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InflaRx N.V. IFRX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T03:51:08.453Z

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 · 2026-10-22T20:00:04.221242037Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:50:08.709398+00:00

Share price$1.53
1D+1.3%
AH$1.50$1.53$1.56$1.58$1.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIFRX
Sold putSold callAH

InflaRx N.V. options

Live interpolated IFRX call and put midpoint premiums by absolute delta.InflaRx N.V.$0.28$1.13$1.97$2.81$3.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIFRX PRICE$0.38$0.38$0.69$0.88$0.82$0.73$1.05$1.84$2.62$3.41$1.60$0.69$0.76$0.84$0.92
PutsExpensive2.09×
CallsExpensive3.94×
SkewBullish-237.49 pp
Implied move——
TiltBearish56.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ2.19285.2%25.5%
45Δ2.99342.3%24.4%
50Δ3.80399.3%23.3%
55Δ1.98299.1%53.6%4.60456.4%22.1%
60Δ1.69247.8%34.9%2.92270.9%13.6%
65Δ5.28582.8%289.9%2.08170.8%8.8%
70Δ5.93800.0%344.8%2.18163.2%7.1%
75Δ4.08669.0%220.6%2.29155.5%5.4%
80Δ2.34420.6%100.5%2.39147.9%3.7%

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
2.19
IV
285.2%
B/E move
25.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.99
IV
342.3%
B/E move
24.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.80
IV
399.3%
B/E move
23.3%

55Δ

Calls
Pseudo strike
1.98
IV
299.1%
B/E move
53.6%
Puts
Pseudo strike
4.60
IV
456.4%
B/E move
22.1%

60Δ

Calls
Pseudo strike
1.69
IV
247.8%
B/E move
34.9%
Puts
Pseudo strike
2.92
IV
270.9%
B/E move
13.6%

65Δ

Calls
Pseudo strike
5.28
IV
582.8%
B/E move
289.9%
Puts
Pseudo strike
2.08
IV
170.8%
B/E move
8.8%

70Δ

Calls
Pseudo strike
5.93
IV
800.0%
B/E move
344.8%
Puts
Pseudo strike
2.18
IV
163.2%
B/E move
7.1%

75Δ

Calls
Pseudo strike
4.08
IV
669.0%
B/E move
220.6%
Puts
Pseudo strike
2.29
IV
155.5%
B/E move
5.4%

80Δ

Calls
Pseudo strike
2.34
IV
420.6%
B/E move
100.5%
Puts
Pseudo strike
2.39
IV
147.9%
B/E move
3.7%

Options history

No recorded observations