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Coherus Oncology, Inc. Common Stock CHRS

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Market datapartial · fetched 2026-10-22T23:32:34.517Z

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 · 2026-10-22T20:00:00.587658941Z

FundamentalsAlpha Vantage · unavailable

Share price$1.05
1D+4.7%
AH$1.00$1.01$1.03$1.05$1.075:30 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$0.00$0.76$1.52$2.28$3.04$-0.17$0.37$0.91$1.46$2.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHRS spot · $1.05CHRS PRICE$0.08$0.10$0.13$0.16$0.18$0.21$0.24$0.26$0.29$0.31$0.36$0.30$0.24$0.19$0.36$0.60$0.85$1.09$2.19$2.82
PutsExpensive2.98×
CallsExpensive2.73×
SkewBearish+92.75 pp
Implied moveBearish±$1.08
TiltBearish64.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.65236.7%159.5%0.72525.6%65.4%
25Δ2.47239.7%145.4%0.81417.7%51.8%
30Δ2.30242.7%131.2%0.89309.8%38.2%
35Δ2.12245.6%117.0%0.98201.9%24.6%
40Δ1.95248.6%102.9%1.19209.6%21.0%
45Δ1.77251.6%88.7%1.44252.8%20.4%
50Δ1.60254.6%74.6%1.69296.1%19.8%
55Δ1.42257.5%60.4%1.94339.3%19.2%
60Δ1.25260.5%46.3%3.04434.8%18.8%
65Δ1.07263.5%32.1%3.71440.8%15.7%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
2.65
IV
236.7%
B/E move
159.5%
Puts
Pseudo strike
0.72
IV
525.6%
B/E move
65.4%

25Δ

Calls
Pseudo strike
2.47
IV
239.7%
B/E move
145.4%
Puts
Pseudo strike
0.81
IV
417.7%
B/E move
51.8%

30Δ

Calls
Pseudo strike
2.30
IV
242.7%
B/E move
131.2%
Puts
Pseudo strike
0.89
IV
309.8%
B/E move
38.2%

35Δ

Calls
Pseudo strike
2.12
IV
245.6%
B/E move
117.0%
Puts
Pseudo strike
0.98
IV
201.9%
B/E move
24.6%

40Δ

Calls
Pseudo strike
1.95
IV
248.6%
B/E move
102.9%
Puts
Pseudo strike
1.19
IV
209.6%
B/E move
21.0%

45Δ

Calls
Pseudo strike
1.77
IV
251.6%
B/E move
88.7%
Puts
Pseudo strike
1.44
IV
252.8%
B/E move
20.4%

50Δ

Calls
Pseudo strike
1.60
IV
254.6%
B/E move
74.6%
Puts
Pseudo strike
1.69
IV
296.1%
B/E move
19.8%

55Δ

Calls
Pseudo strike
1.42
IV
257.5%
B/E move
60.4%
Puts
Pseudo strike
1.94
IV
339.3%
B/E move
19.2%

60Δ

Calls
Pseudo strike
1.25
IV
260.5%
B/E move
46.3%
Puts
Pseudo strike
3.04
IV
434.8%
B/E move
18.8%

65Δ

Calls
Pseudo strike
1.07
IV
263.5%
B/E move
32.1%
Puts
Pseudo strike
3.71
IV
440.8%
B/E move
15.7%

70Δ

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

75Δ

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

80Δ

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

Options history

CHRS275.90284.36292.832026-10-20: 277.07%2026-10-21: 291.66%Oct 20Oct 21
Table
DateIV
277.07%
291.66%