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Ironwood Pharmaceuticals, Inc. Class A Common Stock IRWD

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-11T13:58:56.201Z

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 · 2026-11-11T13:34:09.665501816Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:58:55.741582+00:00

Share price$4.85
1D+0.0%
$4.85$4.85$4.85$4.85$4.865:30 AM6:30 AM9:00 AM1:00 PMIRWD
Sold putSold call

Ironwood Pharmaceuticals, Inc. Class A Common Stock options

Live interpolated IRWD call and put midpoint premiums by absolute delta.Ironwood Pharmaceuticals, Inc. Class A Common Stock$0.00$0.71$1.41$2.12$2.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIRWD PRICE$0.06$0.07$0.08$0.09$0.29$0.29$0.30$0.30$0.31$0.31$0.32$0.32$0.64$1.14$1.63$2.12$2.62
PutsExpensive1.86×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.37109.2%32.5%3.01400.0%43.8%
25Δ5.9892.9%24.8%3.28356.3%38.4%
30Δ5.5976.7%17.0%3.55312.6%32.9%
35Δ5.2160.4%9.3%3.82268.9%27.4%
40Δ4.09225.2%22.0%
45Δ4.36181.6%16.5%
50Δ4.63137.9%11.0%
55Δ4.9094.2%5.6%
60Δ5.32100.2%3.5%
65Δ5.82133.7%3.4%
70Δ6.32167.1%3.3%
75Δ6.82200.6%3.2%
80Δ7.32234.1%3.1%

20Δ

Calls
Pseudo strike
6.37
IV
109.2%
B/E move
32.5%
Puts
Pseudo strike
3.01
IV
400.0%
B/E move
43.8%

25Δ

Calls
Pseudo strike
5.98
IV
92.9%
B/E move
24.8%
Puts
Pseudo strike
3.28
IV
356.3%
B/E move
38.4%

30Δ

Calls
Pseudo strike
5.59
IV
76.7%
B/E move
17.0%
Puts
Pseudo strike
3.55
IV
312.6%
B/E move
32.9%

35Δ

Calls
Pseudo strike
5.21
IV
60.4%
B/E move
9.3%
Puts
Pseudo strike
3.82
IV
268.9%
B/E move
27.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.09
IV
225.2%
B/E move
22.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.36
IV
181.6%
B/E move
16.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.63
IV
137.9%
B/E move
11.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.90
IV
94.2%
B/E move
5.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.32
IV
100.2%
B/E move
3.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.82
IV
133.7%
B/E move
3.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.32
IV
167.1%
B/E move
3.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.82
IV
200.6%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.32
IV
234.1%
B/E move
3.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations