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Anika Therapeutics Inc. Common Stock ANIK

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Market datapartial · fetched 2026-10-22T06:51:46.089Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:00.605120523Z

FundamentalsAlpha Vantage · unavailable

Share price$20.60
1D+0.6%
AH$20.20$20.31$20.42$20.53$20.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMANIK
Sold putSold callAH

Anika Therapeutics Inc. Common Stock options

Live interpolated ANIK call and put midpoint premiums by absolute delta.Anika Therapeutics Inc. Common Stock$0.34$2.80$5.26$7.72$10.18$14.10$17.39$20.67$23.96$27.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANIK spot · $20.60ANIK PRICE$0.97$1.21$1.45$1.50$1.56$1.70$1.85$1.99$2.32$2.68$3.04$3.39$0.61$1.00$1.39$1.78$2.15$2.21$2.26$2.31$2.37$2.42$3.92$7.46$9.47
PutsExpensive2.17×
CallsExpensive2.24×
SkewBullish-2.53 pp
Implied moveBearish±$3.96
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.7076.0%17.0%
25Δ28.68129.8%43.9%18.2884.1%16.1%
30Δ27.02127.6%37.0%18.8792.2%15.2%
35Δ25.36125.5%30.2%19.45100.3%14.2%
40Δ23.55107.2%21.6%20.03107.2%13.2%
45Δ22.1991.5%15.3%20.4798.0%11.3%
50Δ21.4885.0%12.6%20.9188.7%9.4%
55Δ20.7778.5%9.8%21.3679.4%7.6%
60Δ20.0672.0%7.0%21.8070.2%5.7%
65Δ19.4971.2%5.9%22.2460.9%3.8%
70Δ18.9271.0%4.9%23.9470.6%2.8%
75Δ18.3670.7%3.8%27.41106.9%3.1%
80Δ17.7970.5%2.8%29.45124.7%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.70
IV
76.0%
B/E move
17.0%

25Δ

Calls
Pseudo strike
28.68
IV
129.8%
B/E move
43.9%
Puts
Pseudo strike
18.28
IV
84.1%
B/E move
16.1%

30Δ

Calls
Pseudo strike
27.02
IV
127.6%
B/E move
37.0%
Puts
Pseudo strike
18.87
IV
92.2%
B/E move
15.2%

35Δ

Calls
Pseudo strike
25.36
IV
125.5%
B/E move
30.2%
Puts
Pseudo strike
19.45
IV
100.3%
B/E move
14.2%

40Δ

Calls
Pseudo strike
23.55
IV
107.2%
B/E move
21.6%
Puts
Pseudo strike
20.03
IV
107.2%
B/E move
13.2%

45Δ

Calls
Pseudo strike
22.19
IV
91.5%
B/E move
15.3%
Puts
Pseudo strike
20.47
IV
98.0%
B/E move
11.3%

50Δ

Calls
Pseudo strike
21.48
IV
85.0%
B/E move
12.6%
Puts
Pseudo strike
20.91
IV
88.7%
B/E move
9.4%

55Δ

Calls
Pseudo strike
20.77
IV
78.5%
B/E move
9.8%
Puts
Pseudo strike
21.36
IV
79.4%
B/E move
7.6%

60Δ

Calls
Pseudo strike
20.06
IV
72.0%
B/E move
7.0%
Puts
Pseudo strike
21.80
IV
70.2%
B/E move
5.7%

65Δ

Calls
Pseudo strike
19.49
IV
71.2%
B/E move
5.9%
Puts
Pseudo strike
22.24
IV
60.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
18.92
IV
71.0%
B/E move
4.9%
Puts
Pseudo strike
23.94
IV
70.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
18.36
IV
70.7%
B/E move
3.8%
Puts
Pseudo strike
27.41
IV
106.9%
B/E move
3.1%

80Δ

Calls
Pseudo strike
17.79
IV
70.5%
B/E move
2.8%
Puts
Pseudo strike
29.45
IV
124.7%
B/E move
3.0%

Options history

No recorded observations