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Delcath Systems, Inc. Common Stock DCTH

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Market datapartial · fetched 2026-10-22T21:19:43.656Z

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 · 2026-10-22T20:00:00.868868073Z

FundamentalsAlpha Vantage · unavailable

Share price$14.75
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$0.17$2.79$5.41$8.03$10.65$7.52$11.62$15.72$19.82$23.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DCTH spot · $14.75DCTH PRICE$0.49$0.45$1.45$1.71$1.96$2.21$2.46$2.72$2.96$3.16$3.37$3.86$4.89$1.42$0.96$1.55$2.14$2.73$2.96$3.02$3.07$3.12$3.18$3.23$5.87$9.90
PutsExpensive3.35×
CallsExpensive5.26×
SkewBullish-46.67 pp
Implied moveBearish±$5.48
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.65127.7%50.1%11.32204.8%32.8%
25Δ17.9883.8%25.0%12.97104.1%18.5%
30Δ29.00257.2%106.5%13.58124.1%18.4%
35Δ26.60244.5%91.9%14.19144.2%18.3%
40Δ24.20231.8%77.4%14.80164.2%18.2%
45Δ21.80219.1%62.8%15.28161.1%16.5%
50Δ19.40206.4%48.2%15.70146.9%14.0%
55Δ17.00193.7%33.6%16.11132.8%11.6%
60Δ14.85180.8%20.7%16.53118.7%9.1%
65Δ13.96166.5%16.1%16.94104.6%6.7%
70Δ13.08152.1%11.5%17.3690.5%4.2%
75Δ12.06148.0%7.9%20.12114.0%3.4%
80Δ10.80162.6%6.4%24.15157.5%3.4%

20Δ

Calls
Pseudo strike
21.65
IV
127.7%
B/E move
50.1%
Puts
Pseudo strike
11.32
IV
204.8%
B/E move
32.8%

25Δ

Calls
Pseudo strike
17.98
IV
83.8%
B/E move
25.0%
Puts
Pseudo strike
12.97
IV
104.1%
B/E move
18.5%

30Δ

Calls
Pseudo strike
29.00
IV
257.2%
B/E move
106.5%
Puts
Pseudo strike
13.58
IV
124.1%
B/E move
18.4%

35Δ

Calls
Pseudo strike
26.60
IV
244.5%
B/E move
91.9%
Puts
Pseudo strike
14.19
IV
144.2%
B/E move
18.3%

40Δ

Calls
Pseudo strike
24.20
IV
231.8%
B/E move
77.4%
Puts
Pseudo strike
14.80
IV
164.2%
B/E move
18.2%

45Δ

Calls
Pseudo strike
21.80
IV
219.1%
B/E move
62.8%
Puts
Pseudo strike
15.28
IV
161.1%
B/E move
16.5%

50Δ

Calls
Pseudo strike
19.40
IV
206.4%
B/E move
48.2%
Puts
Pseudo strike
15.70
IV
146.9%
B/E move
14.0%

55Δ

Calls
Pseudo strike
17.00
IV
193.7%
B/E move
33.6%
Puts
Pseudo strike
16.11
IV
132.8%
B/E move
11.6%

60Δ

Calls
Pseudo strike
14.85
IV
180.8%
B/E move
20.7%
Puts
Pseudo strike
16.53
IV
118.7%
B/E move
9.1%

65Δ

Calls
Pseudo strike
13.96
IV
166.5%
B/E move
16.1%
Puts
Pseudo strike
16.94
IV
104.6%
B/E move
6.7%

70Δ

Calls
Pseudo strike
13.08
IV
152.1%
B/E move
11.5%
Puts
Pseudo strike
17.36
IV
90.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
12.06
IV
148.0%
B/E move
7.9%
Puts
Pseudo strike
20.12
IV
114.0%
B/E move
3.4%

80Δ

Calls
Pseudo strike
10.80
IV
162.6%
B/E move
6.4%
Puts
Pseudo strike
24.15
IV
157.5%
B/E move
3.4%

Options history

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