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Capricor Therapeutics, Inc. Common Stock CAPR

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Market datapartial · fetched 2026-11-10T22:18:54.068Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:18:31.263732646Z

FundamentalsAlpha Vantage · unavailable

Share price$9.46
1D-5.4%
AH$8.41$8.84$9.28$9.71$10.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAPR
Sold putSold callAH

Capricor Therapeutics, Inc. Common Stock options

Live interpolated CAPR call and put midpoint premiums by absolute delta.Capricor Therapeutics, Inc. Common Stock$0.87$2.84$4.81$6.78$8.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECAPR PRICE$1.68$2.93$1.09$2.70$3.44$4.40$6.65$6.95$8.18
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ8.25516.7%24.3%
35Δ
40Δ
45Δ10.35634.7%19.1%
50Δ11.28663.7%17.2%
55Δ12.43693.9%15.2%
60Δ14.70800.0%14.9%
65Δ8.79400.2%10.6%15.28744.4%12.0%
70Δ16.75742.6%9.4%
75Δ
80Δ7.13506.5%6.3%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.25
IV
516.7%
B/E move
24.3%

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.35
IV
634.7%
B/E move
19.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.28
IV
663.7%
B/E move
17.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.43
IV
693.9%
B/E move
15.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.70
IV
800.0%
B/E move
14.9%

65Δ

Calls
Pseudo strike
8.79
IV
400.2%
B/E move
10.6%
Puts
Pseudo strike
15.28
IV
744.4%
B/E move
12.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.75
IV
742.6%
B/E move
9.4%

75Δ

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

80Δ

Calls
Pseudo strike
7.13
IV
506.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend343.23%
Daily EOD
CAPR280.7%392.3%503.9%2026-10-19: 329.51%2026-10-20: 359.13%2026-10-21: 296.09%2026-10-22: 356.98%2026-10-23: 324.03%2026-10-26: 488.49%2026-10-27: 480.97%2026-10-28: 361.01%2026-10-29: 369.54%2026-10-30: 343.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
329.51%
359.13%
296.09%
356.98%
324.03%
488.49%
480.97%
361.01%
369.54%
343.23%