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Alpha Tau Medical Ltd. Ordinary Shares DRTS

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Market datapartial · fetched 2026-10-22T16:20:55.285Z

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 · 2026-10-22T16:20:51.874788705Z

FundamentalsAlpha Vantage · unavailable

Share price$13.14
1D-2.2%
$13.07$13.17$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$1.26$2.21$3.16$4.11$8.62$10.76$12.90$15.04$17.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRTS spot · $13.14DRTS PRICE$0.42$0.46$0.49$0.63$0.80$0.97$1.13$1.30$1.46$1.68$2.02$2.36$2.70$0.46$0.55$0.64$0.73$1.19$1.74$2.29$2.83$3.15$3.33$3.50$3.67$3.84
PutsExpensive1.27×
CallsExpensive1.16×
SkewBearish+13.02 pp
Implied moveBearish±$3.42
TiltBearish25.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.14122.5%48.8%10.59102.5%22.9%
25Δ17.24101.2%34.7%11.1993.4%19.0%
30Δ15.3579.8%20.6%11.7984.3%15.2%
35Δ14.6976.9%16.6%12.3975.2%11.3%
40Δ14.3078.1%14.9%12.9884.0%10.3%
45Δ13.9279.4%13.3%13.5897.1%9.9%
50Δ13.5380.6%11.6%14.17110.2%9.6%
55Δ13.1581.9%9.9%14.76123.2%9.2%
60Δ12.7683.1%8.3%15.20122.9%8.3%
65Δ12.3584.1%6.8%15.53113.7%7.1%
70Δ11.8784.6%5.7%15.86104.5%5.9%
75Δ11.3985.1%4.7%16.1995.3%4.7%
80Δ10.9185.6%3.6%16.5286.1%3.5%

20Δ

Calls
Pseudo strike
19.14
IV
122.5%
B/E move
48.8%
Puts
Pseudo strike
10.59
IV
102.5%
B/E move
22.9%

25Δ

Calls
Pseudo strike
17.24
IV
101.2%
B/E move
34.7%
Puts
Pseudo strike
11.19
IV
93.4%
B/E move
19.0%

30Δ

Calls
Pseudo strike
15.35
IV
79.8%
B/E move
20.6%
Puts
Pseudo strike
11.79
IV
84.3%
B/E move
15.2%

35Δ

Calls
Pseudo strike
14.69
IV
76.9%
B/E move
16.6%
Puts
Pseudo strike
12.39
IV
75.2%
B/E move
11.3%

40Δ

Calls
Pseudo strike
14.30
IV
78.1%
B/E move
14.9%
Puts
Pseudo strike
12.98
IV
84.0%
B/E move
10.3%

45Δ

Calls
Pseudo strike
13.92
IV
79.4%
B/E move
13.3%
Puts
Pseudo strike
13.58
IV
97.1%
B/E move
9.9%

50Δ

Calls
Pseudo strike
13.53
IV
80.6%
B/E move
11.6%
Puts
Pseudo strike
14.17
IV
110.2%
B/E move
9.6%

55Δ

Calls
Pseudo strike
13.15
IV
81.9%
B/E move
9.9%
Puts
Pseudo strike
14.76
IV
123.2%
B/E move
9.2%

60Δ

Calls
Pseudo strike
12.76
IV
83.1%
B/E move
8.3%
Puts
Pseudo strike
15.20
IV
122.9%
B/E move
8.3%

65Δ

Calls
Pseudo strike
12.35
IV
84.1%
B/E move
6.8%
Puts
Pseudo strike
15.53
IV
113.7%
B/E move
7.1%

70Δ

Calls
Pseudo strike
11.87
IV
84.6%
B/E move
5.7%
Puts
Pseudo strike
15.86
IV
104.5%
B/E move
5.9%

75Δ

Calls
Pseudo strike
11.39
IV
85.1%
B/E move
4.7%
Puts
Pseudo strike
16.19
IV
95.3%
B/E move
4.7%

80Δ

Calls
Pseudo strike
10.91
IV
85.6%
B/E move
3.6%
Puts
Pseudo strike
16.52
IV
86.1%
B/E move
3.5%

Options history

DRTS64.9266.3267.732026-10-20: 67.53%2026-10-21: 65.11%Oct 20Oct 21
Table
DateIV
67.53%
65.11%