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Lightwave Logic Inc LWLG

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-24T12:22:07.086Z

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 · 2026-10-23T23:06:35.898094931Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T12:22:07.259999+00:00

Share price$4.02
1D-2.9%
AH$3.99$4.03$4.07$4.11$4.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLWLG
Sold putSold callAH

Lightwave Logic Inc options

Live interpolated LWLG call and put midpoint premiums by absolute delta.Lightwave Logic Inc$0.09$0.45$0.81$1.17$1.53$2.54$3.46$4.38$5.31$6.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LWLG spot · $4.02LWLG PRICE$0.13$0.14$0.19$0.24$0.30$0.35$0.40$0.45$0.53$0.63$0.73$0.83$0.93$0.17$0.23$0.29$0.35$0.41$0.49$0.58$0.67$0.76$0.85$0.94$1.03$1.43
PutsFair1.00×
CallsFair1.02×
SkewBullish-1.34 pp
Implied moveBearish±$0.98
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.42134.6%62.6%3.26105.4%23.2%
25Δ4.9693.6%26.7%3.42106.0%20.7%
30Δ4.8195.4%24.2%3.58106.6%18.2%
35Δ4.6697.3%21.8%3.75107.1%15.8%
40Δ4.5199.1%19.4%3.91107.7%13.3%
45Δ4.36101.0%17.0%4.06107.0%11.2%
50Δ4.21102.8%14.6%4.20104.3%9.9%
55Δ4.06104.7%12.1%4.35101.7%8.5%
60Δ3.90104.9%10.3%4.4999.0%7.2%
65Δ3.75104.1%8.8%4.6496.4%5.8%
70Δ3.59103.4%7.4%4.7893.8%4.5%
75Δ3.44102.6%5.9%4.9391.1%3.1%
80Δ3.28101.8%4.5%5.36101.7%2.3%

20Δ

Calls
Pseudo strike
6.42
IV
134.6%
B/E move
62.6%
Puts
Pseudo strike
3.26
IV
105.4%
B/E move
23.2%

25Δ

Calls
Pseudo strike
4.96
IV
93.6%
B/E move
26.7%
Puts
Pseudo strike
3.42
IV
106.0%
B/E move
20.7%

30Δ

Calls
Pseudo strike
4.81
IV
95.4%
B/E move
24.2%
Puts
Pseudo strike
3.58
IV
106.6%
B/E move
18.2%

35Δ

Calls
Pseudo strike
4.66
IV
97.3%
B/E move
21.8%
Puts
Pseudo strike
3.75
IV
107.1%
B/E move
15.8%

40Δ

Calls
Pseudo strike
4.51
IV
99.1%
B/E move
19.4%
Puts
Pseudo strike
3.91
IV
107.7%
B/E move
13.3%

45Δ

Calls
Pseudo strike
4.36
IV
101.0%
B/E move
17.0%
Puts
Pseudo strike
4.06
IV
107.0%
B/E move
11.2%

50Δ

Calls
Pseudo strike
4.21
IV
102.8%
B/E move
14.6%
Puts
Pseudo strike
4.20
IV
104.3%
B/E move
9.9%

55Δ

Calls
Pseudo strike
4.06
IV
104.7%
B/E move
12.1%
Puts
Pseudo strike
4.35
IV
101.7%
B/E move
8.5%

60Δ

Calls
Pseudo strike
3.90
IV
104.9%
B/E move
10.3%
Puts
Pseudo strike
4.49
IV
99.0%
B/E move
7.2%

65Δ

Calls
Pseudo strike
3.75
IV
104.1%
B/E move
8.8%
Puts
Pseudo strike
4.64
IV
96.4%
B/E move
5.8%

70Δ

Calls
Pseudo strike
3.59
IV
103.4%
B/E move
7.4%
Puts
Pseudo strike
4.78
IV
93.8%
B/E move
4.5%

75Δ

Calls
Pseudo strike
3.44
IV
102.6%
B/E move
5.9%
Puts
Pseudo strike
4.93
IV
91.1%
B/E move
3.1%

80Δ

Calls
Pseudo strike
3.28
IV
101.8%
B/E move
4.5%
Puts
Pseudo strike
5.36
IV
101.7%
B/E move
2.3%

Options history

No recorded observations