Share price$2.31
1D+2.7%
Sold putSold callAH
Rocket Pharmaceuticals Inc RCKT
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-22T23:45:48.785Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:01.993367321Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:45.596428+00:00
Rocket Pharmaceuticals Inc options
PutsExpensive1.85×
CallsExpensive2.97×
SkewBullish-105.25 pp
Implied moveBearish±$1.35
TiltBearish64.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.27 | 286.0% | 179.4% | |||
| 25Δ | 6.74 | 333.7% | 202.5% | |||
| 30Δ | 7.21 | 381.4% | 225.5% | |||
| 35Δ | 7.10 | 395.3% | 223.0% | |||
| 40Δ | 6.05 | 353.0% | 178.4% | |||
| 45Δ | 4.99 | 310.8% | 133.8% | |||
| 50Δ | 3.93 | 268.5% | 89.2% | 2.85 | 195.1% | 15.9% |
| 55Δ | 2.87 | 226.3% | 44.5% | 3.21 | 201.4% | 14.1% |
| 60Δ | 3.57 | 207.8% | 12.2% | |||
| 65Δ | 3.92 | 214.2% | 10.4% | |||
| 70Δ | 4.28 | 220.5% | 8.5% | |||
| 75Δ | 4.64 | 226.9% | 6.6% | |||
| 80Δ | 5.00 | 233.2% | 4.8% | |||
20Δ
- Pseudo strike
- 6.27
- IV
- 286.0%
- B/E move
- 179.4%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.74
- IV
- 333.7%
- B/E move
- 202.5%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 7.21
- IV
- 381.4%
- B/E move
- 225.5%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 7.10
- IV
- 395.3%
- B/E move
- 223.0%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 6.05
- IV
- 353.0%
- B/E move
- 178.4%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 4.99
- IV
- 310.8%
- B/E move
- 133.8%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 3.93
- IV
- 268.5%
- B/E move
- 89.2%
- Pseudo strike
- 2.85
- IV
- 195.1%
- B/E move
- 15.9%
55Δ
- Pseudo strike
- 2.87
- IV
- 226.3%
- B/E move
- 44.5%
- Pseudo strike
- 3.21
- IV
- 201.4%
- B/E move
- 14.1%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.57
- IV
- 207.8%
- B/E move
- 12.2%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.92
- IV
- 214.2%
- B/E move
- 10.4%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.28
- IV
- 220.5%
- B/E move
- 8.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.64
- IV
- 226.9%
- B/E move
- 6.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.00
- IV
- 233.2%
- B/E move
- 4.8%
Options history
No recorded observations