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Opus Genetics, Inc. Common Stock IRD

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T00:48:15.802Z

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 · 2026-11-11T21:00:01.843377594Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:48:15.352621+00:00

Share price$4.31
1D-2.5%
AH$4.13$4.23$4.34$4.44$4.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIRD
Sold putSold callAH

Opus Genetics, Inc. Common Stock options

Live interpolated IRD call and put midpoint premiums by absolute delta.Opus Genetics, Inc. Common Stock$0.22$0.83$1.43$2.04$2.64$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIRD PRICE$0.29$0.43$0.58$0.72$0.87$1.01$1.16$1.30$1.45$1.59$1.74$1.88$2.03$1.27$1.67$2.07$2.47
Puts——
CallsExpensive2.34×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.70128.3%15.7%
25Δ4.53158.6%15.2%
30Δ4.37188.9%14.7%
35Δ4.20219.1%14.2%
40Δ4.03249.4%13.7%
45Δ3.86279.7%13.2%
50Δ3.70310.0%12.7%
55Δ3.53340.2%12.2%
60Δ3.36370.5%11.7%
65Δ3.20400.8%11.1%5.30212.0%6.5%
70Δ3.03431.1%10.6%5.75218.3%5.5%
75Δ2.86461.3%10.1%6.19224.6%4.4%
80Δ2.70491.6%9.6%6.63230.9%3.4%

20Δ

Calls
Pseudo strike
4.70
IV
128.3%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.53
IV
158.6%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.37
IV
188.9%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.20
IV
219.1%
B/E move
14.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.03
IV
249.4%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.86
IV
279.7%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.70
IV
310.0%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.53
IV
340.2%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.36
IV
370.5%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.20
IV
400.8%
B/E move
11.1%
Puts
Pseudo strike
5.30
IV
212.0%
B/E move
6.5%

70Δ

Calls
Pseudo strike
3.03
IV
431.1%
B/E move
10.6%
Puts
Pseudo strike
5.75
IV
218.3%
B/E move
5.5%

75Δ

Calls
Pseudo strike
2.86
IV
461.3%
B/E move
10.1%
Puts
Pseudo strike
6.19
IV
224.6%
B/E move
4.4%

80Δ

Calls
Pseudo strike
2.70
IV
491.6%
B/E move
9.6%
Puts
Pseudo strike
6.63
IV
230.9%
B/E move
3.4%

Options history

IV · four-Friday blend102.73%
Daily close
IRD98.9%126.6%154.3%2026-09-18: 150.50%2026-09-21: 109.27%2026-09-24: 102.73%Sep 18Sep 21Sep 24
3 observations2026-09-18 — 2026-09-24
Table
DateIV (%)
150.50%
109.27%
102.73%