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UroGen Pharma Ltd. Ordinary Shares URGN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T18:53:58.060Z

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 · 2026-11-13T18:53:51.011498475Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:53:57.284513+00:00

Share price$25.61
1D-1.7%
$25.24$25.46$25.68$25.90$26.125:30 AM6:30 AM9:00 AM1:00 PMURGN
Sold putSold call

UroGen Pharma Ltd. Ordinary Shares options

Live interpolated URGN call and put midpoint premiums by absolute delta.UroGen Pharma Ltd. Ordinary Shares$0.67$1.86$3.05$4.25$5.44$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEURGN PRICE$0.95$1.31$1.29$2.50$3.04$3.48$3.76$4.16$5.10$0.79$0.98$3.37$3.77
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ32.20201.3%29.4%22.97135.3%13.4%
30Δ31.57221.4%28.4%23.67130.9%11.4%
35Δ28.96173.5%18.1%
40Δ
45Δ
50Δ
55Δ25.57174.4%9.6%
60Δ24.82188.4%8.8%
65Δ23.98188.6%7.2%
70Δ23.25176.2%5.4%
75Δ22.49168.9%4.0%28.49101.8%1.9%
80Δ21.35183.1%3.3%29.0398.7%1.4%

20Δ

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

25Δ

Calls
Pseudo strike
32.20
IV
201.3%
B/E move
29.4%
Puts
Pseudo strike
22.97
IV
135.3%
B/E move
13.4%

30Δ

Calls
Pseudo strike
31.57
IV
221.4%
B/E move
28.4%
Puts
Pseudo strike
23.67
IV
130.9%
B/E move
11.4%

35Δ

Calls
Pseudo strike
28.96
IV
173.5%
B/E move
18.1%
Puts
Pseudo strike
IV
B/E move

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
IV
B/E move

50Δ

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

55Δ

Calls
Pseudo strike
25.57
IV
174.4%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.82
IV
188.4%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.98
IV
188.6%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.25
IV
176.2%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.49
IV
168.9%
B/E move
4.0%
Puts
Pseudo strike
28.49
IV
101.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
21.35
IV
183.1%
B/E move
3.3%
Puts
Pseudo strike
29.03
IV
98.7%
B/E move
1.4%

Options history

IV · four-Friday blend79.13%
Daily EOD
URGN59.5%70.0%80.6%2026-10-19: 65.68%2026-10-20: 60.94%2026-10-21: 62.95%2026-10-22: 65.73%2026-10-23: 62.38%2026-10-26: 63.26%2026-10-27: 63.50%2026-10-28: 71.58%2026-10-29: 71.52%2026-10-30: 79.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.68%
60.94%
62.95%
65.73%
62.38%
63.26%
63.50%
71.58%
71.52%
79.13%