IntraAlpha
Create free account Start free

Filana Therapeutics, Inc. Common Stock FLNA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T02:12:00.225Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T00:56:09.223354531Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:11:59.008071+00:00

Share price$0.45
1D-6.2%
AH$0.43$0.44$0.46$0.47$0.485:30 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$0.17$1.53$2.89$4.25$5.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFLNA PRICE$0.31$0.68$1.50$2.32$3.63$5.22
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ1.05187.9%16.7%
55Δ1.87276.8%16.7%
60Δ2.70365.6%16.7%
65Δ4.02404.1%12.9%
70Δ5.64413.2%6.9%
75Δ
80Δ0.59586.2%101.8%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
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
1.05
IV
187.9%
B/E move
16.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.87
IV
276.8%
B/E move
16.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.70
IV
365.6%
B/E move
16.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
404.1%
B/E move
12.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.64
IV
413.2%
B/E move
6.9%

75Δ

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

80Δ

Calls
Pseudo strike
0.59
IV
586.2%
B/E move
101.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations