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Edgewise Therapeutics, Inc. Common Stock EWTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T03:07:00.299Z

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 · 2026-11-11T21:00:09.926667483Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:57:36.166259+00:00

Share price$47.57
1D+1.2%
AH$45.36$46.02$46.68$47.34$48.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWTX
Sold putSold callAH

Edgewise Therapeutics, Inc. Common Stock options

Live interpolated EWTX call and put midpoint premiums by absolute delta.Edgewise Therapeutics, Inc. Common Stock$1.38$2.83$4.27$5.72$7.16$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEWTX PRICE$1.54$1.92$2.30$2.59$2.88$3.36$3.64$3.74$4.60$5.12$2.08$2.49$2.78$3.20$4.39$5.57$6.75
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ53.02110.1%14.7%43.67132.6%12.6%
35Δ51.88113.3%13.1%
40Δ50.75116.5%11.5%46.27106.1%8.0%
45Δ49.49113.4%9.5%47.2699.6%6.5%
50Δ48.1897.1%5.5%
55Δ47.2491.0%5.4%
60Δ46.3991.8%4.6%
65Δ45.6686.5%3.6%
70Δ45.0476.6%2.5%51.0770.6%1.9%
75Δ43.9982.7%2.2%52.4175.3%1.5%
80Δ43.2079.4%1.6%53.7579.9%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
53.02
IV
110.1%
B/E move
14.7%
Puts
Pseudo strike
43.67
IV
132.6%
B/E move
12.6%

35Δ

Calls
Pseudo strike
51.88
IV
113.3%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
50.75
IV
116.5%
B/E move
11.5%
Puts
Pseudo strike
46.27
IV
106.1%
B/E move
8.0%

45Δ

Calls
Pseudo strike
49.49
IV
113.4%
B/E move
9.5%
Puts
Pseudo strike
47.26
IV
99.6%
B/E move
6.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.18
IV
97.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
47.24
IV
91.0%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
46.39
IV
91.8%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
45.66
IV
86.5%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
45.04
IV
76.6%
B/E move
2.5%
Puts
Pseudo strike
51.07
IV
70.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
43.99
IV
82.7%
B/E move
2.2%
Puts
Pseudo strike
52.41
IV
75.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
43.20
IV
79.4%
B/E move
1.6%
Puts
Pseudo strike
53.75
IV
79.9%
B/E move
1.2%

Options history

IV · four-Friday blend67.99%
Daily close
EWTX56.5%86.9%117.3%2026-08-13: 71.02%2026-08-14: 78.02%2026-08-17: 76.75%2026-08-18: 73.96%2026-08-19: 93.36%2026-08-20: 97.30%2026-08-21: 71.94%2026-08-24: 72.63%2026-08-25: 69.16%2026-08-26: 68.95%2026-08-27: 65.09%2026-08-28: 71.49%2026-08-31: 69.34%2026-09-01: 71.31%2026-09-02: 67.60%2026-09-03: 64.56%2026-09-04: 64.50%2026-09-08: 67.89%2026-09-09: 74.04%2026-09-10: 76.97%2026-09-11: 60.68%2026-09-14: 75.45%2026-09-15: 86.20%2026-09-16: 87.01%2026-09-17: 113.10%2026-09-18: 65.09%2026-09-21: 62.43%2026-09-22: 62.13%2026-09-23: 65.40%2026-09-24: 64.61%2026-09-25: 66.60%2026-09-28: 64.44%2026-09-29: 64.86%2026-09-30: 65.90%2026-10-01: 68.58%2026-10-02: 66.71%2026-10-05: 65.41%2026-10-06: 63.06%2026-10-07: 65.62%2026-10-08: 71.03%2026-10-09: 68.54%2026-10-12: 78.79%2026-10-13: 75.60%2026-10-14: 70.48%2026-10-15: 99.73%2026-10-16: 66.09%2026-10-19: 66.01%2026-10-20: 67.81%2026-10-21: 66.97%2026-10-22: 71.12%2026-10-23: 67.30%2026-10-26: 66.70%2026-10-27: 65.95%2026-10-28: 65.21%2026-10-29: 67.76%2026-10-30: 67.99%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
71.02%
78.02%
76.75%
73.96%
93.36%
97.30%
71.94%
72.63%
69.16%
68.95%
65.09%
71.49%
69.34%
71.31%
67.60%
64.56%
64.50%
67.89%
74.04%
76.97%
60.68%
75.45%
86.20%
87.01%
113.10%
65.09%
62.43%
62.13%
65.40%
64.61%
66.60%
64.44%
64.86%
65.90%
68.58%
66.71%
65.41%
63.06%
65.62%
71.03%
68.54%
78.79%
75.60%
70.48%
99.73%
66.09%
66.01%
67.81%
66.97%
71.12%
67.30%
66.70%
65.95%
65.21%
67.76%
67.99%