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Journey Medical Corporation Common Stock DERM

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market datapartial · fetched 2026-11-13T02:13:17.026Z

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 · 2026-11-12T23:02:27.398277978Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T02:08:16.277601+00:00

Share price$4.42
1D+8.4%
AH$4.25$4.48$4.70$4.93$5.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDERM
Sold putSold callAH

Journey Medical Corporation Common Stock options

Live interpolated DERM call and put midpoint premiums by absolute delta.Journey Medical Corporation Common Stock$0.31$0.83$1.36$1.89$2.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDERM PRICE$0.36$0.52$0.68$0.84$1.00$1.16$1.31$1.47$1.63$1.79$1.95$2.11$2.27
Puts——
CallsExpensive2.81×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.90305.5%64.2%
25Δ6.56333.2%60.2%
30Δ6.23361.0%56.3%
35Δ5.89388.7%52.3%
40Δ5.56416.4%48.3%
45Δ5.23444.1%44.4%
50Δ4.89471.9%40.4%
55Δ4.56499.6%36.4%
60Δ4.22527.3%32.5%
65Δ3.89555.1%28.5%
70Δ3.56582.8%24.5%
75Δ3.22610.5%20.6%
80Δ2.89638.2%16.6%

20Δ

Calls
Pseudo strike
6.90
IV
305.5%
B/E move
64.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.56
IV
333.2%
B/E move
60.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.23
IV
361.0%
B/E move
56.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.89
IV
388.7%
B/E move
52.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.56
IV
416.4%
B/E move
48.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.23
IV
444.1%
B/E move
44.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.89
IV
471.9%
B/E move
40.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.56
IV
499.6%
B/E move
36.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.22
IV
527.3%
B/E move
32.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.89
IV
555.1%
B/E move
28.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.56
IV
582.8%
B/E move
24.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.22
IV
610.5%
B/E move
20.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.89
IV
638.2%
B/E move
16.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations