IntraAlpha
Create free account Start free

UroGen Pharma Ltd URGN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T15:19:41.892Z

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 · 2026-10-23T20:00:07.46105817Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:19:41.962135+00:00

Share price$34.49
1D-1.9%
AH$33.94$34.27$34.59$34.91$35.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMURGN
Sold putSold callAH

UroGen Pharma Ltd options

Live interpolated URGN call and put midpoint premiums by absolute delta.UroGen Pharma Ltd$0.49$2.91$5.32$7.73$10.14$23.97$29.51$35.06$40.61$46.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URGN spot · $34.49URGN PRICE$0.75$2.45$2.45$1.81$1.99$2.42$2.89$3.05$3.29$3.64$4.85$5.33$6.08$2.45$2.46$2.45$2.12$1.93$2.19$2.57$3.88$4.40$5.17$4.67$6.75$9.45
PutsExpensive1.20×
CallsExpensive1.84×
SkewBullish-12.10 pp
Implied moveBullish±$5.45
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.6179.6%25.7%25.81180.3%32.3%
25Δ64.82231.5%95.0%28.71142.2%23.9%
30Δ49.52171.6%50.7%30.83114.8%17.7%
35Δ39.9496.3%21.1%32.4984.3%11.9%
40Δ37.9486.1%15.8%33.5865.1%8.3%
45Δ36.5285.7%12.9%34.3461.8%6.8%
50Δ35.6889.6%11.8%35.0961.2%5.7%
55Δ34.4479.8%8.7%36.3077.0%6.0%
60Δ33.6375.2%7.0%37.2074.9%4.9%
65Δ32.6971.3%5.3%38.2775.4%4.0%
70Δ31.5085.6%5.4%38.2860.8%2.6%
75Δ30.5281.3%4.0%40.4373.8%2.4%
80Δ29.4580.8%3.0%43.2685.4%2.0%

20Δ

Calls
Pseudo strike
42.61
IV
79.6%
B/E move
25.7%
Puts
Pseudo strike
25.81
IV
180.3%
B/E move
32.3%

25Δ

Calls
Pseudo strike
64.82
IV
231.5%
B/E move
95.0%
Puts
Pseudo strike
28.71
IV
142.2%
B/E move
23.9%

30Δ

Calls
Pseudo strike
49.52
IV
171.6%
B/E move
50.7%
Puts
Pseudo strike
30.83
IV
114.8%
B/E move
17.7%

35Δ

Calls
Pseudo strike
39.94
IV
96.3%
B/E move
21.1%
Puts
Pseudo strike
32.49
IV
84.3%
B/E move
11.9%

40Δ

Calls
Pseudo strike
37.94
IV
86.1%
B/E move
15.8%
Puts
Pseudo strike
33.58
IV
65.1%
B/E move
8.3%

45Δ

Calls
Pseudo strike
36.52
IV
85.7%
B/E move
12.9%
Puts
Pseudo strike
34.34
IV
61.8%
B/E move
6.8%

50Δ

Calls
Pseudo strike
35.68
IV
89.6%
B/E move
11.8%
Puts
Pseudo strike
35.09
IV
61.2%
B/E move
5.7%

55Δ

Calls
Pseudo strike
34.44
IV
79.8%
B/E move
8.7%
Puts
Pseudo strike
36.30
IV
77.0%
B/E move
6.0%

60Δ

Calls
Pseudo strike
33.63
IV
75.2%
B/E move
7.0%
Puts
Pseudo strike
37.20
IV
74.9%
B/E move
4.9%

65Δ

Calls
Pseudo strike
32.69
IV
71.3%
B/E move
5.3%
Puts
Pseudo strike
38.27
IV
75.4%
B/E move
4.0%

70Δ

Calls
Pseudo strike
31.50
IV
85.6%
B/E move
5.4%
Puts
Pseudo strike
38.28
IV
60.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
30.52
IV
81.3%
B/E move
4.0%
Puts
Pseudo strike
40.43
IV
73.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
29.45
IV
80.8%
B/E move
3.0%
Puts
Pseudo strike
43.26
IV
85.4%
B/E move
2.0%

Options history

No recorded observations