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Filana Therapeutics, Inc. Common Stock FLNA

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Market datapartial · fetched 2026-10-23T01:37:34.474Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.270129256Z

FundamentalsAlpha Vantage · unavailable

Share price$0.65
1D-0.3%
AH$0.64$0.64$0.65$0.66$0.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLNA
Sold putSold callAH

Filana Therapeutics, Inc. Common Stock options

Live interpolated FLNA call and put midpoint premiums by absolute delta.Filana Therapeutics, Inc. Common Stock$0.00$0.77$1.54$2.31$3.09$-0.36$0.14$0.64$1.14$1.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLNA spot · $0.65FLNA PRICE$0.03$0.05$0.08$0.11$0.14$0.18$0.20$0.22$0.25$0.27$0.29$0.31$0.25$0.63$1.01$0.94$0.68$0.79$1.81$2.53$2.64$2.75$2.86$2.07
PutsExpensive2.92×
CallsExpensive2.85×
SkewBearish+20.36 pp
Implied moveBearish±$0.99
TiltBearish79.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.03147.7%61.7%
25Δ1.33222.6%112.2%0.67284.0%36.3%
30Δ1.68303.7%169.6%1.03421.4%39.1%
35Δ2.02384.7%227.0%1.39558.8%41.9%
40Δ2.37465.8%284.4%1.35522.7%37.1%
45Δ2.71546.8%341.8%1.15416.0%29.2%
50Δ2.93607.2%378.5%1.29369.8%23.6%
55Δ2.50569.6%317.2%2.31477.6%23.6%
60Δ2.08532.0%255.9%3.04541.0%22.2%
65Δ1.66494.5%194.6%3.18511.2%18.1%
70Δ1.24456.9%133.2%3.31481.3%13.9%
75Δ0.82419.3%71.9%3.45451.5%9.8%
80Δ2.68360.1%6.2%

20Δ

Calls
Pseudo strike
1.03
IV
147.7%
B/E move
61.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.33
IV
222.6%
B/E move
112.2%
Puts
Pseudo strike
0.67
IV
284.0%
B/E move
36.3%

30Δ

Calls
Pseudo strike
1.68
IV
303.7%
B/E move
169.6%
Puts
Pseudo strike
1.03
IV
421.4%
B/E move
39.1%

35Δ

Calls
Pseudo strike
2.02
IV
384.7%
B/E move
227.0%
Puts
Pseudo strike
1.39
IV
558.8%
B/E move
41.9%

40Δ

Calls
Pseudo strike
2.37
IV
465.8%
B/E move
284.4%
Puts
Pseudo strike
1.35
IV
522.7%
B/E move
37.1%

45Δ

Calls
Pseudo strike
2.71
IV
546.8%
B/E move
341.8%
Puts
Pseudo strike
1.15
IV
416.0%
B/E move
29.2%

50Δ

Calls
Pseudo strike
2.93
IV
607.2%
B/E move
378.5%
Puts
Pseudo strike
1.29
IV
369.8%
B/E move
23.6%

55Δ

Calls
Pseudo strike
2.50
IV
569.6%
B/E move
317.2%
Puts
Pseudo strike
2.31
IV
477.6%
B/E move
23.6%

60Δ

Calls
Pseudo strike
2.08
IV
532.0%
B/E move
255.9%
Puts
Pseudo strike
3.04
IV
541.0%
B/E move
22.2%

65Δ

Calls
Pseudo strike
1.66
IV
494.5%
B/E move
194.6%
Puts
Pseudo strike
3.18
IV
511.2%
B/E move
18.1%

70Δ

Calls
Pseudo strike
1.24
IV
456.9%
B/E move
133.2%
Puts
Pseudo strike
3.31
IV
481.3%
B/E move
13.9%

75Δ

Calls
Pseudo strike
0.82
IV
419.3%
B/E move
71.9%
Puts
Pseudo strike
3.45
IV
451.5%
B/E move
9.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.68
IV
360.1%
B/E move
6.2%

Options history

No recorded observations