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Myriad Genetics, Inc. Common Stock MYGN

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Market dataready · fetched 2026-11-12T03:23:17.090Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T23:29:31.463748521Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:19:52.514418+00:00

Share price$5.61
1D+0.8%
AH$5.54$5.62$5.70$5.78$5.865:30 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$0.06$0.38$0.71$1.03$1.35$4.47$5.13$5.79$6.45$7.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MYGN spot · $5.61MYGN PRICE$0.51$0.27$0.36$0.45$0.55$0.64$0.73$0.83$1.00$1.26$0.10$0.14$0.18$0.22$0.26$0.30$0.34$0.38$0.42$0.46$0.51
Puts——
Calls——
Skew——
Implied moveBullish±$0.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.0585.7%11.7%
25Δ5.1484.4%10.7%
30Δ9.67414.2%81.5%5.2483.2%9.8%
35Δ5.3381.9%8.8%
40Δ5.90105.9%9.9%5.4380.6%7.8%
45Δ5.76113.3%9.1%5.5379.3%6.8%
50Δ5.62120.6%8.3%5.6278.0%5.8%
55Δ5.49128.0%7.5%5.7276.7%4.9%
60Δ5.35135.4%6.7%5.8175.5%3.9%
65Δ5.21142.7%5.9%5.9174.2%2.9%
70Δ5.07150.1%5.1%6.0173.1%2.0%
75Δ4.85161.7%4.3%
80Δ4.55177.7%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.05
IV
85.7%
B/E move
11.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.14
IV
84.4%
B/E move
10.7%

30Δ

Calls
Pseudo strike
9.67
IV
414.2%
B/E move
81.5%
Puts
Pseudo strike
5.24
IV
83.2%
B/E move
9.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.33
IV
81.9%
B/E move
8.8%

40Δ

Calls
Pseudo strike
5.90
IV
105.9%
B/E move
9.9%
Puts
Pseudo strike
5.43
IV
80.6%
B/E move
7.8%

45Δ

Calls
Pseudo strike
5.76
IV
113.3%
B/E move
9.1%
Puts
Pseudo strike
5.53
IV
79.3%
B/E move
6.8%

50Δ

Calls
Pseudo strike
5.62
IV
120.6%
B/E move
8.3%
Puts
Pseudo strike
5.62
IV
78.0%
B/E move
5.8%

55Δ

Calls
Pseudo strike
5.49
IV
128.0%
B/E move
7.5%
Puts
Pseudo strike
5.72
IV
76.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
5.35
IV
135.4%
B/E move
6.7%
Puts
Pseudo strike
5.81
IV
75.5%
B/E move
3.9%

65Δ

Calls
Pseudo strike
5.21
IV
142.7%
B/E move
5.9%
Puts
Pseudo strike
5.91
IV
74.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
5.07
IV
150.1%
B/E move
5.1%
Puts
Pseudo strike
6.01
IV
73.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
4.85
IV
161.7%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.55
IV
177.7%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend120.13%
Daily EOD
MYGN84.3%123.7%163.1%2026-10-19: 157.65%2026-10-21: 124.53%2026-10-22: 111.31%2026-10-23: 121.62%2026-10-26: 125.30%2026-10-27: 121.42%2026-10-28: 89.73%2026-10-29: 99.44%2026-10-30: 120.13%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
157.65%
124.53%
111.31%
121.62%
125.30%
121.42%
89.73%
99.44%
120.13%