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Ovid Therapeutics Inc. Common Stock OVID

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T00:48:41.559Z

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 · 2026-11-11T21:00:01.398829374Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:44:59.353292+00:00

Share price$2.78
1D-1.4%
AH$2.66$2.70$2.75$2.79$2.845:30 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$0.33$0.71$1.08$1.46$1.84$-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 unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEOVID PRICE$0.51$0.61$0.38$0.37$0.52$0.67$0.82$0.97$1.12$1.27$1.43$1.58$1.73
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.95508.5%43.4%
25Δ
30Δ
35Δ2.62243.6%19.0%
40Δ2.81239.4%17.5%
45Δ3.01235.2%15.9%
50Δ3.20231.1%14.4%
55Δ3.40226.9%12.9%
60Δ3.59222.7%11.4%
65Δ3.78218.5%9.8%
70Δ3.98214.3%8.3%
75Δ2.40163.5%4.5%4.17210.1%6.8%
80Δ2.27171.0%3.5%4.36205.9%5.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.95
IV
508.5%
B/E move
43.4%

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
2.62
IV
243.6%
B/E move
19.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.81
IV
239.4%
B/E move
17.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.01
IV
235.2%
B/E move
15.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.20
IV
231.1%
B/E move
14.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.40
IV
226.9%
B/E move
12.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.59
IV
222.7%
B/E move
11.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.78
IV
218.5%
B/E move
9.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.98
IV
214.3%
B/E move
8.3%

75Δ

Calls
Pseudo strike
2.40
IV
163.5%
B/E move
4.5%
Puts
Pseudo strike
4.17
IV
210.1%
B/E move
6.8%

80Δ

Calls
Pseudo strike
2.27
IV
171.0%
B/E move
3.5%
Puts
Pseudo strike
4.36
IV
205.9%
B/E move
5.2%

Options history

IV · four-Friday blend167.02%
Daily EOD
OVID112.8%141.9%171.0%2026-10-19: 124.75%2026-10-20: 146.92%2026-10-21: 119.79%2026-10-22: 138.59%2026-10-23: 129.73%2026-10-26: 153.49%2026-10-27: 116.77%2026-10-28: 124.87%2026-10-30: 167.02%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
124.75%
146.92%
119.79%
138.59%
129.73%
153.49%
116.77%
124.87%
167.02%