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Grace Therapeutics, Inc. GRCE

HEALTHCARE · BIOTECHNOLOGY
i

Market datapartial · fetched 2026-10-30T15:21:44.661Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-30T15:19:35.411175483Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-30T15:21:19.694199+00:00

Share price$1.93
1D-1.0%
$1.87$1.90$1.93$1.96$1.995:30 AM6:30 AM9:00 AM1:00 PMGRCE
Sold putSold call

Grace Therapeutics, Inc. options

Live interpolated GRCE call and put midpoint premiums by absolute delta.Grace Therapeutics, Inc.$1.73$2.03$2.33$2.63$2.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGRCE PRICE$1.76$1.86$1.96$2.06$2.16$2.26$2.36$2.45$2.55$2.65$2.75$2.85
PutsExpensive3.70×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.61482.9%55.9%
30Δ2.79458.2%51.7%
35Δ2.97433.6%47.5%
40Δ3.15409.0%43.3%
45Δ3.33384.4%39.2%
50Δ3.51359.8%35.0%
55Δ3.69335.1%30.8%
60Δ3.87310.5%26.6%
65Δ4.05285.9%22.4%
70Δ4.23261.3%18.2%
75Δ4.41236.6%14.0%
80Δ4.59212.0%9.8%

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
2.61
IV
482.9%
B/E move
55.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.79
IV
458.2%
B/E move
51.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.97
IV
433.6%
B/E move
47.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.15
IV
409.0%
B/E move
43.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.33
IV
384.4%
B/E move
39.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.51
IV
359.8%
B/E move
35.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.69
IV
335.1%
B/E move
30.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.87
IV
310.5%
B/E move
26.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.05
IV
285.9%
B/E move
22.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.23
IV
261.3%
B/E move
18.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.41
IV
236.6%
B/E move
14.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.59
IV
212.0%
B/E move
9.8%

Options history

No recorded observations