Share price$6.07
1D-8.6%
Sold putSold call
Capricor Therapeutics Inc CAPR
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-21T17:47:45.856Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:47:43.447696907Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:45.436061+00:00
Capricor Therapeutics Inc options
PutsExpensive1.56×
CallsExpensive4.76×
SkewBullish-263.79 pp
Implied moveBalanced±$0.61
TiltBullish46.4% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.65 | 432.8% | 50.5% | 5.03 | 381.5% | 20.9% |
| 25Δ | 9.96 | 697.1% | 70.4% | 5.59 | 173.3% | 10.0% |
| 30Δ | 8.63 | 556.4% | 48.3% | 5.70 | 173.1% | 8.8% |
| 35Δ | 6.47 | 184.1% | 9.7% | 5.81 | 172.9% | 7.7% |
| 40Δ | 6.36 | 182.5% | 8.5% | 5.91 | 172.7% | 6.5% |
| 45Δ | 6.24 | 180.9% | 7.3% | 6.01 | 170.6% | 5.5% |
| 50Δ | 6.13 | 179.3% | 6.1% | 6.08 | 160.8% | 4.8% |
| 55Δ | 6.02 | 177.7% | 4.9% | 6.14 | 151.0% | 4.2% |
| 60Δ | 5.83 | 389.2% | 11.3% | 6.21 | 141.1% | 3.5% |
| 65Δ | 5.62 | 650.0% | 19.4% | 6.28 | 131.3% | 2.9% |
| 70Δ | 5.38 | 756.5% | 21.6% | 6.34 | 121.5% | 2.2% |
| 75Δ | 5.11 | 654.2% | 15.7% | 6.41 | 111.7% | 1.6% |
| 80Δ | 4.84 | 551.9% | 9.9% | 6.47 | 101.9% | 0.9% |
20Δ
- Pseudo strike
- 8.65
- IV
- 432.8%
- B/E move
- 50.5%
- Pseudo strike
- 5.03
- IV
- 381.5%
- B/E move
- 20.9%
25Δ
- Pseudo strike
- 9.96
- IV
- 697.1%
- B/E move
- 70.4%
- Pseudo strike
- 5.59
- IV
- 173.3%
- B/E move
- 10.0%
30Δ
- Pseudo strike
- 8.63
- IV
- 556.4%
- B/E move
- 48.3%
- Pseudo strike
- 5.70
- IV
- 173.1%
- B/E move
- 8.8%
35Δ
- Pseudo strike
- 6.47
- IV
- 184.1%
- B/E move
- 9.7%
- Pseudo strike
- 5.81
- IV
- 172.9%
- B/E move
- 7.7%
40Δ
- Pseudo strike
- 6.36
- IV
- 182.5%
- B/E move
- 8.5%
- Pseudo strike
- 5.91
- IV
- 172.7%
- B/E move
- 6.5%
45Δ
- Pseudo strike
- 6.24
- IV
- 180.9%
- B/E move
- 7.3%
- Pseudo strike
- 6.01
- IV
- 170.6%
- B/E move
- 5.5%
50Δ
- Pseudo strike
- 6.13
- IV
- 179.3%
- B/E move
- 6.1%
- Pseudo strike
- 6.08
- IV
- 160.8%
- B/E move
- 4.8%
55Δ
- Pseudo strike
- 6.02
- IV
- 177.7%
- B/E move
- 4.9%
- Pseudo strike
- 6.14
- IV
- 151.0%
- B/E move
- 4.2%
60Δ
- Pseudo strike
- 5.83
- IV
- 389.2%
- B/E move
- 11.3%
- Pseudo strike
- 6.21
- IV
- 141.1%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 5.62
- IV
- 650.0%
- B/E move
- 19.4%
- Pseudo strike
- 6.28
- IV
- 131.3%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 5.38
- IV
- 756.5%
- B/E move
- 21.6%
- Pseudo strike
- 6.34
- IV
- 121.5%
- B/E move
- 2.2%
75Δ
- Pseudo strike
- 5.11
- IV
- 654.2%
- B/E move
- 15.7%
- Pseudo strike
- 6.41
- IV
- 111.7%
- B/E move
- 1.6%
80Δ
- Pseudo strike
- 4.84
- IV
- 551.9%
- B/E move
- 9.9%
- Pseudo strike
- 6.47
- IV
- 101.9%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 329.51% | |
| 359.13% |