Mereo BioPharma Group (MREO) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Mereo BioPharma Group

NASDAQ: MREO · Real-Time Price · USD
2.04
-0.01 (-0.49%)
At close: Oct 03, 2025, 3:59 PM
2.06
0.98%
After-hours: Oct 03, 2025, 05:54 PM EDT

MREO Option Overview

Overview for all option chains of MREO. As of October 05, 2025, MREO options have an IV of 500% and an IV rank of 138.18%. The volume is 383 contracts, which is 61.87% of average daily volume of 619 contracts. The volume put-call ratio is 0.03, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
500%
IV Rank
100%
Historical Volatility
45.62%
IV Low
93.68% on Oct 21, 2024
IV High
387.73% on Oct 01, 2025

Open Interest (OI)

Today's Open Interest
47,512
Put-Call Ratio
0.05
Put Open Interest
2,115
Call Open Interest
45,397
Open Interest Avg (30-day)
41,400
Today vs Open Interest Avg (30-day)
114.76%

Option Volume

Today's Volume
383
Put-Call Ratio
0.03
Put Volume
10
Call Volume
373
Volume Avg (30-day)
619
Today vs Volume Avg (30-day)
61.87%

Option Chain Statistics

This table provides a comprehensive overview of all MREO options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Oct 17, 2025 0 10 0 1,894 28 0.01 500% 2
Nov 21, 2025 24 0 0 3,579 109 0.03 236.5% 2
Dec 19, 2025 281 0 0 21,366 1,578 0.07 215.31% 2
Jan 16, 2026 0 0 0 2,877 0 0 6.21% 7
Feb 20, 2026 61 0 0 15,125 390 0.03 253.68% 1
May 15, 2026 4 0 0 101 10 0.1 500% 1.5
Jan 15, 2027 2 0 0 404 0 0 500% 0.5
Jan 21, 2028 1 0 0 51 0 0 500% 0.5