Share price$6.16
1D-6.9%
Sold putSold call
Capricor Therapeutics Inc CAPR
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-21T16:58:58.255Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T16:58:49.963873826Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:57.878656+00:00
Capricor Therapeutics Inc options
PutsExpensive2.52×
CallsExpensive4.81×
SkewBullish-174.28 pp
Implied moveBullish±$0.86
TiltBearish4.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.10 | 362.0% | 34.1% | 5.52 | 187.0% | 12.1% |
| 25Δ | 11.22 | 800.0% | 121.9% | 5.64 | 189.0% | 10.9% |
| 30Δ | 8.11 | 471.7% | 37.1% | 5.76 | 191.0% | 9.6% |
| 35Δ | 6.72 | 205.1% | 12.2% | 5.88 | 193.0% | 8.3% |
| 40Δ | 6.41 | 199.1% | 8.5% | 6.00 | 194.8% | 7.0% |
| 45Δ | 6.30 | 240.5% | 8.7% | 6.09 | 185.8% | 6.1% |
| 50Δ | 6.20 | 281.9% | 8.9% | 6.19 | 176.8% | 5.2% |
| 55Δ | 6.09 | 323.4% | 9.0% | 6.28 | 167.8% | 4.4% |
| 60Δ | 5.96 | 394.9% | 10.3% | 6.37 | 158.8% | 3.5% |
| 65Δ | 5.70 | 624.5% | 17.0% | 6.46 | 149.8% | 2.6% |
| 70Δ | 5.41 | 760.9% | 19.7% | 8.09 | 499.7% | 6.1% |
| 75Δ | 5.05 | 594.9% | 9.4% | 8.32 | 463.8% | 4.6% |
| 80Δ | 4.87 | 506.0% | 6.1% | 11.78 | 742.0% | 10.4% |
20Δ
- Pseudo strike
- 8.10
- IV
- 362.0%
- B/E move
- 34.1%
- Pseudo strike
- 5.52
- IV
- 187.0%
- B/E move
- 12.1%
25Δ
- Pseudo strike
- 11.22
- IV
- 800.0%
- B/E move
- 121.9%
- Pseudo strike
- 5.64
- IV
- 189.0%
- B/E move
- 10.9%
30Δ
- Pseudo strike
- 8.11
- IV
- 471.7%
- B/E move
- 37.1%
- Pseudo strike
- 5.76
- IV
- 191.0%
- B/E move
- 9.6%
35Δ
- Pseudo strike
- 6.72
- IV
- 205.1%
- B/E move
- 12.2%
- Pseudo strike
- 5.88
- IV
- 193.0%
- B/E move
- 8.3%
40Δ
- Pseudo strike
- 6.41
- IV
- 199.1%
- B/E move
- 8.5%
- Pseudo strike
- 6.00
- IV
- 194.8%
- B/E move
- 7.0%
45Δ
- Pseudo strike
- 6.30
- IV
- 240.5%
- B/E move
- 8.7%
- Pseudo strike
- 6.09
- IV
- 185.8%
- B/E move
- 6.1%
50Δ
- Pseudo strike
- 6.20
- IV
- 281.9%
- B/E move
- 8.9%
- Pseudo strike
- 6.19
- IV
- 176.8%
- B/E move
- 5.2%
55Δ
- Pseudo strike
- 6.09
- IV
- 323.4%
- B/E move
- 9.0%
- Pseudo strike
- 6.28
- IV
- 167.8%
- B/E move
- 4.4%
60Δ
- Pseudo strike
- 5.96
- IV
- 394.9%
- B/E move
- 10.3%
- Pseudo strike
- 6.37
- IV
- 158.8%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 5.70
- IV
- 624.5%
- B/E move
- 17.0%
- Pseudo strike
- 6.46
- IV
- 149.8%
- B/E move
- 2.6%
70Δ
- Pseudo strike
- 5.41
- IV
- 760.9%
- B/E move
- 19.7%
- Pseudo strike
- 8.09
- IV
- 499.7%
- B/E move
- 6.1%
75Δ
- Pseudo strike
- 5.05
- IV
- 594.9%
- B/E move
- 9.4%
- Pseudo strike
- 8.32
- IV
- 463.8%
- B/E move
- 4.6%
80Δ
- Pseudo strike
- 4.87
- IV
- 506.0%
- B/E move
- 6.1%
- Pseudo strike
- 11.78
- IV
- 742.0%
- B/E move
- 10.4%
Options history
Table
| Date | IV |
|---|---|
| 329.51% | |
| 359.13% |