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InflaRx N.V. Common Stock IFRX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T04:11:35.863Z

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 · 2026-11-12T21:00:00.60793296Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T04:11:35.420636+00:00

Share price$1.24
1D+3.8%
AH$1.14$1.17$1.20$1.23$1.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIFRX
Sold putSold callAH

InflaRx N.V. Common Stock options

Live interpolated IFRX call and put midpoint premiums by absolute delta.InflaRx N.V. Common Stock$0.26$0.49$0.73$0.96$1.20$0.78$1.00$1.22$1.45$1.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IFRX spot · $1.24IFRX PRICE$0.28$0.33$0.37$0.41$0.46$0.50$0.53$0.60$0.67$0.75$0.82$0.95$1.13
Puts——
Calls——
Skew——
Implied moveBearish±$0.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ1.23382.3%21.9%1.54452.0%18.4%
55Δ1.18422.8%21.7%1.64436.0%15.9%
60Δ1.14463.4%21.5%1.75420.0%13.3%
65Δ1.09503.9%21.3%1.85404.0%10.8%
70Δ1.05544.5%21.2%1.96388.0%8.3%
75Δ1.00585.0%21.0%2.12379.2%6.3%
80Δ2.31375.3%4.7%

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
IV
B/E move

50Δ

Calls
Pseudo strike
1.23
IV
382.3%
B/E move
21.9%
Puts
Pseudo strike
1.54
IV
452.0%
B/E move
18.4%

55Δ

Calls
Pseudo strike
1.18
IV
422.8%
B/E move
21.7%
Puts
Pseudo strike
1.64
IV
436.0%
B/E move
15.9%

60Δ

Calls
Pseudo strike
1.14
IV
463.4%
B/E move
21.5%
Puts
Pseudo strike
1.75
IV
420.0%
B/E move
13.3%

65Δ

Calls
Pseudo strike
1.09
IV
503.9%
B/E move
21.3%
Puts
Pseudo strike
1.85
IV
404.0%
B/E move
10.8%

70Δ

Calls
Pseudo strike
1.05
IV
544.5%
B/E move
21.2%
Puts
Pseudo strike
1.96
IV
388.0%
B/E move
8.3%

75Δ

Calls
Pseudo strike
1.00
IV
585.0%
B/E move
21.0%
Puts
Pseudo strike
2.12
IV
379.2%
B/E move
6.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.31
IV
375.3%
B/E move
4.7%

Options history

IV · four-Friday blend231.40%
Daily close
IFRX94.4%207.6%320.8%2026-08-14: 166.84%2026-08-17: 216.62%2026-08-19: 253.46%2026-08-20: 175.62%2026-08-21: 139.96%2026-08-24: 131.10%2026-08-26: 109.97%2026-08-28: 152.94%2026-08-31: 162.09%2026-09-01: 152.08%2026-09-02: 125.68%2026-09-03: 139.78%2026-09-04: 171.13%2026-09-08: 161.16%2026-09-09: 173.96%2026-09-10: 176.70%2026-09-11: 208.04%2026-09-14: 189.50%2026-09-15: 234.22%2026-09-16: 248.69%2026-09-17: 305.19%2026-09-18: 145.76%2026-09-21: 161.03%2026-09-22: 175.69%2026-09-24: 216.54%2026-09-28: 207.72%2026-09-29: 150.25%2026-09-30: 141.50%2026-10-01: 216.06%2026-10-02: 191.71%2026-10-05: 200.68%2026-10-07: 199.52%2026-10-08: 248.07%2026-10-09: 231.40%Aug 14Sep 11Oct 9
34 observations2026-08-14 — 2026-10-09
Table
DateIV (%)
166.84%
216.62%
253.46%
175.62%
139.96%
131.10%
109.97%
152.94%
162.09%
152.08%
125.68%
139.78%
171.13%
161.16%
173.96%
176.70%
208.04%
189.50%
234.22%
248.69%
305.19%
145.76%
161.03%
175.69%
216.54%
207.72%
150.25%
141.50%
216.06%
191.71%
200.68%
199.52%
248.07%
231.40%