Share price$3.81
1D-8.2%
Sold putSold callAH
Opus Genetics, Inc. IRD
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-22T21:23:35.066Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T21:10:00.543194102Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:15:00.323289+00:00
Opus Genetics, Inc. options
PutsExpensive1.91×
CallsExpensive1.92×
SkewBullish-32.38 pp
Implied move——
TiltBearish50.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.87 | 437.2% | 63.8% | |||
| 25Δ | 3.08 | 402.4% | 57.8% | |||
| 30Δ | 3.30 | 367.7% | 51.8% | |||
| 35Δ | 3.52 | 332.9% | 45.9% | |||
| 40Δ | 3.74 | 298.2% | 39.9% | |||
| 45Δ | 3.96 | 263.4% | 33.9% | |||
| 50Δ | 4.18 | 228.7% | 27.9% | |||
| 55Δ | 4.40 | 193.9% | 22.0% | |||
| 60Δ | 4.62 | 159.1% | 16.0% | |||
| 65Δ | 6.03 | 350.0% | 98.9% | 4.83 | 124.4% | 10.0% |
| 70Δ | 4.58 | 310.5% | 63.0% | 5.42 | 109.3% | 5.5% |
| 75Δ | 3.75 | 267.9% | 42.7% | 7.15 | 155.2% | 5.5% |
| 80Δ | 2.92 | 225.3% | 22.4% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.87
- IV
- 437.2%
- B/E move
- 63.8%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.08
- IV
- 402.4%
- B/E move
- 57.8%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.30
- IV
- 367.7%
- B/E move
- 51.8%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.52
- IV
- 332.9%
- B/E move
- 45.9%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.74
- IV
- 298.2%
- B/E move
- 39.9%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.96
- IV
- 263.4%
- B/E move
- 33.9%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.18
- IV
- 228.7%
- B/E move
- 27.9%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.40
- IV
- 193.9%
- B/E move
- 22.0%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.62
- IV
- 159.1%
- B/E move
- 16.0%
65Δ
- Pseudo strike
- 6.03
- IV
- 350.0%
- B/E move
- 98.9%
- Pseudo strike
- 4.83
- IV
- 124.4%
- B/E move
- 10.0%
70Δ
- Pseudo strike
- 4.58
- IV
- 310.5%
- B/E move
- 63.0%
- Pseudo strike
- 5.42
- IV
- 109.3%
- B/E move
- 5.5%
75Δ
- Pseudo strike
- 3.75
- IV
- 267.9%
- B/E move
- 42.7%
- Pseudo strike
- 7.15
- IV
- 155.2%
- B/E move
- 5.5%
80Δ
- Pseudo strike
- 2.92
- IV
- 225.3%
- B/E move
- 22.4%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations