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Gain Therapeutics, Inc. Common Stock GANX

i

Market datapartial · fetched 2026-11-11T14:51:59.445Z

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 · 2026-11-11T14:51:22.189998593Z

FundamentalsAlpha Vantage · unavailable

Share price$1.13
1D-8.9%
$1.06$1.10$1.15$1.20$1.245:30 AM6:30 AM9:00 AM1:00 PMGANX
Sold putSold call

Gain Therapeutics, Inc. Common Stock options

Live interpolated GANX call and put midpoint premiums by absolute delta.Gain Therapeutics, Inc. Common Stock$0.04$0.35$0.67$0.98$1.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ 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 —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGANX PRICE$0.08$0.13$0.18$0.23$0.28$0.33$0.39$0.44$0.49$0.57$0.67$0.77$0.87$1.20
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
25Δ2.00369.7%83.6%
30Δ1.94422.1%82.8%
35Δ1.88474.5%82.0%
40Δ1.82526.8%81.2%
45Δ1.76579.2%80.4%
50Δ1.69631.6%79.6%
55Δ1.63684.0%78.8%1.52408.8%15.6%
60Δ1.57736.4%78.0%1.65401.2%13.3%
65Δ1.51788.8%77.2%1.77393.6%11.1%
70Δ1.90386.0%8.8%
75Δ2.25412.7%7.1%
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
2.00
IV
369.7%
B/E move
83.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.94
IV
422.1%
B/E move
82.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.88
IV
474.5%
B/E move
82.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.82
IV
526.8%
B/E move
81.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.76
IV
579.2%
B/E move
80.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.69
IV
631.6%
B/E move
79.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.63
IV
684.0%
B/E move
78.8%
Puts
Pseudo strike
1.52
IV
408.8%
B/E move
15.6%

60Δ

Calls
Pseudo strike
1.57
IV
736.4%
B/E move
78.0%
Puts
Pseudo strike
1.65
IV
401.2%
B/E move
13.3%

65Δ

Calls
Pseudo strike
1.51
IV
788.8%
B/E move
77.2%
Puts
Pseudo strike
1.77
IV
393.6%
B/E move
11.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.90
IV
386.0%
B/E move
8.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.25
IV
412.7%
B/E move
7.1%

80Δ

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

Options history

IV · four-Friday blend235.65%
Daily close
GANX178.3%243.2%308.1%2026-08-18: 274.40%2026-08-20: 299.20%2026-08-21: 196.99%2026-08-24: 188.48%2026-09-18: 214.53%2026-09-21: 213.81%2026-09-23: 187.28%2026-09-24: 199.30%2026-09-25: 228.48%2026-10-07: 296.02%2026-10-16: 232.36%2026-10-21: 272.03%2026-10-22: 235.65%Aug 18Sep 23Oct 22
13 observations2026-08-18 — 2026-10-22
Table
DateIV (%)
274.40%
299.20%
196.99%
188.48%
214.53%
213.81%
187.28%
199.30%
228.48%
296.02%
232.36%
272.03%
235.65%