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Ocular Therapeutix Inc OCUL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T23:21:40.634Z

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 · 2026-10-22T22:00:38.542007724Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:21:38.848494+00:00

Share price$6.61
1D+1.4%
AH$6.47$6.51$6.56$6.61$6.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOCUL
Sold putSold callAH

Ocular Therapeutix Inc options

Live interpolated OCUL call and put midpoint premiums by absolute delta.Ocular Therapeutix Inc$0.10$0.75$1.41$2.06$2.71$3.36$5.31$7.26$9.21$11.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OCUL spot · $6.61OCUL PRICE$0.17$0.46$0.75$0.97$0.59$0.38$0.43$0.49$0.54$0.60$0.65$0.71$0.95$0.88$0.48$0.27$0.33$0.40$0.46$0.52$0.59$0.67$1.77$2.04$2.28$2.52
PutsCheap0.75×
CallsExpensive1.25×
SkewBullish-19.22 pp
Implied moveBearish±$0.96
TiltBearish26.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.5184.7%31.4%4.63280.3%43.2%
25Δ11.94189.7%87.6%5.60138.3%22.6%
30Δ15.37294.7%143.9%6.1066.5%11.8%
35Δ15.76350.1%153.2%6.2565.0%10.4%
40Δ9.73168.5%56.2%6.4063.6%9.1%
45Δ6.9366.0%10.6%6.5562.2%7.8%
50Δ6.7963.5%9.3%6.7060.7%6.5%
55Δ6.6561.0%8.0%6.8559.3%5.2%
60Δ6.5258.5%6.8%7.0259.1%4.0%
65Δ6.3856.0%5.5%7.98118.2%6.2%
70Δ6.2453.5%4.3%8.32115.6%5.0%
75Δ6.1051.0%3.0%8.64111.6%3.8%
80Δ5.8160.5%2.3%8.96107.6%2.6%

20Δ

Calls
Pseudo strike
8.51
IV
84.7%
B/E move
31.4%
Puts
Pseudo strike
4.63
IV
280.3%
B/E move
43.2%

25Δ

Calls
Pseudo strike
11.94
IV
189.7%
B/E move
87.6%
Puts
Pseudo strike
5.60
IV
138.3%
B/E move
22.6%

30Δ

Calls
Pseudo strike
15.37
IV
294.7%
B/E move
143.9%
Puts
Pseudo strike
6.10
IV
66.5%
B/E move
11.8%

35Δ

Calls
Pseudo strike
15.76
IV
350.1%
B/E move
153.2%
Puts
Pseudo strike
6.25
IV
65.0%
B/E move
10.4%

40Δ

Calls
Pseudo strike
9.73
IV
168.5%
B/E move
56.2%
Puts
Pseudo strike
6.40
IV
63.6%
B/E move
9.1%

45Δ

Calls
Pseudo strike
6.93
IV
66.0%
B/E move
10.6%
Puts
Pseudo strike
6.55
IV
62.2%
B/E move
7.8%

50Δ

Calls
Pseudo strike
6.79
IV
63.5%
B/E move
9.3%
Puts
Pseudo strike
6.70
IV
60.7%
B/E move
6.5%

55Δ

Calls
Pseudo strike
6.65
IV
61.0%
B/E move
8.0%
Puts
Pseudo strike
6.85
IV
59.3%
B/E move
5.2%

60Δ

Calls
Pseudo strike
6.52
IV
58.5%
B/E move
6.8%
Puts
Pseudo strike
7.02
IV
59.1%
B/E move
4.0%

65Δ

Calls
Pseudo strike
6.38
IV
56.0%
B/E move
5.5%
Puts
Pseudo strike
7.98
IV
118.2%
B/E move
6.2%

70Δ

Calls
Pseudo strike
6.24
IV
53.5%
B/E move
4.3%
Puts
Pseudo strike
8.32
IV
115.6%
B/E move
5.0%

75Δ

Calls
Pseudo strike
6.10
IV
51.0%
B/E move
3.0%
Puts
Pseudo strike
8.64
IV
111.6%
B/E move
3.8%

80Δ

Calls
Pseudo strike
5.81
IV
60.5%
B/E move
2.3%
Puts
Pseudo strike
8.96
IV
107.6%
B/E move
2.6%

Options history

No recorded observations