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Eton Pharmaceuticals, Inc. Common Stock ETON

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-12T03:11:09.475Z

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 · 2026-11-12T00:29:45.091252278Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:06:56.047615+00:00

Share price$68.60
1D+0.9%
AH$65$66$68$69$715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETON
Sold putSold callAH

Eton Pharmaceuticals, Inc. Common Stock options

Live interpolated ETON call and put midpoint premiums by absolute delta.Eton Pharmaceuticals, Inc. Common Stock$0.87$2.94$5.00$7.07$9.14$41.86$55.63$69.41$83.18$96.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ETON spot · $68.60ETON PRICE$1.09$1.34$1.60$1.85$2.17$2.74$3.32$3.90$4.48$5.05$6.69$8.54$1.19$1.40$1.62$2.04$2.47$2.89$3.31$3.75$4.43$5.12$5.81$6.50
Puts——
Calls——
Skew——
Implied moveBearish±$6.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.0795.5%12.7%
25Δ74.6771.8%10.4%63.0885.1%10.1%
30Δ73.4469.0%9.0%65.0575.1%7.5%
35Δ72.2166.3%7.6%66.0474.0%6.7%
40Δ70.9863.6%6.2%67.0472.8%5.9%
45Δ69.8161.8%4.9%68.0471.7%5.0%
50Δ68.8863.5%4.4%69.0370.6%4.2%
55Δ67.9565.3%3.9%70.0369.4%3.4%
60Δ67.0267.1%3.4%71.0568.5%2.9%
65Δ66.0968.9%2.9%72.0767.5%2.4%
70Δ65.1570.7%2.3%73.0966.5%1.9%
75Δ63.2474.8%1.9%74.1165.5%1.4%
80Δ61.1379.4%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.07
IV
95.5%
B/E move
12.7%

25Δ

Calls
Pseudo strike
74.67
IV
71.8%
B/E move
10.4%
Puts
Pseudo strike
63.08
IV
85.1%
B/E move
10.1%

30Δ

Calls
Pseudo strike
73.44
IV
69.0%
B/E move
9.0%
Puts
Pseudo strike
65.05
IV
75.1%
B/E move
7.5%

35Δ

Calls
Pseudo strike
72.21
IV
66.3%
B/E move
7.6%
Puts
Pseudo strike
66.04
IV
74.0%
B/E move
6.7%

40Δ

Calls
Pseudo strike
70.98
IV
63.6%
B/E move
6.2%
Puts
Pseudo strike
67.04
IV
72.8%
B/E move
5.9%

45Δ

Calls
Pseudo strike
69.81
IV
61.8%
B/E move
4.9%
Puts
Pseudo strike
68.04
IV
71.7%
B/E move
5.0%

50Δ

Calls
Pseudo strike
68.88
IV
63.5%
B/E move
4.4%
Puts
Pseudo strike
69.03
IV
70.6%
B/E move
4.2%

55Δ

Calls
Pseudo strike
67.95
IV
65.3%
B/E move
3.9%
Puts
Pseudo strike
70.03
IV
69.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
67.02
IV
67.1%
B/E move
3.4%
Puts
Pseudo strike
71.05
IV
68.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
66.09
IV
68.9%
B/E move
2.9%
Puts
Pseudo strike
72.07
IV
67.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
65.15
IV
70.7%
B/E move
2.3%
Puts
Pseudo strike
73.09
IV
66.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
63.24
IV
74.8%
B/E move
1.9%
Puts
Pseudo strike
74.11
IV
65.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
61.13
IV
79.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.66%
Daily close
ETON59.9%74.0%88.0%2026-08-13: 86.09%2026-08-14: 72.75%2026-08-17: 71.85%2026-08-20: 79.31%2026-08-21: 65.68%2026-08-24: 68.60%2026-08-25: 67.32%2026-08-26: 67.89%2026-08-27: 66.99%2026-08-28: 68.06%2026-08-31: 65.77%2026-09-01: 66.31%2026-09-02: 66.23%2026-09-03: 64.60%2026-09-04: 66.26%2026-09-08: 67.35%2026-09-09: 69.32%2026-09-10: 66.78%2026-09-11: 69.39%2026-09-14: 75.60%2026-09-15: 65.90%2026-09-16: 78.15%2026-09-18: 67.07%2026-09-21: 64.01%2026-09-22: 63.56%2026-09-23: 64.33%2026-09-24: 62.50%2026-09-25: 63.00%2026-09-28: 61.83%2026-09-29: 65.75%2026-09-30: 74.08%2026-10-01: 73.10%2026-10-02: 70.31%2026-10-05: 69.90%2026-10-06: 68.34%2026-10-07: 67.06%2026-10-08: 68.76%2026-10-09: 69.53%2026-10-13: 77.77%2026-10-16: 70.19%2026-10-19: 68.13%2026-10-20: 68.81%2026-10-21: 69.09%2026-10-22: 72.03%2026-10-23: 74.26%2026-10-26: 75.79%2026-10-27: 79.89%2026-10-28: 77.66%2026-10-29: 75.81%2026-10-30: 76.66%Aug 13Sep 22Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
86.09%
72.75%
71.85%
79.31%
65.68%
68.60%
67.32%
67.89%
66.99%
68.06%
65.77%
66.31%
66.23%
64.60%
66.26%
67.35%
69.32%
66.78%
69.39%
75.60%
65.90%
78.15%
67.07%
64.01%
63.56%
64.33%
62.50%
63.00%
61.83%
65.75%
74.08%
73.10%
70.31%
69.90%
68.34%
67.06%
68.76%
69.53%
77.77%
70.19%
68.13%
68.81%
69.09%
72.03%
74.26%
75.79%
79.89%
77.66%
75.81%
76.66%