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AN2 Therapeutics, Inc. ANTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-29T23:18:50.025Z

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 · 2026-10-29T21:10:42.269285212Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-29T23:18:50.310248+00:00

Share price$4.61
1D+2.6%
AH$4.53$4.62$4.72$4.81$4.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMANTX
Sold putSold callAH

AN2 Therapeutics, Inc. options

Live interpolated ANTX call and put midpoint premiums by absolute delta.AN2 Therapeutics, Inc.$0.38$0.94$1.51$2.07$2.63$-0.56$2.41$5.37$8.34$11.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANTX spot · $4.61ANTX PRICE$0.44$0.85$1.25$1.66$2.06$2.47$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45
PutsExpensive3.53×
CallsExpensive4.54×
SkewBullish-135.25 pp
Implied moveBearish±$3.30
TiltBearish40.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.31673.0%59.7%
25Δ4.70580.4%51.1%
30Δ5.07498.4%43.1%
35Δ5.35448.3%37.0%
40Δ5.64398.2%30.8%
45Δ5.26140.1%23.6%5.92348.1%24.7%
50Δ6.39270.1%57.0%6.09316.3%21.1%
55Δ7.52400.0%90.3%6.21291.4%18.5%
60Δ8.65530.0%123.6%6.33266.5%15.8%
65Δ9.78659.9%156.9%6.45241.6%13.2%
70Δ10.91789.9%190.2%6.57216.7%10.6%
75Δ5.70649.7%76.7%6.69191.7%7.9%
80Δ3.57496.0%30.6%6.82166.8%5.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.31
IV
673.0%
B/E move
59.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.70
IV
580.4%
B/E move
51.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.07
IV
498.4%
B/E move
43.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.35
IV
448.3%
B/E move
37.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.64
IV
398.2%
B/E move
30.8%

45Δ

Calls
Pseudo strike
5.26
IV
140.1%
B/E move
23.6%
Puts
Pseudo strike
5.92
IV
348.1%
B/E move
24.7%

50Δ

Calls
Pseudo strike
6.39
IV
270.1%
B/E move
57.0%
Puts
Pseudo strike
6.09
IV
316.3%
B/E move
21.1%

55Δ

Calls
Pseudo strike
7.52
IV
400.0%
B/E move
90.3%
Puts
Pseudo strike
6.21
IV
291.4%
B/E move
18.5%

60Δ

Calls
Pseudo strike
8.65
IV
530.0%
B/E move
123.6%
Puts
Pseudo strike
6.33
IV
266.5%
B/E move
15.8%

65Δ

Calls
Pseudo strike
9.78
IV
659.9%
B/E move
156.9%
Puts
Pseudo strike
6.45
IV
241.6%
B/E move
13.2%

70Δ

Calls
Pseudo strike
10.91
IV
789.9%
B/E move
190.2%
Puts
Pseudo strike
6.57
IV
216.7%
B/E move
10.6%

75Δ

Calls
Pseudo strike
5.70
IV
649.7%
B/E move
76.7%
Puts
Pseudo strike
6.69
IV
191.7%
B/E move
7.9%

80Δ

Calls
Pseudo strike
3.57
IV
496.0%
B/E move
30.6%
Puts
Pseudo strike
6.82
IV
166.8%
B/E move
5.3%

Options history

No recorded observations