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Delcath Systems, Inc. Common Stock DCTH

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-11T15:57:05.781Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:57:03.603756587Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:57:05.372972+00:00

Share price$21.92
1D+9.6%
$19.82$20.47$21.13$21.78$22.435:30 AM6:30 AM9:00 AM1:00 PMDCTH
Sold putSold call

Delcath Systems, Inc. Common Stock options

Live interpolated DCTH call and put midpoint premiums by absolute delta.Delcath Systems, Inc. Common Stock$0.32$1.89$3.46$5.03$6.59$12.34$16.92$21.49$26.07$30.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DCTH spot · $21.92DCTH PRICE$0.49$0.56$0.63$0.70$0.80$0.97$1.14$1.31$1.48$1.65$1.82$1.99$0.95$1.29$1.62$1.96$2.30$2.64$2.96$3.25$3.55$3.85$4.42$5.28$6.14
PutsExpensive2.41×
Calls——
Skew——
Implied moveBearish±$3.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.71153.6%19.0%
25Δ24.88103.9%15.7%19.22172.5%18.2%
30Δ24.2395.3%13.1%19.73191.4%17.4%
35Δ23.5986.7%10.5%20.39198.4%15.9%
40Δ22.9478.2%7.9%21.22192.4%13.7%
45Δ22.4071.9%5.9%22.04186.3%11.5%
50Δ22.1070.6%5.2%22.78178.8%9.6%
55Δ21.7969.4%4.6%23.41169.4%8.0%
60Δ21.4868.1%4.0%24.04160.0%6.5%
65Δ21.1866.8%3.3%24.67150.6%5.0%
70Δ20.8765.6%2.7%25.50144.2%3.8%
75Δ20.5664.3%2.1%26.52141.2%3.1%
80Δ20.2563.0%1.5%27.55138.1%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.71
IV
153.6%
B/E move
19.0%

25Δ

Calls
Pseudo strike
24.88
IV
103.9%
B/E move
15.7%
Puts
Pseudo strike
19.22
IV
172.5%
B/E move
18.2%

30Δ

Calls
Pseudo strike
24.23
IV
95.3%
B/E move
13.1%
Puts
Pseudo strike
19.73
IV
191.4%
B/E move
17.4%

35Δ

Calls
Pseudo strike
23.59
IV
86.7%
B/E move
10.5%
Puts
Pseudo strike
20.39
IV
198.4%
B/E move
15.9%

40Δ

Calls
Pseudo strike
22.94
IV
78.2%
B/E move
7.9%
Puts
Pseudo strike
21.22
IV
192.4%
B/E move
13.7%

45Δ

Calls
Pseudo strike
22.40
IV
71.9%
B/E move
5.9%
Puts
Pseudo strike
22.04
IV
186.3%
B/E move
11.5%

50Δ

Calls
Pseudo strike
22.10
IV
70.6%
B/E move
5.2%
Puts
Pseudo strike
22.78
IV
178.8%
B/E move
9.6%

55Δ

Calls
Pseudo strike
21.79
IV
69.4%
B/E move
4.6%
Puts
Pseudo strike
23.41
IV
169.4%
B/E move
8.0%

60Δ

Calls
Pseudo strike
21.48
IV
68.1%
B/E move
4.0%
Puts
Pseudo strike
24.04
IV
160.0%
B/E move
6.5%

65Δ

Calls
Pseudo strike
21.18
IV
66.8%
B/E move
3.3%
Puts
Pseudo strike
24.67
IV
150.6%
B/E move
5.0%

70Δ

Calls
Pseudo strike
20.87
IV
65.6%
B/E move
2.7%
Puts
Pseudo strike
25.50
IV
144.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
20.56
IV
64.3%
B/E move
2.1%
Puts
Pseudo strike
26.52
IV
141.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
20.25
IV
63.0%
B/E move
1.5%
Puts
Pseudo strike
27.55
IV
138.1%
B/E move
2.3%

Options history

IV · four-Friday blend95.41%
Daily EOD
DCTH66.3%90.1%113.9%2026-10-19: 97.89%2026-10-20: 102.23%2026-10-21: 79.49%2026-10-22: 110.61%2026-10-23: 69.54%2026-10-26: 91.13%2026-10-27: 80.41%2026-10-28: 98.75%2026-10-29: 78.01%2026-10-30: 95.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
97.89%
102.23%
79.49%
110.61%
69.54%
91.13%
80.41%
98.75%
78.01%
95.41%