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Rigel Pharmaceuticals Inc RIGL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T16:42:06.019Z

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 · 2026-10-23T16:39:53.456751803Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T16:42:05.584291+00:00

Share price$47.82
1D-0.3%
$47.67$47.85$48.03$48.21$48.395:30 AM6:30 AM9:00 AM1:00 PMRIGL
Sold putSold call

Rigel Pharmaceuticals Inc options

Live interpolated RIGL call and put midpoint premiums by absolute delta.Rigel Pharmaceuticals Inc$1.53$3.83$6.13$8.42$10.72$34.77$41.75$48.74$55.72$62.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RIGL spot · $47.81RIGL PRICE$1.78$2.45$2.46$2.51$2.83$3.15$3.48$4.51$5.01$5.73$6.38$7.32$7.16$1.92$2.67$2.89$2.48$3.35$3.79$4.07$4.81$5.69$6.58$7.47$8.44$10.06
PutsExpensive1.63×
CallsExpensive1.98×
SkewBullish-13.87 pp
Implied moveBearish±$7.55
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.86122.7%43.6%39.38106.1%21.7%
25Δ69.42150.2%50.3%40.54115.5%20.8%
30Δ60.73117.2%32.2%43.1498.6%15.8%
35Δ54.7492.3%19.7%45.3171.1%10.4%
40Δ52.7086.0%16.1%46.5776.8%9.6%
45Δ50.6579.8%12.5%47.7074.5%8.2%
50Δ48.9974.6%9.7%48.8268.0%6.4%
55Δ47.8985.0%9.6%50.0168.6%5.5%
60Δ46.4381.0%7.6%51.3067.9%4.6%
65Δ45.1181.3%6.3%52.5867.3%3.8%
70Δ43.8178.6%5.0%53.8666.7%3.0%
75Δ42.3778.8%3.9%55.2266.1%2.2%
80Δ41.8465.5%2.5%57.1365.7%1.6%

20Δ

Calls
Pseudo strike
66.86
IV
122.7%
B/E move
43.6%
Puts
Pseudo strike
39.38
IV
106.1%
B/E move
21.7%

25Δ

Calls
Pseudo strike
69.42
IV
150.2%
B/E move
50.3%
Puts
Pseudo strike
40.54
IV
115.5%
B/E move
20.8%

30Δ

Calls
Pseudo strike
60.73
IV
117.2%
B/E move
32.2%
Puts
Pseudo strike
43.14
IV
98.6%
B/E move
15.8%

35Δ

Calls
Pseudo strike
54.74
IV
92.3%
B/E move
19.7%
Puts
Pseudo strike
45.31
IV
71.1%
B/E move
10.4%

40Δ

Calls
Pseudo strike
52.70
IV
86.0%
B/E move
16.1%
Puts
Pseudo strike
46.57
IV
76.8%
B/E move
9.6%

45Δ

Calls
Pseudo strike
50.65
IV
79.8%
B/E move
12.5%
Puts
Pseudo strike
47.70
IV
74.5%
B/E move
8.2%

50Δ

Calls
Pseudo strike
48.99
IV
74.6%
B/E move
9.7%
Puts
Pseudo strike
48.82
IV
68.0%
B/E move
6.4%

55Δ

Calls
Pseudo strike
47.89
IV
85.0%
B/E move
9.6%
Puts
Pseudo strike
50.01
IV
68.6%
B/E move
5.5%

60Δ

Calls
Pseudo strike
46.43
IV
81.0%
B/E move
7.6%
Puts
Pseudo strike
51.30
IV
67.9%
B/E move
4.6%

65Δ

Calls
Pseudo strike
45.11
IV
81.3%
B/E move
6.3%
Puts
Pseudo strike
52.58
IV
67.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
43.81
IV
78.6%
B/E move
5.0%
Puts
Pseudo strike
53.86
IV
66.7%
B/E move
3.0%

75Δ

Calls
Pseudo strike
42.37
IV
78.8%
B/E move
3.9%
Puts
Pseudo strike
55.22
IV
66.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
41.84
IV
65.5%
B/E move
2.5%
Puts
Pseudo strike
57.13
IV
65.7%
B/E move
1.6%

Options history

No recorded observations