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Celcuity Inc. Common Stock CELC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T03:07:17.774Z

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 · 2026-11-11T21:00:00.566736542Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:57:43.943675+00:00

Share price$64.32
1D-1.0%
AH$64.06$64.85$65.64$66.42$67.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCELC
Sold putSold callAH

Celcuity Inc. Common Stock options

Live interpolated CELC call and put midpoint premiums by absolute delta.Celcuity Inc. Common Stock$0.87$2.85$4.83$6.81$8.78$52.64$58.52$64.40$70.28$76.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CELC spot · $64.32CELC PRICE$1.25$1.55$1.81$2.12$2.46$2.80$3.16$3.89$4.63$5.37$6.11$7.13$8.21$1.09$1.42$1.79$2.22$2.65$3.08$3.50$4.07$4.66$5.25$5.83$6.42$7.71
PutsCheap0.83×
CallsFair1.02×
SkewBullish-17.30 pp
Implied moveBearish±$6.66
TiltBalanced0.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.12122.6%21.8%58.1081.5%11.4%
25Δ73.92114.4%17.3%59.3285.2%10.0%
30Δ71.19103.4%13.5%60.4986.6%8.7%
35Δ69.2096.4%10.9%61.5984.9%7.7%
40Δ67.7892.4%9.2%62.6983.3%6.7%
45Δ66.3688.4%7.5%63.7981.7%5.6%
50Δ64.9584.7%5.9%64.8880.1%4.6%
55Δ63.7786.9%5.2%65.8778.1%3.9%
60Δ62.5989.1%4.5%66.8576.1%3.3%
65Δ61.4091.3%3.8%67.8374.1%2.7%
70Δ60.2293.5%3.1%68.8172.1%2.1%
75Δ58.8193.2%2.5%69.7870.1%1.5%
80Δ57.3592.3%1.9%71.3369.9%1.1%

20Δ

Calls
Pseudo strike
77.12
IV
122.6%
B/E move
21.8%
Puts
Pseudo strike
58.10
IV
81.5%
B/E move
11.4%

25Δ

Calls
Pseudo strike
73.92
IV
114.4%
B/E move
17.3%
Puts
Pseudo strike
59.32
IV
85.2%
B/E move
10.0%

30Δ

Calls
Pseudo strike
71.19
IV
103.4%
B/E move
13.5%
Puts
Pseudo strike
60.49
IV
86.6%
B/E move
8.7%

35Δ

Calls
Pseudo strike
69.20
IV
96.4%
B/E move
10.9%
Puts
Pseudo strike
61.59
IV
84.9%
B/E move
7.7%

40Δ

Calls
Pseudo strike
67.78
IV
92.4%
B/E move
9.2%
Puts
Pseudo strike
62.69
IV
83.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
66.36
IV
88.4%
B/E move
7.5%
Puts
Pseudo strike
63.79
IV
81.7%
B/E move
5.6%

50Δ

Calls
Pseudo strike
64.95
IV
84.7%
B/E move
5.9%
Puts
Pseudo strike
64.88
IV
80.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
63.77
IV
86.9%
B/E move
5.2%
Puts
Pseudo strike
65.87
IV
78.1%
B/E move
3.9%

60Δ

Calls
Pseudo strike
62.59
IV
89.1%
B/E move
4.5%
Puts
Pseudo strike
66.85
IV
76.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
61.40
IV
91.3%
B/E move
3.8%
Puts
Pseudo strike
67.83
IV
74.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
60.22
IV
93.5%
B/E move
3.1%
Puts
Pseudo strike
68.81
IV
72.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
58.81
IV
93.2%
B/E move
2.5%
Puts
Pseudo strike
69.78
IV
70.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
57.35
IV
92.3%
B/E move
1.9%
Puts
Pseudo strike
71.33
IV
69.9%
B/E move
1.1%

Options history

IV · four-Friday blend77.68%
Daily EOD
CELC74.3%76.8%79.2%2026-10-19: 74.68%2026-10-20: 77.29%2026-10-21: 77.49%2026-10-22: 76.31%2026-10-23: 77.08%2026-10-26: 78.40%2026-10-27: 78.19%2026-10-28: 78.83%2026-10-29: 76.30%2026-10-30: 77.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.68%
77.29%
77.49%
76.31%
77.08%
78.40%
78.19%
78.83%
76.30%
77.68%