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Helus Pharma Inc. Common Stock HELP

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T14:55:57.222Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:55:43.739586403Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:54:41.960571+00:00

Share price$9.55
1D+2.2%
$9.19$9.27$9.36$9.44$9.525:30 AM6:30 AM9:00 AM1:00 PMHELP
Sold putSold call

Helus Pharma Inc. Common Stock options

Live interpolated HELP call and put midpoint premiums by absolute delta.Helus Pharma Inc. Common Stock$1.19$2.95$4.72$6.48$8.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEHELP PRICE$1.38$1.96$2.55$3.13$2.37$4.83$4.99$5.16$5.81$7.09$7.73
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ10.25324.7%17.5%
50Δ
55Δ12.84415.8%16.1%
60Δ13.29382.4%13.1%
65Δ8.88174.3%7.5%13.75349.1%10.1%
70Δ8.23210.5%6.8%14.62336.1%7.7%
75Δ7.59246.7%6.1%16.05343.1%6.2%
80Δ6.94282.9%5.4%16.85322.8%4.5%

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
IV
B/E move

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
10.25
IV
324.7%
B/E move
17.5%

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
12.84
IV
415.8%
B/E move
16.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.29
IV
382.4%
B/E move
13.1%

65Δ

Calls
Pseudo strike
8.88
IV
174.3%
B/E move
7.5%
Puts
Pseudo strike
13.75
IV
349.1%
B/E move
10.1%

70Δ

Calls
Pseudo strike
8.23
IV
210.5%
B/E move
6.8%
Puts
Pseudo strike
14.62
IV
336.1%
B/E move
7.7%

75Δ

Calls
Pseudo strike
7.59
IV
246.7%
B/E move
6.1%
Puts
Pseudo strike
16.05
IV
343.1%
B/E move
6.2%

80Δ

Calls
Pseudo strike
6.94
IV
282.9%
B/E move
5.4%
Puts
Pseudo strike
16.85
IV
322.8%
B/E move
4.5%

Options history

IV · four-Friday blend198.27%
Daily EOD
HELP176.4%192.9%209.4%2026-10-19: 193.15%2026-10-20: 191.12%2026-10-21: 178.64%2026-10-22: 188.73%2026-10-23: 193.38%2026-10-26: 207.13%2026-10-27: 201.98%2026-10-28: 199.92%2026-10-29: 192.25%2026-10-30: 198.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
193.15%
191.12%
178.64%
188.73%
193.38%
207.13%
201.98%
199.92%
192.25%
198.27%