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Journey Medical Corporation Common Stock DERM

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Market datapartial · fetched 2026-10-22T22:02:21.644Z

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 · 2026-10-22T20:10:35.934192213Z

FundamentalsAlpha Vantage · unavailable

Share price$5.12
1D+8.0%
AH$4.69$4.81$4.92$5.04$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$0.27$0.85$1.43$2.01$2.59$2.59$4.19$5.79$7.40$9.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DERM spot · $5.12DERM PRICE$0.34$0.50$0.65$0.81$0.97$1.13$1.29$1.45$1.61$1.77$0.56$0.72$0.87$1.03$1.18$1.34$1.49$1.65$1.80$1.96$2.11$2.27$2.42
PutsExpensive1.79×
CallsExpensive3.68×
SkewBullish-93.64 pp
Implied moveBearish±$2.78
TiltBearish29.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.14134.5%46.1%3.59142.3%40.9%
25Δ6.92154.9%44.9%3.90140.6%37.8%
30Δ6.71175.2%43.8%4.21139.0%34.7%
35Δ6.49195.5%42.6%4.53137.4%31.7%
40Δ6.27215.9%41.5%4.84135.7%28.6%
45Δ6.05236.2%40.3%5.15134.1%25.5%
50Δ5.83256.6%39.2%5.47132.4%22.4%
55Δ5.62276.9%38.0%5.78130.8%19.3%
60Δ5.40297.2%36.9%6.09129.1%16.2%
65Δ5.18317.6%35.7%6.41127.5%13.1%
70Δ6.72125.8%10.0%
75Δ7.03124.2%6.9%
80Δ7.35122.5%3.8%

20Δ

Calls
Pseudo strike
7.14
IV
134.5%
B/E move
46.1%
Puts
Pseudo strike
3.59
IV
142.3%
B/E move
40.9%

25Δ

Calls
Pseudo strike
6.92
IV
154.9%
B/E move
44.9%
Puts
Pseudo strike
3.90
IV
140.6%
B/E move
37.8%

30Δ

Calls
Pseudo strike
6.71
IV
175.2%
B/E move
43.8%
Puts
Pseudo strike
4.21
IV
139.0%
B/E move
34.7%

35Δ

Calls
Pseudo strike
6.49
IV
195.5%
B/E move
42.6%
Puts
Pseudo strike
4.53
IV
137.4%
B/E move
31.7%

40Δ

Calls
Pseudo strike
6.27
IV
215.9%
B/E move
41.5%
Puts
Pseudo strike
4.84
IV
135.7%
B/E move
28.6%

45Δ

Calls
Pseudo strike
6.05
IV
236.2%
B/E move
40.3%
Puts
Pseudo strike
5.15
IV
134.1%
B/E move
25.5%

50Δ

Calls
Pseudo strike
5.83
IV
256.6%
B/E move
39.2%
Puts
Pseudo strike
5.47
IV
132.4%
B/E move
22.4%

55Δ

Calls
Pseudo strike
5.62
IV
276.9%
B/E move
38.0%
Puts
Pseudo strike
5.78
IV
130.8%
B/E move
19.3%

60Δ

Calls
Pseudo strike
5.40
IV
297.2%
B/E move
36.9%
Puts
Pseudo strike
6.09
IV
129.1%
B/E move
16.2%

65Δ

Calls
Pseudo strike
5.18
IV
317.6%
B/E move
35.7%
Puts
Pseudo strike
6.41
IV
127.5%
B/E move
13.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.72
IV
125.8%
B/E move
10.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.03
IV
124.2%
B/E move
6.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.35
IV
122.5%
B/E move
3.8%

Options history

No recorded observations