MREO · Mereo BioPharma Group plc

Track MREO — free Ask ALVIS about MREO

$0.31 +0.01 (+2.58%)

Market Cap

$241.10M

798.09M

Options Chain

15-min delayed Underlying $0.31 · today Options Calculator

Positioning

Aug 21, 2026 · 24 days to expiry · 16 contracts

Put / call OI

0.02

Call-heavy positioning

Open interest

13,858

contracts outstanding

Volume

1,091

traded today

Max pain

$0.50

$0.19 above spot

ATM implied vol

264.2%

market's expected move

Open interest by strike

Calls Puts

0.5

1.5

2.5

3.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 24d Sep 18 52d Nov 20 115d Jan 15 171d Feb 19 206d Jan 21 542d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
Underlying $0.31
7.3k	1k	394.3%	0.508	$0.05		$0.24	-0.906	134.2%	1	100
Call · $0.5 Last $0.05 Breakeven $0.55 Implied vol 394.3% Delta 0.508 ≈51% ITM Gamma 1.286 Theta -0.003 Vega 0 Open interest 7.3k Model this call Put · $0.5 In the money Last $0.24 Breakeven $0.26 Implied vol 134.2% Delta -0.906 ≈91% ITM Gamma 1.703 Theta 0 Vega 0 Open interest 100 Model this put
2.2k	3	548.7%	0.445	$0.02		$0.78	-0.753	394.2%	2	8
Call · $1 Last $0.02 Breakeven $1.02 Implied vol 548.7% Delta 0.445 ≈45% ITM Gamma 0.9 Theta -0.004 Vega 0 Open interest 2.2k Model this call Put · $1 In the money Last $0.78 Breakeven $0.22 Implied vol 394.2% Delta -0.753 ≈75% ITM Gamma 1.034 Theta -0.002 Vega 0 Open interest 8 Model this put
290	16	624.6%	0.423	$0.01		$1.35	—	—	8	54
Call · $1.5 Last $0.01 Breakeven $1.51 Implied vol 624.6% Delta 0.423 ≈42% ITM Gamma 0.773 Theta -0.004 Vega 0 Open interest 290 Model this call Put · $1.5 In the money Last $1.35 Breakeven $0.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 54 Model this put
1.4k	8	—	—	$0.05		$1.69	-1	0.2%	2	42
Call · $2 Last $0.05 Breakeven $2.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.4k Model this call Put · $2 In the money Last $1.69 Breakeven $0.31 Implied vol 0.2% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 42 Model this put
863	10	716.6%	0.404	$0.05		$2.35	-1	0.2%	2	45
Call · $2.5 Last $0.05 Breakeven $2.55 Implied vol 716.6% Delta 0.404 ≈40% ITM Gamma 0.663 Theta -0.005 Vega 0 Open interest 863 Model this call Put · $2.5 In the money Last $2.35 Breakeven $0.15 Implied vol 0.2% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 45 Model this put
211	6	—	—	$0.05		$2.85	-0.49	851.7%	3	26
Call · $3 Last $0.05 Breakeven $3.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 211 Model this call Put · $3 In the money Last $2.85 Breakeven $0.15 Implied vol 851.7% Delta -0.49 ≈49% ITM Gamma 0.57 Theta -0.005 Vega 0 Open interest 26 Model this put
625	4	928.8%	0.563	$0.05		$3.35	-0.949	452.8%	4	26
Call · $3.5 Last $0.05 Breakeven $3.55 Implied vol 928.8% Delta 0.563 ≈56% ITM Gamma 0.498 Theta -0.006 Vega 0 Open interest 625 Model this call Put · $3.5 In the money Last $3.35 Breakeven $0.15 Implied vol 452.8% Delta -0.949 ≈95% ITM Gamma 0.372 Theta -0.001 Vega 0 Open interest 26 Model this put
657	19	—	—	$0.15		$3.85	—	—	2	17
Call · $4 Last $0.15 Breakeven $4.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 657 Model this call Put · $4 In the money Last $3.85 Breakeven $0.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 17 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1719714 CUSIP 589492107 13F (30d) 5 filings 5 filers Visit website Investor relations