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Rigel Pharmaceuticals, Inc. Common Stock RIGL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T01:27:37.421Z

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 · 2026-11-12T22:00:14.679716343Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:27:36.876581+00:00

Share price$46.00
1D+5.4%
AH$43.37$44.09$44.81$45.54$46.265:30 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$2.19$3.84$5.49$7.14$8.79$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICERIGL PRICE$2.67$2.69$2.45$2.45$2.45$2.37$2.66$2.76$2.92$4.39$5.64$8.31
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.08301.6%31.2%
25Δ37.79236.5%23.2%
30Δ41.51171.3%15.1%
35Δ43.52131.9%10.5%
40Δ
45Δ45.69104.5%6.5%
50Δ
55Δ
60Δ47.4870.2%2.8%
65Δ44.6068.8%2.8%47.9864.4%2.0%
70Δ44.2059.6%1.9%49.4381.7%2.1%
75Δ50.8787.6%1.7%
80Δ53.62107.6%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.08
IV
301.6%
B/E move
31.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.79
IV
236.5%
B/E move
23.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.51
IV
171.3%
B/E move
15.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.52
IV
131.9%
B/E move
10.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.69
IV
104.5%
B/E move
6.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.48
IV
70.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
44.60
IV
68.8%
B/E move
2.8%
Puts
Pseudo strike
47.98
IV
64.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
44.20
IV
59.6%
B/E move
1.9%
Puts
Pseudo strike
49.43
IV
81.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.87
IV
87.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.62
IV
107.6%
B/E move
1.5%

Options history

IV · four-Friday blend65.66%
Daily EOD
RIGL60.7%64.8%68.9%2026-10-19: 66.23%2026-10-20: 61.26%2026-10-21: 61.84%2026-10-22: 63.64%2026-10-23: 64.04%2026-10-26: 68.35%2026-10-27: 66.05%2026-10-28: 65.30%2026-10-29: 64.42%2026-10-30: 65.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.23%
61.26%
61.84%
63.64%
64.04%
68.35%
66.05%
65.30%
64.42%
65.66%