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Rigel Pharmaceuticals, Inc. Common Stock RIGL

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Market datapartial · fetched 2026-10-22T23:57:34.904Z

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 · 2026-10-22T20:00:01.06673983Z

FundamentalsAlpha Vantage · unavailable

Share price$48.86
1D+0.2%
AH$48.60$48.92$49.24$49.56$49.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRIGL
Sold putSold callAH

Rigel Pharmaceuticals, Inc. Common Stock options

Live interpolated RIGL call and put midpoint premiums by absolute delta.Rigel Pharmaceuticals, Inc. Common Stock$1.30$3.89$6.47$9.05$11.63$35.72$42.50$49.28$56.06$62.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RIGL spot · $48.86RIGL PRICE$1.58$2.45$2.08$2.16$2.64$3.13$3.61$4.06$4.76$5.39$6.39$7.42$7.38$1.75$1.92$2.71$2.65$3.19$4.14$4.87$5.59$6.32$7.04$7.88$9.39$10.89
PutsExpensive1.64×
CallsExpensive1.77×
SkewBullish-6.15 pp
Implied moveBearish±$8.48
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.30105.8%36.9%40.00102.7%21.7%
25Δ69.88143.7%48.0%43.0382.7%15.9%
30Δ59.8395.9%26.7%44.3389.7%14.8%
35Δ54.2673.0%15.5%46.2572.6%10.8%
40Δ52.8773.5%13.6%47.5271.8%9.3%
45Δ51.4973.9%11.8%48.8477.1%8.5%
50Δ50.1174.4%9.9%50.1776.7%7.3%
55Δ48.7771.9%8.1%51.4274.5%6.2%
60Δ47.5173.3%7.0%52.6872.3%5.1%
65Δ46.2672.5%5.7%53.9470.2%4.0%
70Δ44.8475.5%4.8%55.2968.3%3.0%
75Δ43.3376.6%3.9%57.1268.5%2.3%
80Δ42.7365.6%2.6%58.9568.6%1.6%

20Δ

Calls
Pseudo strike
65.30
IV
105.8%
B/E move
36.9%
Puts
Pseudo strike
40.00
IV
102.7%
B/E move
21.7%

25Δ

Calls
Pseudo strike
69.88
IV
143.7%
B/E move
48.0%
Puts
Pseudo strike
43.03
IV
82.7%
B/E move
15.9%

30Δ

Calls
Pseudo strike
59.83
IV
95.9%
B/E move
26.7%
Puts
Pseudo strike
44.33
IV
89.7%
B/E move
14.8%

35Δ

Calls
Pseudo strike
54.26
IV
73.0%
B/E move
15.5%
Puts
Pseudo strike
46.25
IV
72.6%
B/E move
10.8%

40Δ

Calls
Pseudo strike
52.87
IV
73.5%
B/E move
13.6%
Puts
Pseudo strike
47.52
IV
71.8%
B/E move
9.3%

45Δ

Calls
Pseudo strike
51.49
IV
73.9%
B/E move
11.8%
Puts
Pseudo strike
48.84
IV
77.1%
B/E move
8.5%

50Δ

Calls
Pseudo strike
50.11
IV
74.4%
B/E move
9.9%
Puts
Pseudo strike
50.17
IV
76.7%
B/E move
7.3%

55Δ

Calls
Pseudo strike
48.77
IV
71.9%
B/E move
8.1%
Puts
Pseudo strike
51.42
IV
74.5%
B/E move
6.2%

60Δ

Calls
Pseudo strike
47.51
IV
73.3%
B/E move
7.0%
Puts
Pseudo strike
52.68
IV
72.3%
B/E move
5.1%

65Δ

Calls
Pseudo strike
46.26
IV
72.5%
B/E move
5.7%
Puts
Pseudo strike
53.94
IV
70.2%
B/E move
4.0%

70Δ

Calls
Pseudo strike
44.84
IV
75.5%
B/E move
4.8%
Puts
Pseudo strike
55.29
IV
68.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
43.33
IV
76.6%
B/E move
3.9%
Puts
Pseudo strike
57.12
IV
68.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
42.73
IV
65.6%
B/E move
2.6%
Puts
Pseudo strike
58.95
IV
68.6%
B/E move
1.6%

Options history

No recorded observations