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Aquestive Therapeutics, Inc. Common Stock AQST

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-11T14:40:39.444Z

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: 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 · 2026-11-11T14:40:32.099312559Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:38:28.418327+00:00

Share price$3.57
1D+0.1%
$3.55$3.56$3.56$3.57$3.575:30 AM6:30 AM9:00 AM1:00 PMAQST
Sold putSold call

Aquestive Therapeutics, Inc. Common Stock options

Live interpolated AQST call and put midpoint premiums by absolute delta.Aquestive Therapeutics, Inc. Common Stock$0.17$0.67$1.16$1.66$2.15$2.70$3.14$3.58$4.02$4.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AQST spot · $3.57AQST PRICE$0.52$0.69$0.85$1.02$1.18$1.35$1.51$1.68$1.84$2.01$0.23$0.24$0.26$0.28$0.30$0.32$0.34$0.35$0.37
Puts——
Calls——
Skew——
Implied moveBullish±$1.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ3.00219.9%22.3%
30Δ3.08207.1%20.5%
35Δ3.44155.5%11.1%3.16194.3%18.7%
40Δ3.25181.7%10.3%3.25181.5%16.9%
45Δ3.05208.0%9.5%3.33168.6%15.2%
50Δ2.86234.3%8.7%3.41155.8%13.4%
55Δ2.67260.5%7.8%3.49143.0%11.6%
60Δ2.47286.8%7.0%3.57130.2%9.8%
65Δ2.28313.1%6.2%3.65117.4%8.1%
70Δ2.08339.4%5.4%
75Δ1.89365.6%4.6%
80Δ1.70391.9%3.8%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.00
IV
219.9%
B/E move
22.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.08
IV
207.1%
B/E move
20.5%

35Δ

Calls
Pseudo strike
3.44
IV
155.5%
B/E move
11.1%
Puts
Pseudo strike
3.16
IV
194.3%
B/E move
18.7%

40Δ

Calls
Pseudo strike
3.25
IV
181.7%
B/E move
10.3%
Puts
Pseudo strike
3.25
IV
181.5%
B/E move
16.9%

45Δ

Calls
Pseudo strike
3.05
IV
208.0%
B/E move
9.5%
Puts
Pseudo strike
3.33
IV
168.6%
B/E move
15.2%

50Δ

Calls
Pseudo strike
2.86
IV
234.3%
B/E move
8.7%
Puts
Pseudo strike
3.41
IV
155.8%
B/E move
13.4%

55Δ

Calls
Pseudo strike
2.67
IV
260.5%
B/E move
7.8%
Puts
Pseudo strike
3.49
IV
143.0%
B/E move
11.6%

60Δ

Calls
Pseudo strike
2.47
IV
286.8%
B/E move
7.0%
Puts
Pseudo strike
3.57
IV
130.2%
B/E move
9.8%

65Δ

Calls
Pseudo strike
2.28
IV
313.1%
B/E move
6.2%
Puts
Pseudo strike
3.65
IV
117.4%
B/E move
8.1%

70Δ

Calls
Pseudo strike
2.08
IV
339.4%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.89
IV
365.6%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.70
IV
391.9%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend106.58%
Daily close
AQST60.8%105.5%150.1%2026-08-21: 80.95%2026-08-24: 67.00%2026-08-25: 77.85%2026-08-26: 76.00%2026-08-28: 81.15%2026-09-01: 71.36%2026-09-10: 79.52%2026-09-14: 111.50%2026-09-18: 108.51%2026-09-22: 79.50%2026-09-23: 86.06%2026-09-25: 101.52%2026-09-28: 82.49%2026-10-16: 82.99%2026-10-19: 95.81%2026-10-20: 143.96%2026-10-21: 120.82%2026-10-22: 73.51%2026-10-23: 114.16%2026-10-27: 104.44%2026-10-28: 100.05%2026-10-29: 123.79%2026-10-30: 106.58%Aug 21Sep 25Oct 30
23 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
80.95%
67.00%
77.85%
76.00%
81.15%
71.36%
79.52%
111.50%
108.51%
79.50%
86.06%
101.52%
82.49%
82.99%
95.81%
143.96%
120.82%
73.51%
114.16%
104.44%
100.05%
123.79%
106.58%