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Cybin Inc. HELP

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T09:24:40.068Z

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 · 2026-10-22T08:23:18.737737104Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:24:38.497457+00:00

Share price$10.77
1D
Price history unavailable.

Cybin Inc. options

Live interpolated HELP call and put midpoint premiums by absolute delta.Cybin Inc.$0.33$1.76$3.19$4.62$6.05$4.41$7.70$11.00$14.29$17.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HELP spot · $10.77HELP PRICE$0.49$0.80$0.78$0.96$1.18$1.41$1.63$1.86$2.08$2.30$2.83$3.38$3.94$0.75$1.01$1.27$1.56$2.25$2.93$3.55$3.83$4.11$4.39$4.67$5.10$5.64
PutsExpensive1.45×
CallsExpensive1.62×
SkewBullish-14.90 pp
Implied moveBearish±$5.18
TiltBearish26.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.78176.1%78.9%8.08165.3%32.0%
25Δ21.77238.4%109.5%8.74164.2%28.2%
30Δ16.03172.4%56.1%9.40163.1%24.5%
35Δ14.42165.1%42.8%10.08163.3%20.9%
40Δ13.72170.6%38.4%10.93176.1%19.3%
45Δ13.02176.1%33.9%11.79188.8%17.8%
50Δ12.30178.8%29.4%12.59197.4%16.0%
55Δ11.56174.1%24.6%13.13185.6%13.6%
60Δ10.82169.4%19.7%13.68173.8%11.2%
65Δ10.07164.7%14.9%14.22161.9%8.8%
70Δ9.31176.4%12.7%14.76150.1%6.4%
75Δ8.55189.9%10.8%15.37140.3%4.6%
80Δ7.79203.4%8.9%16.05131.9%3.3%

20Δ

Calls
Pseudo strike
18.78
IV
176.1%
B/E move
78.9%
Puts
Pseudo strike
8.08
IV
165.3%
B/E move
32.0%

25Δ

Calls
Pseudo strike
21.77
IV
238.4%
B/E move
109.5%
Puts
Pseudo strike
8.74
IV
164.2%
B/E move
28.2%

30Δ

Calls
Pseudo strike
16.03
IV
172.4%
B/E move
56.1%
Puts
Pseudo strike
9.40
IV
163.1%
B/E move
24.5%

35Δ

Calls
Pseudo strike
14.42
IV
165.1%
B/E move
42.8%
Puts
Pseudo strike
10.08
IV
163.3%
B/E move
20.9%

40Δ

Calls
Pseudo strike
13.72
IV
170.6%
B/E move
38.4%
Puts
Pseudo strike
10.93
IV
176.1%
B/E move
19.3%

45Δ

Calls
Pseudo strike
13.02
IV
176.1%
B/E move
33.9%
Puts
Pseudo strike
11.79
IV
188.8%
B/E move
17.8%

50Δ

Calls
Pseudo strike
12.30
IV
178.8%
B/E move
29.4%
Puts
Pseudo strike
12.59
IV
197.4%
B/E move
16.0%

55Δ

Calls
Pseudo strike
11.56
IV
174.1%
B/E move
24.6%
Puts
Pseudo strike
13.13
IV
185.6%
B/E move
13.6%

60Δ

Calls
Pseudo strike
10.82
IV
169.4%
B/E move
19.7%
Puts
Pseudo strike
13.68
IV
173.8%
B/E move
11.2%

65Δ

Calls
Pseudo strike
10.07
IV
164.7%
B/E move
14.9%
Puts
Pseudo strike
14.22
IV
161.9%
B/E move
8.8%

70Δ

Calls
Pseudo strike
9.31
IV
176.4%
B/E move
12.7%
Puts
Pseudo strike
14.76
IV
150.1%
B/E move
6.4%

75Δ

Calls
Pseudo strike
8.55
IV
189.9%
B/E move
10.8%
Puts
Pseudo strike
15.37
IV
140.3%
B/E move
4.6%

80Δ

Calls
Pseudo strike
7.79
IV
203.4%
B/E move
8.9%
Puts
Pseudo strike
16.05
IV
131.9%
B/E move
3.3%

Options history

No recorded observations