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Cosmos Health Inc. COSM

HEALTHCARE · MEDICAL DISTRIBUTION
i

Market dataready · fetched 2026-10-23T06:52:23.121Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T23:44:13.728711511Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:22.293510+00:00

Share price$0.25
1D-9.5%
AH$0.24$0.25$0.26$0.27$0.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOSM
Sold putSold callAH

Cosmos Health Inc. options

Live interpolated COSM call and put midpoint premiums by absolute delta.Cosmos Health Inc.$0.00$1.26$2.53$3.79$5.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECOSM PRICE$0.03$0.03$0.04$0.05$1.19$1.50$1.82$2.14$2.46$2.78$3.09$3.41$3.73$4.05$4.37$4.68$3.73
PutsExpensive3.17×
CallsExpensive1.37×
SkewBearish+320.41 pp
Implied move——
TiltBearish99.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.25744.8%74.8%
25Δ0.98281.1%306.7%1.58720.1%68.1%
30Δ0.85275.9%257.1%1.92695.3%61.3%
35Δ0.72270.6%207.5%2.25670.6%54.6%
40Δ0.59265.4%158.0%2.59645.9%47.8%
45Δ2.92621.2%41.0%
50Δ3.26596.5%34.3%
55Δ3.59571.8%27.5%
60Δ3.93547.0%20.8%
65Δ4.26522.3%14.0%
70Δ4.60497.6%7.3%
75Δ4.93472.9%0.5%
80Δ3.98411.3%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.25
IV
744.8%
B/E move
74.8%

25Δ

Calls
Pseudo strike
0.98
IV
281.1%
B/E move
306.7%
Puts
Pseudo strike
1.58
IV
720.1%
B/E move
68.1%

30Δ

Calls
Pseudo strike
0.85
IV
275.9%
B/E move
257.1%
Puts
Pseudo strike
1.92
IV
695.3%
B/E move
61.3%

35Δ

Calls
Pseudo strike
0.72
IV
270.6%
B/E move
207.5%
Puts
Pseudo strike
2.25
IV
670.6%
B/E move
54.6%

40Δ

Calls
Pseudo strike
0.59
IV
265.4%
B/E move
158.0%
Puts
Pseudo strike
2.59
IV
645.9%
B/E move
47.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.92
IV
621.2%
B/E move
41.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.26
IV
596.5%
B/E move
34.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.59
IV
571.8%
B/E move
27.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.93
IV
547.0%
B/E move
20.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.26
IV
522.3%
B/E move
14.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.60
IV
497.6%
B/E move
7.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.93
IV
472.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.98
IV
411.3%
B/E move
0.9%

Options history

No recorded observations