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Delcath Systems Inc DCTH

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-22T14:05:59.419Z

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 · 2026-10-22T14:05:13.628050321Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:05:58.443921+00:00

Share price$14.82
1D+1.4%
$14.62$14.68$14.75$14.81$14.875:30 AM6:30 AM9:00 AM1:00 PMDCTH
Sold putSold call

Delcath Systems Inc options

Live interpolated DCTH call and put midpoint premiums by absolute delta.Delcath Systems Inc$0.13$4.34$8.55$12.77$16.98$7.97$11.37$14.77$18.16$21.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DCTH spot · $14.81DCTH PRICE$0.58$0.94$0.72$1.05$1.37$1.70$2.03$2.36$2.60$2.71$2.83$2.95$3.75$1.22$0.85$1.26$1.67$2.08$2.41$2.58$2.74$2.91$3.08$3.25$11.20$15.76
PutsExpensive3.21×
CallsExpensive3.76×
SkewBearish+2.30 pp
Implied moveBearish±$4.61
TiltBearish33.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.90146.0%58.5%11.57180.3%30.1%
25Δ24.70190.2%73.1%12.9798.1%18.2%
30Δ17.1887.2%20.8%13.52108.7%17.2%
35Δ16.7999.8%20.4%14.08119.3%16.2%
40Δ16.40112.4%20.0%14.64129.9%15.2%
45Δ16.01125.0%19.6%15.17133.5%13.9%
50Δ15.62137.6%19.1%15.63124.6%11.9%
55Δ15.23150.2%18.7%16.09115.7%9.9%
60Δ14.74151.8%17.0%16.56106.8%7.9%
65Δ14.09137.3%13.4%17.0297.9%5.9%
70Δ13.44122.7%9.8%17.4989.0%3.9%
75Δ12.80108.1%6.3%25.16194.9%5.8%
80Δ11.68115.6%4.2%29.91215.1%4.5%

20Δ

Calls
Pseudo strike
22.90
IV
146.0%
B/E move
58.5%
Puts
Pseudo strike
11.57
IV
180.3%
B/E move
30.1%

25Δ

Calls
Pseudo strike
24.70
IV
190.2%
B/E move
73.1%
Puts
Pseudo strike
12.97
IV
98.1%
B/E move
18.2%

30Δ

Calls
Pseudo strike
17.18
IV
87.2%
B/E move
20.8%
Puts
Pseudo strike
13.52
IV
108.7%
B/E move
17.2%

35Δ

Calls
Pseudo strike
16.79
IV
99.8%
B/E move
20.4%
Puts
Pseudo strike
14.08
IV
119.3%
B/E move
16.2%

40Δ

Calls
Pseudo strike
16.40
IV
112.4%
B/E move
20.0%
Puts
Pseudo strike
14.64
IV
129.9%
B/E move
15.2%

45Δ

Calls
Pseudo strike
16.01
IV
125.0%
B/E move
19.6%
Puts
Pseudo strike
15.17
IV
133.5%
B/E move
13.9%

50Δ

Calls
Pseudo strike
15.62
IV
137.6%
B/E move
19.1%
Puts
Pseudo strike
15.63
IV
124.6%
B/E move
11.9%

55Δ

Calls
Pseudo strike
15.23
IV
150.2%
B/E move
18.7%
Puts
Pseudo strike
16.09
IV
115.7%
B/E move
9.9%

60Δ

Calls
Pseudo strike
14.74
IV
151.8%
B/E move
17.0%
Puts
Pseudo strike
16.56
IV
106.8%
B/E move
7.9%

65Δ

Calls
Pseudo strike
14.09
IV
137.3%
B/E move
13.4%
Puts
Pseudo strike
17.02
IV
97.9%
B/E move
5.9%

70Δ

Calls
Pseudo strike
13.44
IV
122.7%
B/E move
9.8%
Puts
Pseudo strike
17.49
IV
89.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
12.80
IV
108.1%
B/E move
6.3%
Puts
Pseudo strike
25.16
IV
194.9%
B/E move
5.8%

80Δ

Calls
Pseudo strike
11.68
IV
115.6%
B/E move
4.2%
Puts
Pseudo strike
29.91
IV
215.1%
B/E move
4.5%

Options history

No recorded observations