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Ocular Therapeutix, Inc. Common Stock OCUL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T03:01:31.066Z

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 · 2026-11-11T23:51:58.815316294Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:01:30.676985+00:00

Share price$6.79
1D+1.2%
AH$6.49$6.62$6.76$6.90$7.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOCUL
Sold putSold callAH

Ocular Therapeutix, Inc. Common Stock options

Live interpolated OCUL call and put midpoint premiums by absolute delta.Ocular Therapeutix, Inc. Common Stock$1.01$1.59$2.16$2.74$3.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEOCUL PRICE$1.38$1.65$1.93$1.07$1.18$1.50$1.81$2.15$2.48$2.81$3.14
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.74569.3%46.0%
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ7.23215.7%10.9%
55Δ7.62229.0%9.8%
60Δ8.02241.7%8.6%
65Δ8.44236.7%7.3%
70Δ6.00235.6%8.6%8.86231.8%6.0%
75Δ5.62246.2%7.1%9.28226.9%4.6%
80Δ5.23256.8%5.5%9.71221.9%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.74
IV
569.3%
B/E move
46.0%

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
IV
B/E move

45Δ

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

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.23
IV
215.7%
B/E move
10.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.62
IV
229.0%
B/E move
9.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.02
IV
241.7%
B/E move
8.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.44
IV
236.7%
B/E move
7.3%

70Δ

Calls
Pseudo strike
6.00
IV
235.6%
B/E move
8.6%
Puts
Pseudo strike
8.86
IV
231.8%
B/E move
6.0%

75Δ

Calls
Pseudo strike
5.62
IV
246.2%
B/E move
7.1%
Puts
Pseudo strike
9.28
IV
226.9%
B/E move
4.6%

80Δ

Calls
Pseudo strike
5.23
IV
256.8%
B/E move
5.5%
Puts
Pseudo strike
9.71
IV
221.9%
B/E move
3.3%

Options history

IV · four-Friday blend93.15%
Daily EOD
OCUL68.4%101.0%133.6%2026-10-19: 114.35%2026-10-20: 91.50%2026-10-21: 129.09%2026-10-22: 72.91%2026-10-23: 104.24%2026-10-26: 101.43%2026-10-27: 94.71%2026-10-28: 121.55%2026-10-29: 94.34%2026-10-30: 93.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
114.35%
91.50%
129.09%
72.91%
104.24%
101.43%
94.71%
121.55%
94.34%
93.15%