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Delcath Systems, Inc. Common Stock DCTH

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Market datapartial · fetched 2026-10-23T00:01:22.790Z

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 · 2026-10-22T23:20:16.868756554Z

FundamentalsAlpha Vantage · unavailable

Share price$14.79
1D+0.8%
AH$14.57$14.64$14.72$14.80$14.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDCTH
Sold putSold callAH

Delcath Systems, Inc. Common Stock options

Live interpolated DCTH call and put midpoint premiums by absolute delta.Delcath Systems, Inc. Common Stock$0.15$2.95$5.74$8.53$11.33$7.51$11.61$15.72$19.82$23.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DCTH spot · $14.79DCTH PRICE$0.49$0.46$1.45$1.71$1.96$2.21$2.46$2.71$2.95$3.15$3.36$3.79$4.81$1.30$0.98$1.58$2.17$2.77$2.97$3.02$3.08$3.13$3.19$3.24$6.60$10.52
PutsExpensive3.37×
CallsExpensive5.21×
SkewBullish-44.52 pp
Implied moveBearish±$5.48
TiltBearish17.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.68127.5%49.9%11.47191.2%31.2%
25Δ18.0684.0%25.2%13.00105.8%18.8%
30Δ29.00256.8%105.9%13.61126.0%18.6%
35Δ26.61244.0%91.5%14.22146.2%18.5%
40Δ24.22231.2%77.0%14.84166.3%18.4%
45Δ21.83218.3%62.5%15.31161.1%16.5%
50Δ19.44205.5%48.0%15.74146.8%14.0%
55Δ17.05192.7%33.6%16.16132.5%11.5%
60Δ14.87179.7%20.5%16.59118.2%9.0%
65Δ14.00165.3%16.0%17.01104.0%6.5%
70Δ13.13151.0%11.4%17.4489.7%4.0%
75Δ12.15144.5%7.7%20.85124.3%3.7%
80Δ10.90157.9%6.2%24.77167.4%3.7%

20Δ

Calls
Pseudo strike
21.68
IV
127.5%
B/E move
49.9%
Puts
Pseudo strike
11.47
IV
191.2%
B/E move
31.2%

25Δ

Calls
Pseudo strike
18.06
IV
84.0%
B/E move
25.2%
Puts
Pseudo strike
13.00
IV
105.8%
B/E move
18.8%

30Δ

Calls
Pseudo strike
29.00
IV
256.8%
B/E move
105.9%
Puts
Pseudo strike
13.61
IV
126.0%
B/E move
18.6%

35Δ

Calls
Pseudo strike
26.61
IV
244.0%
B/E move
91.5%
Puts
Pseudo strike
14.22
IV
146.2%
B/E move
18.5%

40Δ

Calls
Pseudo strike
24.22
IV
231.2%
B/E move
77.0%
Puts
Pseudo strike
14.84
IV
166.3%
B/E move
18.4%

45Δ

Calls
Pseudo strike
21.83
IV
218.3%
B/E move
62.5%
Puts
Pseudo strike
15.31
IV
161.1%
B/E move
16.5%

50Δ

Calls
Pseudo strike
19.44
IV
205.5%
B/E move
48.0%
Puts
Pseudo strike
15.74
IV
146.8%
B/E move
14.0%

55Δ

Calls
Pseudo strike
17.05
IV
192.7%
B/E move
33.6%
Puts
Pseudo strike
16.16
IV
132.5%
B/E move
11.5%

60Δ

Calls
Pseudo strike
14.87
IV
179.7%
B/E move
20.5%
Puts
Pseudo strike
16.59
IV
118.2%
B/E move
9.0%

65Δ

Calls
Pseudo strike
14.00
IV
165.3%
B/E move
16.0%
Puts
Pseudo strike
17.01
IV
104.0%
B/E move
6.5%

70Δ

Calls
Pseudo strike
13.13
IV
151.0%
B/E move
11.4%
Puts
Pseudo strike
17.44
IV
89.7%
B/E move
4.0%

75Δ

Calls
Pseudo strike
12.15
IV
144.5%
B/E move
7.7%
Puts
Pseudo strike
20.85
IV
124.3%
B/E move
3.7%

80Δ

Calls
Pseudo strike
10.90
IV
157.9%
B/E move
6.2%
Puts
Pseudo strike
24.77
IV
167.4%
B/E move
3.7%

Options history

DCTH77.6890.86104.052026-10-20: 102.23%2026-10-21: 79.49%Oct 20Oct 21
Table
DateIV
102.23%
79.49%