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Fennec Pharmaceuticals Inc. Common Stock FENC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T13:54:43.188Z

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 · 2026-11-10T21:00:00.639867247Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T13:54:42.845161+00:00

Share price$10.58
1D-0.7%
AH$10.27$10.42$10.57$10.71$10.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFENC
Sold putSold callAH

Fennec Pharmaceuticals Inc. Common Stock options

Live interpolated FENC call and put midpoint premiums by absolute delta.Fennec Pharmaceuticals Inc. Common Stock$2.45$2.91$3.37$3.83$4.29$8.56$9.58$10.60$11.62$12.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FENC spot · $10.58FENC PRICE$2.50$2.50$2.50$2.53$3.07$3.61$4.15$2.50$2.50$2.50$2.50$2.51$2.52$2.53$2.53$2.54$2.55
Puts——
Calls——
Skew——
Implied moveBalanced±$5.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.64695.7%51.4%
25Δ8.52597.9%43.1%
30Δ9.40500.2%34.7%
35Δ10.13421.9%27.9%
40Δ10.52384.2%24.3%
45Δ10.91346.6%20.7%
50Δ17.23617.8%86.5%11.30308.9%17.0%
55Δ13.22495.9%48.6%11.70271.2%13.4%
60Δ11.37411.1%31.1%12.09233.5%9.8%
65Δ9.95339.0%18.0%12.48195.9%6.1%
70Δ9.12340.9%15.2%
75Δ8.29342.8%12.5%
80Δ7.45344.7%9.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.64
IV
695.7%
B/E move
51.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.52
IV
597.9%
B/E move
43.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.40
IV
500.2%
B/E move
34.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.13
IV
421.9%
B/E move
27.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.52
IV
384.2%
B/E move
24.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.91
IV
346.6%
B/E move
20.7%

50Δ

Calls
Pseudo strike
17.23
IV
617.8%
B/E move
86.5%
Puts
Pseudo strike
11.30
IV
308.9%
B/E move
17.0%

55Δ

Calls
Pseudo strike
13.22
IV
495.9%
B/E move
48.6%
Puts
Pseudo strike
11.70
IV
271.2%
B/E move
13.4%

60Δ

Calls
Pseudo strike
11.37
IV
411.1%
B/E move
31.1%
Puts
Pseudo strike
12.09
IV
233.5%
B/E move
9.8%

65Δ

Calls
Pseudo strike
9.95
IV
339.0%
B/E move
18.0%
Puts
Pseudo strike
12.48
IV
195.9%
B/E move
6.1%

70Δ

Calls
Pseudo strike
9.12
IV
340.9%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.29
IV
342.8%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.45
IV
344.7%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend197.14%
Daily close
FENC127.1%219.6%312.1%2026-08-13: 204.64%2026-08-17: 258.65%2026-08-20: 299.38%2026-08-21: 155.13%2026-08-25: 165.58%2026-08-26: 139.89%2026-08-27: 166.84%2026-08-28: 150.97%2026-08-31: 150.24%2026-09-01: 173.17%2026-09-02: 172.76%2026-09-03: 172.16%2026-09-04: 159.76%2026-09-08: 150.09%2026-09-10: 221.28%2026-09-11: 229.10%2026-09-14: 275.43%2026-09-15: 280.33%2026-09-16: 236.45%2026-09-18: 153.98%2026-09-21: 165.69%2026-09-22: 164.32%2026-09-23: 164.31%2026-09-24: 170.17%2026-09-25: 168.91%2026-09-28: 170.35%2026-09-29: 176.58%2026-09-30: 181.57%2026-10-01: 190.89%2026-10-02: 188.58%2026-10-05: 202.83%2026-10-06: 212.79%2026-10-07: 218.83%2026-10-08: 221.67%2026-10-09: 226.62%2026-10-12: 266.90%2026-10-16: 175.16%2026-10-19: 173.86%2026-10-20: 170.74%2026-10-21: 173.04%2026-10-22: 176.76%2026-10-23: 183.45%2026-10-26: 189.87%2026-10-27: 181.02%2026-10-28: 175.76%2026-10-29: 175.38%2026-10-30: 197.14%Aug 13Sep 24Oct 30
47 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
204.64%
258.65%
299.38%
155.13%
165.58%
139.89%
166.84%
150.97%
150.24%
173.17%
172.76%
172.16%
159.76%
150.09%
221.28%
229.10%
275.43%
280.33%
236.45%
153.98%
165.69%
164.32%
164.31%
170.17%
168.91%
170.35%
176.58%
181.57%
190.89%
188.58%
202.83%
212.79%
218.83%
221.67%
226.62%
266.90%
175.16%
173.86%
170.74%
173.04%
176.76%
183.45%
189.87%
181.02%
175.76%
175.38%
197.14%