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Opus Genetics, Inc. Common Stock IRD

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Market datapartial · fetched 2026-10-22T22:49:47.930Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T22:26:52.518813731Z

FundamentalsAlpha Vantage · unavailable

Share price$3.79
1D-8.2%
AH$3.77$3.87$3.97$4.07$4.175:30 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$1.35$1.83$2.31$2.80$3.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIRD PRICE$1.55$1.63$1.69$1.75$1.49$1.48$1.47$1.46$1.45$1.44$1.43$1.43$1.42$1.41$1.40$3.14
PutsExpensive1.93×
CallsExpensive1.98×
SkewBullish-33.41 pp
Implied move——
TiltBearish48.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.86440.9%63.7%
25Δ3.08406.4%57.8%
30Δ3.29372.0%52.0%
35Δ3.50337.5%46.1%
40Δ3.72303.1%40.3%
45Δ3.93268.6%34.4%
50Δ4.14234.2%28.6%
55Δ4.36199.7%22.7%
60Δ4.57165.2%16.9%
65Δ6.07353.3%101.0%4.78130.8%11.0%
70Δ4.59313.7%64.0%4.9996.3%5.2%
75Δ3.74270.8%43.1%6.74141.3%5.0%
80Δ2.89227.9%22.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.86
IV
440.9%
B/E move
63.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.08
IV
406.4%
B/E move
57.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.29
IV
372.0%
B/E move
52.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.50
IV
337.5%
B/E move
46.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.72
IV
303.1%
B/E move
40.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.93
IV
268.6%
B/E move
34.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.14
IV
234.2%
B/E move
28.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.36
IV
199.7%
B/E move
22.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.57
IV
165.2%
B/E move
16.9%

65Δ

Calls
Pseudo strike
6.07
IV
353.3%
B/E move
101.0%
Puts
Pseudo strike
4.78
IV
130.8%
B/E move
11.0%

70Δ

Calls
Pseudo strike
4.59
IV
313.7%
B/E move
64.0%
Puts
Pseudo strike
4.99
IV
96.3%
B/E move
5.2%

75Δ

Calls
Pseudo strike
3.74
IV
270.8%
B/E move
43.1%
Puts
Pseudo strike
6.74
IV
141.3%
B/E move
5.0%

80Δ

Calls
Pseudo strike
2.89
IV
227.9%
B/E move
22.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations