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Lightwave Logic Inc LWLG

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-23T16:43:40.468Z

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 · 2026-10-23T16:43:26.222636787Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T16:43:38.835166+00:00

Share price$4.06
1D-1.8%
$4.01$4.04$4.08$4.11$4.155:30 AM6:30 AM9:00 AM1:00 PMLWLG
Sold putSold call

Lightwave Logic Inc options

Live interpolated LWLG call and put midpoint premiums by absolute delta.Lightwave Logic Inc$0.08$0.39$0.70$1.01$1.31$2.52$3.45$4.38$5.30$6.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LWLG spot · $4.05LWLG PRICE$0.12$0.14$0.19$0.25$0.30$0.36$0.41$0.47$0.16$0.22$0.27$0.32$0.38$0.45$0.55$0.64$0.74$0.83$0.92$1.02$1.23
PutsCheap0.91×
CallsFair1.01×
SkewBullish-6.16 pp
Implied moveBearish±$0.96
TiltBearish55.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.70107.0%43.4%3.28102.4%23.3%
25Δ5.1298.2%29.9%3.44101.4%20.6%
30Δ4.8897.4%25.0%3.60100.3%17.8%
35Δ4.7298.8%22.5%3.7799.2%15.1%
40Δ4.56100.2%20.0%3.9398.1%12.4%
45Δ4.41101.5%17.5%4.0896.9%10.5%
50Δ4.25102.9%15.0%4.2395.4%9.3%
55Δ4.10104.3%12.5%4.3794.0%8.0%
60Δ4.5292.6%6.8%
65Δ4.6691.2%5.5%
70Δ4.8189.7%4.3%
75Δ4.9588.3%3.0%
80Δ5.1987.2%2.1%

20Δ

Calls
Pseudo strike
5.70
IV
107.0%
B/E move
43.4%
Puts
Pseudo strike
3.28
IV
102.4%
B/E move
23.3%

25Δ

Calls
Pseudo strike
5.12
IV
98.2%
B/E move
29.9%
Puts
Pseudo strike
3.44
IV
101.4%
B/E move
20.6%

30Δ

Calls
Pseudo strike
4.88
IV
97.4%
B/E move
25.0%
Puts
Pseudo strike
3.60
IV
100.3%
B/E move
17.8%

35Δ

Calls
Pseudo strike
4.72
IV
98.8%
B/E move
22.5%
Puts
Pseudo strike
3.77
IV
99.2%
B/E move
15.1%

40Δ

Calls
Pseudo strike
4.56
IV
100.2%
B/E move
20.0%
Puts
Pseudo strike
3.93
IV
98.1%
B/E move
12.4%

45Δ

Calls
Pseudo strike
4.41
IV
101.5%
B/E move
17.5%
Puts
Pseudo strike
4.08
IV
96.9%
B/E move
10.5%

50Δ

Calls
Pseudo strike
4.25
IV
102.9%
B/E move
15.0%
Puts
Pseudo strike
4.23
IV
95.4%
B/E move
9.3%

55Δ

Calls
Pseudo strike
4.10
IV
104.3%
B/E move
12.5%
Puts
Pseudo strike
4.37
IV
94.0%
B/E move
8.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.52
IV
92.6%
B/E move
6.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.66
IV
91.2%
B/E move
5.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.81
IV
89.7%
B/E move
4.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.95
IV
88.3%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.19
IV
87.2%
B/E move
2.1%

Options history

No recorded observations