Share price$10.32
1D-0.1%
Sold putSold call
Fennec Pharmaceuticals Inc. Common Stock FENC
i
Market datapartial · fetched 2026-10-22T18:25:15.704Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T18:23:24.337463371Z
FundamentalsAlpha Vantage · unavailable
Fennec Pharmaceuticals Inc. Common Stock options
Puts——
CallsExpensive4.05×
Skew——
Implied move——
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 14.90 | 147.2% | 49.7% | |||
| 30Δ | 14.30 | 160.1% | 46.8% | |||
| 35Δ | 13.70 | 173.1% | 43.9% | |||
| 40Δ | 13.10 | 186.0% | 41.0% | |||
| 45Δ | 12.49 | 198.9% | 38.1% | |||
| 50Δ | 11.89 | 211.9% | 35.1% | |||
| 55Δ | 11.29 | 224.8% | 32.2% | |||
| 60Δ | 10.69 | 237.8% | 29.3% | |||
| 65Δ | 10.09 | 250.7% | 26.4% | |||
| 70Δ | 9.50 | 225.7% | 21.3% | |||
| 75Δ | 8.92 | 194.4% | 15.9% | |||
| 80Δ | 8.34 | 163.0% | 10.5% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 14.90
- IV
- 147.2%
- B/E move
- 49.7%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 14.30
- IV
- 160.1%
- B/E move
- 46.8%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 13.70
- IV
- 173.1%
- B/E move
- 43.9%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 13.10
- IV
- 186.0%
- B/E move
- 41.0%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 12.49
- IV
- 198.9%
- B/E move
- 38.1%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 11.89
- IV
- 211.9%
- B/E move
- 35.1%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 11.29
- IV
- 224.8%
- B/E move
- 32.2%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 10.69
- IV
- 237.8%
- B/E move
- 29.3%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 10.09
- IV
- 250.7%
- B/E move
- 26.4%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 9.50
- IV
- 225.7%
- B/E move
- 21.3%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 8.92
- IV
- 194.4%
- B/E move
- 15.9%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 8.34
- IV
- 163.0%
- B/E move
- 10.5%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV |
|---|---|
| 170.60% | |
| 173.26% |