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Quanterix Corp QTRX

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-25T18:32:01.506Z

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 · 2026-10-23T20:37:48.096788089Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-25T18:32:01.693064+00:00

Share price$2.86
1D+3.6%
AH$2.70$2.74$2.79$2.84$2.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQTRX
Sold putSold callAH

Quanterix Corp options

Live interpolated QTRX call and put midpoint premiums by absolute delta.Quanterix Corp$0.09$0.67$1.26$1.84$2.42$0.99$1.87$2.74$3.62$4.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QTRX spot · $2.86QTRX PRICE$0.15$0.19$0.23$0.26$0.29$0.32$0.35$0.38$0.41$0.44$0.47$0.38$0.58$0.79$1.00$1.21$1.42$1.63$1.84$2.05$2.26
PutsExpensive2.20×
CallsExpensive2.02×
SkewBearish+30.29 pp
Implied moveBearish±$1.56
TiltBearish58.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.82218.1%108.9%
25Δ5.11219.7%85.5%
30Δ4.78209.4%75.1%2.50191.2%25.7%
35Δ4.53196.8%67.2%2.77193.3%23.5%
40Δ4.27184.3%59.3%3.04195.3%21.3%
45Δ4.01171.8%51.4%3.32197.4%19.1%
50Δ3.75159.3%43.5%3.59199.4%17.0%
55Δ3.50146.8%35.5%3.86201.4%14.8%
60Δ3.24134.3%27.6%4.13203.5%12.6%
65Δ2.98121.7%19.7%4.40205.5%10.4%
70Δ2.72109.2%11.8%4.67207.6%8.2%
75Δ4.94209.6%6.1%
80Δ

20Δ

Calls
Pseudo strike
5.82
IV
218.1%
B/E move
108.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.11
IV
219.7%
B/E move
85.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.78
IV
209.4%
B/E move
75.1%
Puts
Pseudo strike
2.50
IV
191.2%
B/E move
25.7%

35Δ

Calls
Pseudo strike
4.53
IV
196.8%
B/E move
67.2%
Puts
Pseudo strike
2.77
IV
193.3%
B/E move
23.5%

40Δ

Calls
Pseudo strike
4.27
IV
184.3%
B/E move
59.3%
Puts
Pseudo strike
3.04
IV
195.3%
B/E move
21.3%

45Δ

Calls
Pseudo strike
4.01
IV
171.8%
B/E move
51.4%
Puts
Pseudo strike
3.32
IV
197.4%
B/E move
19.1%

50Δ

Calls
Pseudo strike
3.75
IV
159.3%
B/E move
43.5%
Puts
Pseudo strike
3.59
IV
199.4%
B/E move
17.0%

55Δ

Calls
Pseudo strike
3.50
IV
146.8%
B/E move
35.5%
Puts
Pseudo strike
3.86
IV
201.4%
B/E move
14.8%

60Δ

Calls
Pseudo strike
3.24
IV
134.3%
B/E move
27.6%
Puts
Pseudo strike
4.13
IV
203.5%
B/E move
12.6%

65Δ

Calls
Pseudo strike
2.98
IV
121.7%
B/E move
19.7%
Puts
Pseudo strike
4.40
IV
205.5%
B/E move
10.4%

70Δ

Calls
Pseudo strike
2.72
IV
109.2%
B/E move
11.8%
Puts
Pseudo strike
4.67
IV
207.6%
B/E move
8.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.94
IV
209.6%
B/E move
6.1%

80Δ

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

Options history

No recorded observations