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Quanterix Corporation Common Stock QTRX

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-13T18:52:37.667Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-13T18:50:03.029192147Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:50:34.250428+00:00

Share price$2.97
1D+1.7%
$2.80$2.86$2.92$2.97$3.035:30 AM6:30 AM9:00 AM1:00 PMQTRX
Sold putSold call

Quanterix Corporation Common Stock options

Live interpolated QTRX call and put midpoint premiums by absolute delta.Quanterix Corporation Common Stock$0.08$1.05$2.02$2.99$3.96$0.07$1.36$2.65$3.94$5.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive QTRX spot · $2.97QTRX PRICE$0.18$0.25$0.32$0.39$0.46$0.50$0.53$0.56$0.58$0.61$0.64$0.67$0.47$0.75$1.03$1.31$1.59$1.87$2.15$2.64$3.68
Puts——
Calls——
Skew——
Implied moveBearish±$2.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.25139.1%150.1%
25Δ6.71143.0%134.5%
30Δ6.18147.0%118.9%2.7788.1%22.8%
35Δ5.65151.0%103.2%3.1095.6%21.0%
40Δ5.11154.9%87.6%3.43103.2%19.2%
45Δ4.72145.7%75.5%3.76110.8%17.4%
50Δ4.36132.9%64.4%4.10118.4%15.6%
55Δ4.00120.2%53.3%4.43126.0%13.9%
60Δ3.64107.5%42.1%4.76133.5%12.1%
65Δ3.2894.7%31.0%5.31141.8%10.1%
70Δ2.9282.0%19.9%6.42152.0%7.9%
75Δ2.5669.3%8.8%
80Δ

20Δ

Calls
Pseudo strike
7.25
IV
139.1%
B/E move
150.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.71
IV
143.0%
B/E move
134.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.18
IV
147.0%
B/E move
118.9%
Puts
Pseudo strike
2.77
IV
88.1%
B/E move
22.8%

35Δ

Calls
Pseudo strike
5.65
IV
151.0%
B/E move
103.2%
Puts
Pseudo strike
3.10
IV
95.6%
B/E move
21.0%

40Δ

Calls
Pseudo strike
5.11
IV
154.9%
B/E move
87.6%
Puts
Pseudo strike
3.43
IV
103.2%
B/E move
19.2%

45Δ

Calls
Pseudo strike
4.72
IV
145.7%
B/E move
75.5%
Puts
Pseudo strike
3.76
IV
110.8%
B/E move
17.4%

50Δ

Calls
Pseudo strike
4.36
IV
132.9%
B/E move
64.4%
Puts
Pseudo strike
4.10
IV
118.4%
B/E move
15.6%

55Δ

Calls
Pseudo strike
4.00
IV
120.2%
B/E move
53.3%
Puts
Pseudo strike
4.43
IV
126.0%
B/E move
13.9%

60Δ

Calls
Pseudo strike
3.64
IV
107.5%
B/E move
42.1%
Puts
Pseudo strike
4.76
IV
133.5%
B/E move
12.1%

65Δ

Calls
Pseudo strike
3.28
IV
94.7%
B/E move
31.0%
Puts
Pseudo strike
5.31
IV
141.8%
B/E move
10.1%

70Δ

Calls
Pseudo strike
2.92
IV
82.0%
B/E move
19.9%
Puts
Pseudo strike
6.42
IV
152.0%
B/E move
7.9%

75Δ

Calls
Pseudo strike
2.56
IV
69.3%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations