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Alpha Tau Medical Ltd. Ordinary Shares DRTS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T01:00:52.057Z

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 · 2026-11-11T23:14:17.314925853Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:55:11.858043+00:00

Share price$14.00
1D+0.4%
AH$13.88$14.02$14.16$14.29$14.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRTS
Sold putSold callAH

Alpha Tau Medical Ltd. Ordinary Shares options

Live interpolated DRTS call and put midpoint premiums by absolute delta.Alpha Tau Medical Ltd. Ordinary Shares$0.19$0.96$1.73$2.50$3.27$11.12$12.71$14.30$15.90$17.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRTS spot · $14.00DRTS PRICE$0.27$0.33$0.39$0.45$0.70$0.95$1.20$1.45$1.70$1.95$2.21$2.60$3.04$0.36$0.45$0.57$0.68$0.80$0.92$1.03$1.15$1.26$1.38$1.67$2.01$2.34
PutsExpensive1.24×
CallsExpensive1.38×
SkewBullish-27.76 pp
Implied moveBullish±$2.23
TiltBullish8.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.00123.1%23.4%11.89129.6%17.7%
25Δ16.33113.4%19.0%12.51124.9%13.9%
30Δ15.66103.8%14.7%12.81120.6%12.5%
35Δ15.0094.2%10.4%13.12116.4%11.2%
40Δ14.65104.4%9.7%13.42112.1%9.8%
45Δ14.31114.6%9.0%13.73107.8%8.5%
50Δ13.97124.7%8.4%14.03103.5%7.2%
55Δ13.63134.9%7.7%14.3399.2%5.8%
60Δ13.28145.1%7.0%14.6494.9%4.5%
65Δ12.94155.2%6.4%14.9490.6%3.1%
70Δ12.60165.4%5.7%15.3287.5%2.5%
75Δ12.07168.0%4.8%15.7284.7%2.0%
80Δ11.47167.7%3.7%16.1281.9%1.6%

20Δ

Calls
Pseudo strike
17.00
IV
123.1%
B/E move
23.4%
Puts
Pseudo strike
11.89
IV
129.6%
B/E move
17.7%

25Δ

Calls
Pseudo strike
16.33
IV
113.4%
B/E move
19.0%
Puts
Pseudo strike
12.51
IV
124.9%
B/E move
13.9%

30Δ

Calls
Pseudo strike
15.66
IV
103.8%
B/E move
14.7%
Puts
Pseudo strike
12.81
IV
120.6%
B/E move
12.5%

35Δ

Calls
Pseudo strike
15.00
IV
94.2%
B/E move
10.4%
Puts
Pseudo strike
13.12
IV
116.4%
B/E move
11.2%

40Δ

Calls
Pseudo strike
14.65
IV
104.4%
B/E move
9.7%
Puts
Pseudo strike
13.42
IV
112.1%
B/E move
9.8%

45Δ

Calls
Pseudo strike
14.31
IV
114.6%
B/E move
9.0%
Puts
Pseudo strike
13.73
IV
107.8%
B/E move
8.5%

50Δ

Calls
Pseudo strike
13.97
IV
124.7%
B/E move
8.4%
Puts
Pseudo strike
14.03
IV
103.5%
B/E move
7.2%

55Δ

Calls
Pseudo strike
13.63
IV
134.9%
B/E move
7.7%
Puts
Pseudo strike
14.33
IV
99.2%
B/E move
5.8%

60Δ

Calls
Pseudo strike
13.28
IV
145.1%
B/E move
7.0%
Puts
Pseudo strike
14.64
IV
94.9%
B/E move
4.5%

65Δ

Calls
Pseudo strike
12.94
IV
155.2%
B/E move
6.4%
Puts
Pseudo strike
14.94
IV
90.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
12.60
IV
165.4%
B/E move
5.7%
Puts
Pseudo strike
15.32
IV
87.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
12.07
IV
168.0%
B/E move
4.8%
Puts
Pseudo strike
15.72
IV
84.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
11.47
IV
167.7%
B/E move
3.7%
Puts
Pseudo strike
16.12
IV
81.9%
B/E move
1.6%

Options history

IV · four-Friday blend83.36%
Daily EOD
DRTS61.4%73.2%85.0%2026-10-19: 63.00%2026-10-20: 67.53%2026-10-21: 65.11%2026-10-22: 71.14%2026-10-23: 70.66%2026-10-26: 74.47%2026-10-27: 80.52%2026-10-28: 79.78%2026-10-29: 82.32%2026-10-30: 83.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.00%
67.53%
65.11%
71.14%
70.66%
74.47%
80.52%
79.78%
82.32%
83.36%