Gyre Therapeutics, Inc. GYRE
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-30T14:33:40.340Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · 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%
Sold putSold call
Gyre Therapeutics, Inc. options
PutsExpensive4.13×
CallsExpensive7.13×
SkewBullish-149.12 pp
Implied move——
TiltBearish40.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.56 | 614.3% | 61.4% | |||
| 25Δ | 5.14 | 552.6% | 50.7% | |||
| 30Δ | 5.42 | 510.0% | 45.6% | |||
| 35Δ | 5.70 | 467.4% | 40.5% | |||
| 40Δ | 5.98 | 424.8% | 35.4% | |||
| 45Δ | 6.25 | 382.1% | 30.3% | |||
| 50Δ | 6.53 | 339.5% | 25.2% | |||
| 55Δ | 6.81 | 296.9% | 20.1% | |||
| 60Δ | 7.09 | 254.2% | 15.0% | |||
| 65Δ | 13.29 | 733.4% | 188.2% | 7.37 | 211.6% | 9.9% |
| 70Δ | 6.92 | 561.7% | 71.7% | |||
| 75Δ | 4.82 | 461.5% | 34.5% | |||
| 80Δ | 4.02 | 461.2% | 26.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.56
- IV
- 614.3%
- B/E move
- 61.4%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.14
- IV
- 552.6%
- B/E move
- 50.7%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.42
- IV
- 510.0%
- B/E move
- 45.6%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.70
- IV
- 467.4%
- B/E move
- 40.5%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.98
- IV
- 424.8%
- B/E move
- 35.4%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.25
- IV
- 382.1%
- B/E move
- 30.3%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.53
- IV
- 339.5%
- B/E move
- 25.2%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.81
- IV
- 296.9%
- B/E move
- 20.1%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.09
- IV
- 254.2%
- B/E move
- 15.0%
65Δ
- Pseudo strike
- 13.29
- IV
- 733.4%
- B/E move
- 188.2%
- Pseudo strike
- 7.37
- IV
- 211.6%
- B/E move
- 9.9%
70Δ
- Pseudo strike
- 6.92
- IV
- 561.7%
- B/E move
- 71.7%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 4.82
- IV
- 461.5%
- B/E move
- 34.5%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 4.02
- IV
- 461.2%
- B/E move
- 26.1%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations