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Ovid Therapeutics Inc. Common Stock OVID

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Market datapartial · fetched 2026-10-22T21:23:47.698Z

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 · 2026-10-22T20:37:21.389192117Z

FundamentalsAlpha Vantage · unavailable

Share price$2.34
1D-2.5%
AH$2.33$2.37$2.42$2.47$2.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOVID
Sold putSold callAH

Ovid Therapeutics Inc. Common Stock options

Live interpolated OVID call and put midpoint premiums by absolute delta.Ovid Therapeutics Inc. Common Stock$0.21$0.65$1.09$1.53$1.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOVID PRICE$0.47$0.53$0.58$0.68$0.79$0.50$0.50$0.48$0.44$0.41$0.37$0.33$0.30$0.26$0.28$0.80$1.33$1.85
PutsExpensive1.53×
CallsExpensive1.51×
SkewNeutral-0.08 pp
Implied move——
TiltBearish44.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.66380.9%50.4%
25Δ1.89312.7%40.8%
30Δ2.03262.9%33.7%
35Δ2.10232.1%29.2%
40Δ2.17201.2%24.7%
45Δ2.24170.4%20.2%
50Δ2.30139.5%15.7%
55Δ2.37108.7%11.3%
60Δ2.36180.4%21.2%2.4477.8%6.8%
65Δ2.21174.9%16.9%2.5653.3%2.8%
70Δ2.05169.4%12.6%3.0881.9%2.5%
75Δ1.89171.5%9.7%3.61110.4%2.3%
80Δ1.73177.7%7.6%4.14139.0%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.66
IV
380.9%
B/E move
50.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.89
IV
312.7%
B/E move
40.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.03
IV
262.9%
B/E move
33.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.10
IV
232.1%
B/E move
29.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.17
IV
201.2%
B/E move
24.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.24
IV
170.4%
B/E move
20.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.30
IV
139.5%
B/E move
15.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.37
IV
108.7%
B/E move
11.3%

60Δ

Calls
Pseudo strike
2.36
IV
180.4%
B/E move
21.2%
Puts
Pseudo strike
2.44
IV
77.8%
B/E move
6.8%

65Δ

Calls
Pseudo strike
2.21
IV
174.9%
B/E move
16.9%
Puts
Pseudo strike
2.56
IV
53.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
2.05
IV
169.4%
B/E move
12.6%
Puts
Pseudo strike
3.08
IV
81.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
1.89
IV
171.5%
B/E move
9.7%
Puts
Pseudo strike
3.61
IV
110.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
1.73
IV
177.7%
B/E move
7.6%
Puts
Pseudo strike
4.14
IV
139.0%
B/E move
2.1%

Options history

No recorded observations