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Coherus Oncology, Inc. Common Stock CHRS

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Market datapartial · fetched 2026-10-22T09:24:10.224Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:28:05.863603176Z

FundamentalsAlpha Vantage · unavailable

Share price$1.05
1D-0.5%
AH$1.00$1.01$1.03$1.04$1.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHRS
Sold putSold callAH

Coherus Oncology, Inc. Common Stock options

Live interpolated CHRS call and put midpoint premiums by absolute delta.Coherus Oncology, Inc. Common Stock$0.03$1.05$2.07$3.08$4.10$-0.35$0.40$1.16$1.91$2.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHRS spot · $1.05CHRS PRICE$0.14$0.20$0.25$0.31$0.36$0.42$0.47$0.53$0.58$0.64$0.36$0.30$0.24$0.19$0.44$0.78$1.13$2.25$2.60$2.95$3.80$3.12$2.44
PutsExpensive3.15×
CallsExpensive4.62×
SkewBullish-70.93 pp
Implied moveBearish±$1.43
TiltBearish68.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.72523.5%65.2%
25Δ0.81415.6%51.7%
30Δ0.89307.8%38.1%
35Δ1.97286.2%100.8%0.98200.0%24.6%
40Δ1.86321.1%96.1%1.26229.9%22.0%
45Δ1.76355.9%91.4%1.59301.8%22.8%
50Δ1.65390.7%86.7%1.93373.7%23.6%
55Δ1.55425.6%81.9%3.06470.9%23.2%
60Δ1.44460.4%77.2%3.45457.9%19.6%
65Δ1.34495.2%72.5%3.83444.9%15.9%
70Δ1.24530.1%67.8%4.72446.1%13.1%
75Δ1.13564.9%63.1%4.06370.2%10.5%
80Δ1.03599.7%58.3%3.41294.3%7.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.72
IV
523.5%
B/E move
65.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.81
IV
415.6%
B/E move
51.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.89
IV
307.8%
B/E move
38.1%

35Δ

Calls
Pseudo strike
1.97
IV
286.2%
B/E move
100.8%
Puts
Pseudo strike
0.98
IV
200.0%
B/E move
24.6%

40Δ

Calls
Pseudo strike
1.86
IV
321.1%
B/E move
96.1%
Puts
Pseudo strike
1.26
IV
229.9%
B/E move
22.0%

45Δ

Calls
Pseudo strike
1.76
IV
355.9%
B/E move
91.4%
Puts
Pseudo strike
1.59
IV
301.8%
B/E move
22.8%

50Δ

Calls
Pseudo strike
1.65
IV
390.7%
B/E move
86.7%
Puts
Pseudo strike
1.93
IV
373.7%
B/E move
23.6%

55Δ

Calls
Pseudo strike
1.55
IV
425.6%
B/E move
81.9%
Puts
Pseudo strike
3.06
IV
470.9%
B/E move
23.2%

60Δ

Calls
Pseudo strike
1.44
IV
460.4%
B/E move
77.2%
Puts
Pseudo strike
3.45
IV
457.9%
B/E move
19.6%

65Δ

Calls
Pseudo strike
1.34
IV
495.2%
B/E move
72.5%
Puts
Pseudo strike
3.83
IV
444.9%
B/E move
15.9%

70Δ

Calls
Pseudo strike
1.24
IV
530.1%
B/E move
67.8%
Puts
Pseudo strike
4.72
IV
446.1%
B/E move
13.1%

75Δ

Calls
Pseudo strike
1.13
IV
564.9%
B/E move
63.1%
Puts
Pseudo strike
4.06
IV
370.2%
B/E move
10.5%

80Δ

Calls
Pseudo strike
1.03
IV
599.7%
B/E move
58.3%
Puts
Pseudo strike
3.41
IV
294.3%
B/E move
7.8%

Options history

No recorded observations