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Fulgent Genetics, Inc. Common Stock FLGT

i

Market dataready · fetched 2026-11-12T03:15:03.227Z

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 · 2026-11-11T21:00:01.721066424Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:15:02.545662+00:00

Share price$25.70
1D-2.6%
AH$25.21$25.59$25.98$26.36$26.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLGT
Sold putSold callAH

Fulgent Genetics, Inc. Common Stock options

Live interpolated FLGT call and put midpoint premiums by absolute delta.Fulgent Genetics, Inc. Common Stock$0.33$1.09$1.86$2.62$3.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —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 PRICEFLGT PRICE$0.41$0.54$0.67$0.81$0.94$1.07$1.20$1.33$1.47$1.78$2.24$2.70$3.16$1.07$1.07$1.17$1.26
Puts——
CallsCheap0.53×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.7497.4%17.3%20.57209.8%24.1%
25Δ29.1894.3%15.6%22.45159.6%16.8%
30Δ28.6291.1%14.0%23.32141.7%13.8%
35Δ28.0688.0%12.3%24.17124.8%10.9%
40Δ27.5084.9%10.6%
45Δ26.9481.8%9.0%
50Δ26.3778.6%7.3%
55Δ25.8175.5%5.6%
60Δ25.2572.4%4.0%
65Δ24.6973.6%3.0%
70Δ24.1278.3%2.6%
75Δ23.5583.0%2.1%
80Δ22.9887.7%1.7%

20Δ

Calls
Pseudo strike
29.74
IV
97.4%
B/E move
17.3%
Puts
Pseudo strike
20.57
IV
209.8%
B/E move
24.1%

25Δ

Calls
Pseudo strike
29.18
IV
94.3%
B/E move
15.6%
Puts
Pseudo strike
22.45
IV
159.6%
B/E move
16.8%

30Δ

Calls
Pseudo strike
28.62
IV
91.1%
B/E move
14.0%
Puts
Pseudo strike
23.32
IV
141.7%
B/E move
13.8%

35Δ

Calls
Pseudo strike
28.06
IV
88.0%
B/E move
12.3%
Puts
Pseudo strike
24.17
IV
124.8%
B/E move
10.9%

40Δ

Calls
Pseudo strike
27.50
IV
84.9%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
26.94
IV
81.8%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
26.37
IV
78.6%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.81
IV
75.5%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.25
IV
72.4%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.69
IV
73.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.12
IV
78.3%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.55
IV
83.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.98
IV
87.7%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.15%
Daily close
FLGT43.9%71.4%98.9%2026-08-21: 52.57%2026-08-24: 57.71%2026-08-25: 58.43%2026-08-26: 57.74%2026-08-27: 53.49%2026-08-28: 57.64%2026-09-01: 54.69%2026-09-02: 47.65%2026-09-03: 56.04%2026-09-08: 56.77%2026-09-09: 48.50%2026-09-10: 53.68%2026-09-16: 95.10%2026-09-18: 54.82%2026-09-29: 54.73%2026-10-02: 52.19%2026-10-06: 59.13%2026-10-07: 57.51%2026-10-08: 62.72%2026-10-16: 65.47%2026-10-19: 66.00%2026-10-20: 58.11%2026-10-21: 63.38%2026-10-22: 69.33%2026-10-23: 69.31%2026-10-26: 71.62%2026-10-27: 67.71%2026-10-28: 59.53%2026-10-29: 65.33%2026-10-30: 64.15%Aug 21Sep 29Oct 30
30 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
52.57%
57.71%
58.43%
57.74%
53.49%
57.64%
54.69%
47.65%
56.04%
56.77%
48.50%
53.68%
95.10%
54.82%
54.73%
52.19%
59.13%
57.51%
62.72%
65.47%
66.00%
58.11%
63.38%
69.33%
69.31%
71.62%
67.71%
59.53%
65.33%
64.15%