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Lightwave Logic, Inc. Common Stock LWLG

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Market datapartial · fetched 2026-10-23T02:24:24.285Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:32:08.172522041Z

FundamentalsAlpha Vantage · unavailable

Share price$4.12
1D-1.9%
AH$4.06$4.12$4.18$4.24$4.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLWLG
Sold putSold callAH

Lightwave Logic, Inc. Common Stock options

Live interpolated LWLG call and put midpoint premiums by absolute delta.Lightwave Logic, Inc. Common Stock$0.08$0.41$0.75$1.09$1.43$2.56$3.47$4.39$5.31$6.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LWLG spot · $4.12LWLG PRICE$0.11$0.14$0.19$0.25$0.31$0.37$0.43$0.49$0.55$0.67$0.79$0.92$1.04$0.17$0.22$0.27$0.32$0.38$0.46$0.54$0.62$0.70$0.78$0.86$0.94$1.33
PutsCheap0.86×
CallsFair1.00×
SkewBullish-11.68 pp
Implied moveBearish±$0.97
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.5198.3%36.5%3.3694.7%22.5%
25Δ5.1392.2%27.9%3.5295.1%19.9%
30Δ4.9091.8%23.6%3.6895.5%17.2%
35Δ4.7594.1%21.4%3.8495.9%14.6%
40Δ4.6096.5%19.2%4.0096.2%12.0%
45Δ4.4598.9%17.1%4.1493.9%10.7%
50Δ4.30101.3%14.9%4.2791.6%9.4%
55Δ4.15103.7%12.7%4.4089.3%8.1%
60Δ4.00106.0%10.6%4.5486.9%6.8%
65Δ3.82107.8%9.1%4.6784.6%5.5%
70Δ3.64109.5%7.6%4.8182.3%4.2%
75Δ3.46111.2%6.2%4.9480.0%2.8%
80Δ3.27112.9%4.7%5.3786.3%1.9%

20Δ

Calls
Pseudo strike
5.51
IV
98.3%
B/E move
36.5%
Puts
Pseudo strike
3.36
IV
94.7%
B/E move
22.5%

25Δ

Calls
Pseudo strike
5.13
IV
92.2%
B/E move
27.9%
Puts
Pseudo strike
3.52
IV
95.1%
B/E move
19.9%

30Δ

Calls
Pseudo strike
4.90
IV
91.8%
B/E move
23.6%
Puts
Pseudo strike
3.68
IV
95.5%
B/E move
17.2%

35Δ

Calls
Pseudo strike
4.75
IV
94.1%
B/E move
21.4%
Puts
Pseudo strike
3.84
IV
95.9%
B/E move
14.6%

40Δ

Calls
Pseudo strike
4.60
IV
96.5%
B/E move
19.2%
Puts
Pseudo strike
4.00
IV
96.2%
B/E move
12.0%

45Δ

Calls
Pseudo strike
4.45
IV
98.9%
B/E move
17.1%
Puts
Pseudo strike
4.14
IV
93.9%
B/E move
10.7%

50Δ

Calls
Pseudo strike
4.30
IV
101.3%
B/E move
14.9%
Puts
Pseudo strike
4.27
IV
91.6%
B/E move
9.4%

55Δ

Calls
Pseudo strike
4.15
IV
103.7%
B/E move
12.7%
Puts
Pseudo strike
4.40
IV
89.3%
B/E move
8.1%

60Δ

Calls
Pseudo strike
4.00
IV
106.0%
B/E move
10.6%
Puts
Pseudo strike
4.54
IV
86.9%
B/E move
6.8%

65Δ

Calls
Pseudo strike
3.82
IV
107.8%
B/E move
9.1%
Puts
Pseudo strike
4.67
IV
84.6%
B/E move
5.5%

70Δ

Calls
Pseudo strike
3.64
IV
109.5%
B/E move
7.6%
Puts
Pseudo strike
4.81
IV
82.3%
B/E move
4.2%

75Δ

Calls
Pseudo strike
3.46
IV
111.2%
B/E move
6.2%
Puts
Pseudo strike
4.94
IV
80.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
3.27
IV
112.9%
B/E move
4.7%
Puts
Pseudo strike
5.37
IV
86.3%
B/E move
1.9%

Options history

No recorded observations