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Milestone Pharmaceuticals Inc MIST

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T20:47:34.193Z

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 · 2026-10-22T20:00:00.088728172Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:47:32.506688+00:00

Share price$0.70
1D+2.1%
AH$0.67$0.69$0.70$0.72$0.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMIST
Sold putSold callAH

Milestone Pharmaceuticals Inc options

Live interpolated MIST call and put midpoint premiums by absolute delta.Milestone Pharmaceuticals Inc$0.34$0.65$0.96$1.27$1.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMIST PRICE$0.38$0.38$1.49$0.51$0.54$0.57$0.60$0.63$0.66$0.69$0.72
PutsExpensive2.44×
CallsExpensive3.76×
SkewBullish-206.94 pp
Implied move——
TiltBearish79.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ1.92560.8%37.6%
45Δ1.02358.4%27.6%
50Δ1.07337.5%24.8%
55Δ1.12316.5%22.0%
60Δ1.17295.6%19.1%
65Δ1.22274.7%16.3%
70Δ1.27253.7%13.5%
75Δ1.37604.0%148.9%1.32232.8%10.6%
80Δ0.64441.5%44.3%1.37211.9%7.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.92
IV
560.8%
B/E move
37.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.02
IV
358.4%
B/E move
27.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.07
IV
337.5%
B/E move
24.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.12
IV
316.5%
B/E move
22.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.17
IV
295.6%
B/E move
19.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.22
IV
274.7%
B/E move
16.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
253.7%
B/E move
13.5%

75Δ

Calls
Pseudo strike
1.37
IV
604.0%
B/E move
148.9%
Puts
Pseudo strike
1.32
IV
232.8%
B/E move
10.6%

80Δ

Calls
Pseudo strike
0.64
IV
441.5%
B/E move
44.3%
Puts
Pseudo strike
1.37
IV
211.9%
B/E move
7.8%

Options history

No recorded observations