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EyePoint, Inc. Common Stock EYPT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:58:10.304Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:59:24.726278662Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:57:36.415368+00:00

Share price$0.36
1D-7.2%
AH$0.35$0.37$0.38$0.40$0.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEYPT
Sold putSold callAH

EyePoint, Inc. Common Stock options

Live interpolated EYPT call and put midpoint premiums by absolute delta.EyePoint, Inc. Common Stock$0.00$0.25$0.50$0.74$0.99$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEYPT PRICE$0.03$0.04$0.05$0.05$0.05$0.29$0.60$0.92
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.19374.5%516.2%
25Δ1.71355.7%385.4%
30Δ1.23336.9%254.6%
35Δ0.87292.7%153.8%
40Δ0.61224.5%81.5%
45Δ
50Δ
55Δ0.59231.6%16.3%
60Δ0.91256.2%14.0%
65Δ1.24280.8%11.8%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
2.19
IV
374.5%
B/E move
516.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.71
IV
355.7%
B/E move
385.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.23
IV
336.9%
B/E move
254.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
0.87
IV
292.7%
B/E move
153.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
0.61
IV
224.5%
B/E move
81.5%
Puts
Pseudo strike
IV
B/E move

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.59
IV
231.6%
B/E move
16.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.91
IV
256.2%
B/E move
14.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.24
IV
280.8%
B/E move
11.8%

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend352.91%
Daily close
EYPT164.4%265.6%366.9%2026-08-13: 286.09%2026-08-14: 328.18%2026-08-21: 212.79%2026-08-24: 178.34%2026-08-26: 193.70%2026-09-22: 244.17%2026-10-01: 340.84%2026-10-20: 352.91%Aug 13Aug 24Oct 20
8 observations2026-08-13 — 2026-10-20
Table
DateIV (%)
286.09%
328.18%
212.79%
178.34%
193.70%
244.17%
340.84%
352.91%