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Gyre Therapeutics, Inc. GYRE

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-30T14:33:40.340Z

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 · 2026-10-30T14:33:22.106448112Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-30T14:33:37.867406+00:00

Share price$5.46
1D-13.3%
$5.39$5.64$5.88$6.12$6.375:30 AM6:30 AM9:00 AM1:00 PMGYRE
Sold putSold call

Gyre Therapeutics, Inc. options

Live interpolated GYRE call and put midpoint premiums by absolute delta.Gyre Therapeutics, Inc.$2.44$2.55$2.67$2.78$2.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGYRE PRICE$2.45$2.45$2.53$2.86$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45
PutsExpensive4.13×
CallsExpensive7.13×
SkewBullish-149.12 pp
Implied move——
TiltBearish40.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.56614.3%61.4%
25Δ5.14552.6%50.7%
30Δ5.42510.0%45.6%
35Δ5.70467.4%40.5%
40Δ5.98424.8%35.4%
45Δ6.25382.1%30.3%
50Δ6.53339.5%25.2%
55Δ6.81296.9%20.1%
60Δ7.09254.2%15.0%
65Δ13.29733.4%188.2%7.37211.6%9.9%
70Δ6.92561.7%71.7%
75Δ4.82461.5%34.5%
80Δ4.02461.2%26.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.56
IV
614.3%
B/E move
61.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.14
IV
552.6%
B/E move
50.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.42
IV
510.0%
B/E move
45.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.70
IV
467.4%
B/E move
40.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.98
IV
424.8%
B/E move
35.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.25
IV
382.1%
B/E move
30.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.53
IV
339.5%
B/E move
25.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.81
IV
296.9%
B/E move
20.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.09
IV
254.2%
B/E move
15.0%

65Δ

Calls
Pseudo strike
13.29
IV
733.4%
B/E move
188.2%
Puts
Pseudo strike
7.37
IV
211.6%
B/E move
9.9%

70Δ

Calls
Pseudo strike
6.92
IV
561.7%
B/E move
71.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.82
IV
461.5%
B/E move
34.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.02
IV
461.2%
B/E move
26.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations