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Ironwood Pharmaceuticals, Inc. Class A Common Stock IRWD

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Market datapartial · fetched 2026-10-22T08:40:28.298Z

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 · 2026-10-21T22:53:22.017712337Z

FundamentalsAlpha Vantage · unavailable

Share price$3.55
1D-0.6%
AH$3.52$3.56$3.61$3.65$3.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIRWD
Sold putSold callAH

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$0.09$0.46$0.82$1.18$1.54$1.20$2.44$3.67$4.91$6.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IRWD spot · $3.55IRWD PRICE$0.13$0.26$0.38$0.45$0.52$0.59$0.66$0.73$0.80$0.87$0.94$1.01$1.08$0.43$0.52$0.60$0.68$0.77$0.85$0.94$1.02$1.10$1.19$1.27$1.36$1.44
PutsExpensive1.78×
CallsExpensive2.24×
SkewBullish-17.69 pp
Implied moveBearish±$1.59
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.3195.3%53.3%2.51184.4%41.3%
25Δ6.41148.8%87.7%2.71175.8%38.2%
30Δ7.50201.6%121.7%2.90167.3%35.1%
35Δ7.06192.4%111.3%3.10158.7%31.9%
40Δ6.62183.3%100.9%3.30150.2%28.8%
45Δ6.18174.2%90.5%3.49141.6%25.6%
50Δ5.74165.1%80.1%3.69133.0%22.5%
55Δ5.30155.9%69.7%3.88124.5%19.4%
60Δ4.86146.8%59.3%4.08115.9%16.2%
65Δ4.42137.7%48.9%4.27107.3%13.1%
70Δ3.98128.6%38.4%4.4798.8%9.9%
75Δ3.54119.4%28.0%4.6690.2%6.8%
80Δ3.10110.3%17.6%4.8681.7%3.7%

20Δ

Calls
Pseudo strike
5.31
IV
95.3%
B/E move
53.3%
Puts
Pseudo strike
2.51
IV
184.4%
B/E move
41.3%

25Δ

Calls
Pseudo strike
6.41
IV
148.8%
B/E move
87.7%
Puts
Pseudo strike
2.71
IV
175.8%
B/E move
38.2%

30Δ

Calls
Pseudo strike
7.50
IV
201.6%
B/E move
121.7%
Puts
Pseudo strike
2.90
IV
167.3%
B/E move
35.1%

35Δ

Calls
Pseudo strike
7.06
IV
192.4%
B/E move
111.3%
Puts
Pseudo strike
3.10
IV
158.7%
B/E move
31.9%

40Δ

Calls
Pseudo strike
6.62
IV
183.3%
B/E move
100.9%
Puts
Pseudo strike
3.30
IV
150.2%
B/E move
28.8%

45Δ

Calls
Pseudo strike
6.18
IV
174.2%
B/E move
90.5%
Puts
Pseudo strike
3.49
IV
141.6%
B/E move
25.6%

50Δ

Calls
Pseudo strike
5.74
IV
165.1%
B/E move
80.1%
Puts
Pseudo strike
3.69
IV
133.0%
B/E move
22.5%

55Δ

Calls
Pseudo strike
5.30
IV
155.9%
B/E move
69.7%
Puts
Pseudo strike
3.88
IV
124.5%
B/E move
19.4%

60Δ

Calls
Pseudo strike
4.86
IV
146.8%
B/E move
59.3%
Puts
Pseudo strike
4.08
IV
115.9%
B/E move
16.2%

65Δ

Calls
Pseudo strike
4.42
IV
137.7%
B/E move
48.9%
Puts
Pseudo strike
4.27
IV
107.3%
B/E move
13.1%

70Δ

Calls
Pseudo strike
3.98
IV
128.6%
B/E move
38.4%
Puts
Pseudo strike
4.47
IV
98.8%
B/E move
9.9%

75Δ

Calls
Pseudo strike
3.54
IV
119.4%
B/E move
28.0%
Puts
Pseudo strike
4.66
IV
90.2%
B/E move
6.8%

80Δ

Calls
Pseudo strike
3.10
IV
110.3%
B/E move
17.6%
Puts
Pseudo strike
4.86
IV
81.7%
B/E move
3.7%

Options history

No recorded observations