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Gain Therapeutics Inc GANX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T04:29:30.341Z

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 · 2026-10-23T23:25:09.360750599Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:29:30.304023+00:00

Share price$1.32
1D-5.1%
AH$1.22$1.26$1.30$1.34$1.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGANX
Sold putSold callAH

Gain Therapeutics Inc options

Live interpolated GANX call and put midpoint premiums by absolute delta.Gain Therapeutics Inc$0.05$1.10$2.16$3.22$4.28$-0.34$0.62$1.59$2.56$3.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GANX spot · $1.32GANX PRICE$0.16$0.24$0.30$0.36$0.42$0.49$0.50$0.49$0.48$0.48$0.52$0.56$0.60$0.64$0.68$0.72$0.76$0.80$0.84$0.72$2.27$3.97$1.81
PutsExpensive2.47×
CallsExpensive4.07×
SkewBullish-148.22 pp
Implied moveBearish±$1.19
TiltBearish58.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.07541.2%58.7%
25Δ1.18504.9%53.1%
30Δ4.04357.4%217.9%1.30468.5%47.5%
35Δ5.12475.9%305.5%1.41432.2%41.8%
40Δ5.33526.7%326.0%1.53395.9%36.2%
45Δ5.53577.5%346.5%1.64359.5%30.6%
50Δ5.74628.3%367.0%1.76323.2%24.9%
55Δ5.95679.1%387.5%1.87286.9%19.3%
60Δ5.11609.4%325.0%1.98250.5%13.6%
65Δ3.95501.7%236.4%1.96134.6%5.8%
70Δ2.79394.0%147.7%3.49266.5%7.5%
75Δ1.62286.3%59.1%5.17401.9%9.1%
80Δ3.07254.0%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.07
IV
541.2%
B/E move
58.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.18
IV
504.9%
B/E move
53.1%

30Δ

Calls
Pseudo strike
4.04
IV
357.4%
B/E move
217.9%
Puts
Pseudo strike
1.30
IV
468.5%
B/E move
47.5%

35Δ

Calls
Pseudo strike
5.12
IV
475.9%
B/E move
305.5%
Puts
Pseudo strike
1.41
IV
432.2%
B/E move
41.8%

40Δ

Calls
Pseudo strike
5.33
IV
526.7%
B/E move
326.0%
Puts
Pseudo strike
1.53
IV
395.9%
B/E move
36.2%

45Δ

Calls
Pseudo strike
5.53
IV
577.5%
B/E move
346.5%
Puts
Pseudo strike
1.64
IV
359.5%
B/E move
30.6%

50Δ

Calls
Pseudo strike
5.74
IV
628.3%
B/E move
367.0%
Puts
Pseudo strike
1.76
IV
323.2%
B/E move
24.9%

55Δ

Calls
Pseudo strike
5.95
IV
679.1%
B/E move
387.5%
Puts
Pseudo strike
1.87
IV
286.9%
B/E move
19.3%

60Δ

Calls
Pseudo strike
5.11
IV
609.4%
B/E move
325.0%
Puts
Pseudo strike
1.98
IV
250.5%
B/E move
13.6%

65Δ

Calls
Pseudo strike
3.95
IV
501.7%
B/E move
236.4%
Puts
Pseudo strike
1.96
IV
134.6%
B/E move
5.8%

70Δ

Calls
Pseudo strike
2.79
IV
394.0%
B/E move
147.7%
Puts
Pseudo strike
3.49
IV
266.5%
B/E move
7.5%

75Δ

Calls
Pseudo strike
1.62
IV
286.3%
B/E move
59.1%
Puts
Pseudo strike
5.17
IV
401.9%
B/E move
9.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.07
IV
254.0%
B/E move
5.0%

Options history

No recorded observations