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CytomX Therapeutics, Inc. Common Stock CTMX

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Market datapartial · fetched 2026-10-22T04:38:39.641Z

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 · 2026-10-21T21:03:00.926992207Z

FundamentalsAlpha Vantage · unavailable

Share price$2.43
1D-4.3%
AH$2.37$2.43$2.49$2.54$2.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCTMX
Sold putSold callAH

CytomX Therapeutics, Inc. Common Stock options

Live interpolated CTMX call and put midpoint premiums by absolute delta.CytomX Therapeutics, Inc. Common Stock$0.12$0.56$1.00$1.44$1.88$0.88$2.18$3.47$4.76$6.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CTMX spot · $2.43CTMX PRICE$0.17$0.26$0.35$0.43$0.50$0.59$0.74$0.89$1.04$1.12$0.88$0.69$0.77$0.22$0.25$0.29$0.35$0.40$0.45$0.51$0.56$0.61$0.67$0.86$1.31$1.75
PutsExpensive1.67×
CallsExpensive5.40×
SkewBullish-300.54 pp
Implied moveBullish±$1.24
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.66307.7%221.9%1.73219.0%38.1%
25Δ8.51367.1%260.8%1.96183.2%29.5%
30Δ9.05414.5%286.9%2.10170.8%25.8%
35Δ9.60461.9%312.9%2.22163.7%23.1%
40Δ8.08458.8%253.3%2.33156.5%20.4%
45Δ7.10459.9%216.4%2.45149.3%17.8%
50Δ9.00553.2%300.5%2.57142.1%15.1%
55Δ10.89646.4%384.6%2.69134.9%12.4%
60Δ12.40728.9%453.0%2.81127.7%9.7%
65Δ10.48719.7%377.6%2.93120.5%7.0%
70Δ5.89423.1%178.7%3.17120.5%5.0%
75Δ1.98170.3%9.7%3.64132.7%4.0%
80Δ1.84161.2%7.5%4.11144.9%3.1%

20Δ

Calls
Pseudo strike
7.66
IV
307.7%
B/E move
221.9%
Puts
Pseudo strike
1.73
IV
219.0%
B/E move
38.1%

25Δ

Calls
Pseudo strike
8.51
IV
367.1%
B/E move
260.8%
Puts
Pseudo strike
1.96
IV
183.2%
B/E move
29.5%

30Δ

Calls
Pseudo strike
9.05
IV
414.5%
B/E move
286.9%
Puts
Pseudo strike
2.10
IV
170.8%
B/E move
25.8%

35Δ

Calls
Pseudo strike
9.60
IV
461.9%
B/E move
312.9%
Puts
Pseudo strike
2.22
IV
163.7%
B/E move
23.1%

40Δ

Calls
Pseudo strike
8.08
IV
458.8%
B/E move
253.3%
Puts
Pseudo strike
2.33
IV
156.5%
B/E move
20.4%

45Δ

Calls
Pseudo strike
7.10
IV
459.9%
B/E move
216.4%
Puts
Pseudo strike
2.45
IV
149.3%
B/E move
17.8%

50Δ

Calls
Pseudo strike
9.00
IV
553.2%
B/E move
300.5%
Puts
Pseudo strike
2.57
IV
142.1%
B/E move
15.1%

55Δ

Calls
Pseudo strike
10.89
IV
646.4%
B/E move
384.6%
Puts
Pseudo strike
2.69
IV
134.9%
B/E move
12.4%

60Δ

Calls
Pseudo strike
12.40
IV
728.9%
B/E move
453.0%
Puts
Pseudo strike
2.81
IV
127.7%
B/E move
9.7%

65Δ

Calls
Pseudo strike
10.48
IV
719.7%
B/E move
377.6%
Puts
Pseudo strike
2.93
IV
120.5%
B/E move
7.0%

70Δ

Calls
Pseudo strike
5.89
IV
423.1%
B/E move
178.7%
Puts
Pseudo strike
3.17
IV
120.5%
B/E move
5.0%

75Δ

Calls
Pseudo strike
1.98
IV
170.3%
B/E move
9.7%
Puts
Pseudo strike
3.64
IV
132.7%
B/E move
4.0%

80Δ

Calls
Pseudo strike
1.84
IV
161.2%
B/E move
7.5%
Puts
Pseudo strike
4.11
IV
144.9%
B/E move
3.1%

Options history

No recorded observations