pseudo strike
6.40
IV
100.9%
B/E move
17.5%
Puts
Pseudo strike
6.02
IV
131.0%
B/E move
13.4%

50Δ

Calls
Pseudo strike
6.13
IV
97.0%
B/E move
13.9%
Puts
Pseudo strike
6.40
IV
138.7%
B/E move
12.1%

55Δ

Calls
Pseudo strike
5.92
IV
92.5%
B/E move
11.3%
Puts
Pseudo strike
6.79
IV
146.5%
B/E move
10.8%

60Δ

Calls
Pseudo strike
5.76
IV
87.5%
B/E move
9.7%
Puts
Pseudo strike
7.27
IV
155.3%
B/E move
9.5%

65Δ

Calls
Pseudo strike
5.60
IV
82.5%
B/E move
8.1%
Puts
Pseudo strike
7.87
IV
165.5%
B/E move
8.2%

70Δ

Calls
Pseudo strike
5.45
IV
77.5%
B/E move
6.4%
Puts
Pseudo strike
9.68
IV
211.6%
B/E move
7.9%

75Δ

Calls
Pseudo strike
5.29
IV
72.5%
B/E move
4.8%
Puts
Pseudo strike
10.07
IV
196.5%
B/E move
5.8%

80Δ

Calls
Pseudo strike
5.13
IV
67.5%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations