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Gyre Therapeutics, Inc. GYRE

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-30T15:22:56.070Z

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 · 2026-10-30T15:21:32.150811684Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-30T15:22:55.231926+00:00

Share price$5.23
1D-17.0%
$5.14$5.45$5.77$6.08$6.395:30 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.$1.99$2.03$2.07$2.10$2.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGYRE PRICE$2.00$2.12$2.07$2.09
PutsExpensive5.06×
CallsExpensive5.62×
SkewBearish+6.33 pp
Implied move——
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.25459.7%58.2%
25Δ4.81351.5%48.0%
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ12.05425.2%168.6%
65Δ8.01373.3%93.7%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.25
IV
459.7%
B/E move
58.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.81
IV
351.5%
B/E move
48.0%

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
12.05
IV
425.2%
B/E move
168.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.01
IV
373.3%
B/E move
93.7%
Puts
Pseudo strike
IV
B/E move

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations