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Lightwave Logic, Inc. Common Stock LWLG

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Market dataready · fetched 2026-11-13T01:44:52.917Z

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 · 2026-11-12T22:51:29.62194587Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-13T01:44:52.451089+00:00

Share price$3.39
1D-0.2%
AH$3.19$3.30$3.42$3.53$3.655:30 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$0.05$0.24$0.44$0.63$0.83$1.73$2.62$3.52$4.42$5.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LWLG spot · $3.39LWLG PRICE$0.07$0.10$0.14$0.19$0.23$0.27$0.31$0.36$0.40$0.44$0.49$0.55$0.77$0.12$0.18$0.24$0.29$0.35$0.41$0.47$0.52$0.58$0.64$0.70
Puts——
CallsCheap0.77×
Skew——
Implied moveBearish±$0.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.14135.7%24.2%
25Δ3.94131.5%19.3%3.07117.3%12.9%
30Δ3.85133.6%17.8%3.17119.6%11.9%
35Δ3.75135.8%16.2%3.26121.9%10.9%
40Δ3.66137.9%14.7%3.35124.2%9.9%
45Δ3.56140.1%13.1%3.44126.6%8.8%
50Δ3.47142.2%11.6%3.53128.9%7.8%
55Δ3.37144.3%10.0%3.63131.2%6.8%
60Δ3.28146.5%8.5%3.72133.5%5.8%
65Δ3.18148.6%6.9%3.81135.9%4.8%
70Δ3.09150.8%5.4%3.90138.2%3.7%
75Δ2.97155.4%3.9%3.99140.5%2.7%
80Δ2.73180.4%3.2%

20Δ

Calls
Pseudo strike
4.14
IV
135.7%
B/E move
24.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.94
IV
131.5%
B/E move
19.3%
Puts
Pseudo strike
3.07
IV
117.3%
B/E move
12.9%

30Δ

Calls
Pseudo strike
3.85
IV
133.6%
B/E move
17.8%
Puts
Pseudo strike
3.17
IV
119.6%
B/E move
11.9%

35Δ

Calls
Pseudo strike
3.75
IV
135.8%
B/E move
16.2%
Puts
Pseudo strike
3.26
IV
121.9%
B/E move
10.9%

40Δ

Calls
Pseudo strike
3.66
IV
137.9%
B/E move
14.7%
Puts
Pseudo strike
3.35
IV
124.2%
B/E move
9.9%

45Δ

Calls
Pseudo strike
3.56
IV
140.1%
B/E move
13.1%
Puts
Pseudo strike
3.44
IV
126.6%
B/E move
8.8%

50Δ

Calls
Pseudo strike
3.47
IV
142.2%
B/E move
11.6%
Puts
Pseudo strike
3.53
IV
128.9%
B/E move
7.8%

55Δ

Calls
Pseudo strike
3.37
IV
144.3%
B/E move
10.0%
Puts
Pseudo strike
3.63
IV
131.2%
B/E move
6.8%

60Δ

Calls
Pseudo strike
3.28
IV
146.5%
B/E move
8.5%
Puts
Pseudo strike
3.72
IV
133.5%
B/E move
5.8%

65Δ

Calls
Pseudo strike
3.18
IV
148.6%
B/E move
6.9%
Puts
Pseudo strike
3.81
IV
135.9%
B/E move
4.8%

70Δ

Calls
Pseudo strike
3.09
IV
150.8%
B/E move
5.4%
Puts
Pseudo strike
3.90
IV
138.2%
B/E move
3.7%

75Δ

Calls
Pseudo strike
2.97
IV
155.4%
B/E move
3.9%
Puts
Pseudo strike
3.99
IV
140.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
2.73
IV
180.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend100.56%
Daily EOD
LWLG89.8%95.6%101.4%2026-10-19: 90.58%2026-10-20: 94.34%2026-10-21: 91.34%2026-10-22: 94.27%2026-10-23: 93.06%2026-10-26: 94.39%2026-10-27: 92.75%2026-10-28: 91.55%2026-10-29: 93.18%2026-10-30: 100.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
90.58%
94.34%
91.34%
94.27%
93.06%
94.39%
92.75%
91.55%
93.18%
100.56%