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Anika Therapeutics Inc. Common Stock ANIK

i

Market dataready · fetched 2026-11-11T15:39:19.074Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:38:38.207468399Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:39:18.402745+00:00

Share price$13.73
1D+3.0%
$13.29$13.45$13.61$13.77$13.935:30 AM6:30 AM9:00 AM1:00 PMANIK
Sold putSold call

Anika Therapeutics Inc. Common Stock options

Live interpolated ANIK call and put midpoint premiums by absolute delta.Anika Therapeutics Inc. Common Stock$0.25$1.24$2.23$3.22$4.20$8.70$12.33$15.95$19.58$23.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ANIK spot · $13.73ANIK PRICE$0.50$0.35$0.56$0.76$0.97$1.17$1.38$1.58$1.79$1.99$2.31$2.62$1.12$1.43$1.74$2.06$2.37$2.68$2.99$3.30$3.61$3.92
Puts——
Calls——
Skew——
Implied moveBearish±$3.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.15123.7%57.7%
25Δ
30Δ14.9643.8%11.5%
35Δ14.6547.7%10.8%12.9085.0%14.2%
40Δ14.3551.7%10.0%13.3983.9%12.9%
45Δ14.0455.6%9.3%13.8982.7%11.5%
50Δ13.7359.5%8.6%14.3981.6%10.2%
55Δ13.4363.4%7.8%14.8980.4%8.8%
60Δ13.1267.4%7.1%15.3879.3%7.5%
65Δ12.8271.3%6.4%15.8878.1%6.1%
70Δ12.5175.2%5.6%16.3877.0%4.7%
75Δ12.0671.2%4.7%16.8775.8%3.4%
80Δ11.6166.9%3.7%17.3774.7%2.0%

20Δ

Calls
Pseudo strike
21.15
IV
123.7%
B/E move
57.7%
Puts
Pseudo strike
IV
B/E move

25Δ

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

30Δ

Calls
Pseudo strike
14.96
IV
43.8%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.65
IV
47.7%
B/E move
10.8%
Puts
Pseudo strike
12.90
IV
85.0%
B/E move
14.2%

40Δ

Calls
Pseudo strike
14.35
IV
51.7%
B/E move
10.0%
Puts
Pseudo strike
13.39
IV
83.9%
B/E move
12.9%

45Δ

Calls
Pseudo strike
14.04
IV
55.6%
B/E move
9.3%
Puts
Pseudo strike
13.89
IV
82.7%
B/E move
11.5%

50Δ

Calls
Pseudo strike
13.73
IV
59.5%
B/E move
8.6%
Puts
Pseudo strike
14.39
IV
81.6%
B/E move
10.2%

55Δ

Calls
Pseudo strike
13.43
IV
63.4%
B/E move
7.8%
Puts
Pseudo strike
14.89
IV
80.4%
B/E move
8.8%

60Δ

Calls
Pseudo strike
13.12
IV
67.4%
B/E move
7.1%
Puts
Pseudo strike
15.38
IV
79.3%
B/E move
7.5%

65Δ

Calls
Pseudo strike
12.82
IV
71.3%
B/E move
6.4%
Puts
Pseudo strike
15.88
IV
78.1%
B/E move
6.1%

70Δ

Calls
Pseudo strike
12.51
IV
75.2%
B/E move
5.6%
Puts
Pseudo strike
16.38
IV
77.0%
B/E move
4.7%

75Δ

Calls
Pseudo strike
12.06
IV
71.2%
B/E move
4.7%
Puts
Pseudo strike
16.87
IV
75.8%
B/E move
3.4%

80Δ

Calls
Pseudo strike
11.61
IV
66.9%
B/E move
3.7%
Puts
Pseudo strike
17.37
IV
74.7%
B/E move
2.0%

Options history

IV · four-Friday blend60.80%
Daily close
ANIK34.6%79.6%124.5%2026-08-13: 70.83%2026-08-14: 61.16%2026-08-17: 95.61%2026-08-18: 67.81%2026-08-19: 81.02%2026-08-20: 118.31%2026-08-21: 40.81%2026-08-24: 47.89%2026-08-25: 49.21%2026-08-26: 50.08%2026-08-28: 44.85%2026-09-21: 50.23%2026-09-23: 47.08%2026-09-24: 50.79%2026-09-29: 49.66%2026-09-30: 65.03%2026-10-01: 58.50%2026-10-02: 63.22%2026-10-05: 49.87%2026-10-06: 59.29%2026-10-07: 61.41%2026-10-09: 49.09%2026-10-12: 76.59%2026-10-16: 52.78%2026-10-19: 54.82%2026-10-20: 46.20%2026-10-21: 60.59%2026-10-22: 48.23%2026-10-23: 49.81%2026-10-26: 58.59%2026-10-27: 62.20%2026-10-28: 60.15%2026-10-29: 55.92%2026-10-30: 60.80%Aug 13Oct 1Oct 30
34 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
70.83%
61.16%
95.61%
67.81%
81.02%
118.31%
40.81%
47.89%
49.21%
50.08%
44.85%
50.23%
47.08%
50.79%
49.66%
65.03%
58.50%
63.22%
49.87%
59.29%
61.41%
49.09%
76.59%
52.78%
54.82%
46.20%
60.59%
48.23%
49.81%
58.59%
62.20%
60.15%
55.92%
60.80%