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Mereo BioPharma Group plc American MREO 0.29 -0.01 -3.04%

MREO Delta Exposure (DEX)

MREO (Mereo BioPharma Group plc American): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
7.46
Put Call Ratio (OI)
0.0328
Put Call Ratio (Vol)
0.241
IV Rank
51.5
IV Percentile
91.2
Max Pain
0.5

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-4.2
4.2
View values by strike
MREO · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
0.50 822 K -8.03 K
1.00 189 K -12.2 K
1.50 58.9 K -13.3 K
2.00 36 K -5.67 K
2.50 32.1 K -847
3.00 2.36 K -682
4.00 3.18 K 0
4.50 4.62 K 0