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Alpha Tau Medical Ltd. Ordinary Shares DRTS

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Market datapartial · fetched 2026-10-22T15:23:21.768Z

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 · 2026-10-22T15:20:31.167310039Z

FundamentalsAlpha Vantage · unavailable

Share price$13.17
1D-1.9%
$13.08$13.18$13.27$13.36$13.465:30 AM6:30 AM9:00 AM1:00 PMDRTS
Sold putSold call

Alpha Tau Medical Ltd. Ordinary Shares options

Live interpolated DRTS call and put midpoint premiums by absolute delta.Alpha Tau Medical Ltd. Ordinary Shares$0.31$1.28$2.24$3.21$4.17$8.60$10.74$12.88$15.02$17.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRTS spot · $13.17DRTS PRICE$0.42$0.45$0.49$0.63$0.79$0.96$1.12$1.29$1.45$1.65$1.98$2.32$2.65$0.47$0.56$0.65$0.74$1.23$1.78$2.33$2.88$3.17$3.35$3.54$3.72$3.90
PutsExpensive1.29×
CallsExpensive1.14×
SkewBearish+15.40 pp
Implied moveBearish±$3.45
TiltBearish27.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.15122.0%48.6%10.61102.7%23.0%
25Δ17.28100.9%34.6%11.2293.6%19.1%
30Δ15.4079.7%20.7%11.8284.4%15.2%
35Δ14.7076.0%16.4%12.4375.3%11.3%
40Δ14.3277.2%14.7%13.0385.8%10.5%
45Δ13.9478.3%13.1%13.6299.1%10.1%
50Δ13.5679.4%11.4%14.22112.3%9.7%
55Δ13.1780.6%9.8%14.82125.5%9.4%
60Δ12.7981.7%8.1%15.24123.4%8.4%
65Δ12.3982.6%6.6%15.59114.4%7.1%
70Δ11.9282.5%5.6%15.93105.4%5.9%
75Δ11.4682.5%4.6%16.2896.5%4.6%
80Δ10.9982.5%3.5%16.6387.5%3.3%

20Δ

Calls
Pseudo strike
19.15
IV
122.0%
B/E move
48.6%
Puts
Pseudo strike
10.61
IV
102.7%
B/E move
23.0%

25Δ

Calls
Pseudo strike
17.28
IV
100.9%
B/E move
34.6%
Puts
Pseudo strike
11.22
IV
93.6%
B/E move
19.1%

30Δ

Calls
Pseudo strike
15.40
IV
79.7%
B/E move
20.7%
Puts
Pseudo strike
11.82
IV
84.4%
B/E move
15.2%

35Δ

Calls
Pseudo strike
14.70
IV
76.0%
B/E move
16.4%
Puts
Pseudo strike
12.43
IV
75.3%
B/E move
11.3%

40Δ

Calls
Pseudo strike
14.32
IV
77.2%
B/E move
14.7%
Puts
Pseudo strike
13.03
IV
85.8%
B/E move
10.5%

45Δ

Calls
Pseudo strike
13.94
IV
78.3%
B/E move
13.1%
Puts
Pseudo strike
13.62
IV
99.1%
B/E move
10.1%

50Δ

Calls
Pseudo strike
13.56
IV
79.4%
B/E move
11.4%
Puts
Pseudo strike
14.22
IV
112.3%
B/E move
9.7%

55Δ

Calls
Pseudo strike
13.17
IV
80.6%
B/E move
9.8%
Puts
Pseudo strike
14.82
IV
125.5%
B/E move
9.4%

60Δ

Calls
Pseudo strike
12.79
IV
81.7%
B/E move
8.1%
Puts
Pseudo strike
15.24
IV
123.4%
B/E move
8.4%

65Δ

Calls
Pseudo strike
12.39
IV
82.6%
B/E move
6.6%
Puts
Pseudo strike
15.59
IV
114.4%
B/E move
7.1%

70Δ

Calls
Pseudo strike
11.92
IV
82.5%
B/E move
5.6%
Puts
Pseudo strike
15.93
IV
105.4%
B/E move
5.9%

75Δ

Calls
Pseudo strike
11.46
IV
82.5%
B/E move
4.6%
Puts
Pseudo strike
16.28
IV
96.5%
B/E move
4.6%

80Δ

Calls
Pseudo strike
10.99
IV
82.5%
B/E move
3.5%
Puts
Pseudo strike
16.63
IV
87.5%
B/E move
3.3%

Options history

No recorded observations