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Filana Therapeutics, Inc. Common Stock FLNA

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Market datapartial · fetched 2026-10-23T15:52:41.983Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T15:49:49.895757235Z

FundamentalsAlpha Vantage · unavailable

Share price$0.64
1D+0.8%
$0.63$0.64$0.65$0.65$0.665:30 AM6:30 AM9:00 AM1:00 PMFLNA
Sold putSold call

Filana Therapeutics, Inc. Common Stock options

Live interpolated FLNA call and put midpoint premiums by absolute delta.Filana Therapeutics, Inc. Common Stock$0.95$3.63$6.31$8.98$11.66$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFLNA PRICE$1.24$2.85$4.46$6.06$7.67$9.28$10.89$5.94$4.51$3.01
PutsExpensive2.28×
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
35Δ1.63310.6%39.5%
40Δ3.28326.8%33.4%
45Δ4.93343.1%27.3%
50Δ6.57359.4%21.2%
55Δ8.22375.6%15.1%
60Δ9.87391.9%9.0%
65Δ11.51408.2%2.9%
70Δ6.54345.6%5.8%
75Δ5.13296.3%3.8%
80Δ3.64233.8%2.2%

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
1.63
IV
310.6%
B/E move
39.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.28
IV
326.8%
B/E move
33.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.93
IV
343.1%
B/E move
27.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.57
IV
359.4%
B/E move
21.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.22
IV
375.6%
B/E move
15.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.87
IV
391.9%
B/E move
9.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.51
IV
408.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.54
IV
345.6%
B/E move
5.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.13
IV
296.3%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
233.8%
B/E move
2.2%

Options history

No recorded observations