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Rezolute, Inc. Common Stock (NV) RZLT

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Market datapartial · fetched 2026-10-23T16:43:27.648Z

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 · 2026-10-23T16:42:06.788068848Z

FundamentalsAlpha Vantage · unavailable

Share price$3.84
1D+1.8%
$3.69$3.73$3.78$3.82$3.865:30 AM6:30 AM9:00 AM1:00 PMRZLT
Sold putSold call

Rezolute, Inc. Common Stock (NV) options

Live interpolated RZLT call and put midpoint premiums by absolute delta.Rezolute, Inc. Common Stock (NV)$0.01$0.87$1.72$2.58$3.44$0.96$2.15$3.34$4.52$5.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RZLT spot · $3.83RZLT PRICE$0.10$0.21$0.31$0.41$0.51$0.61$0.71$0.81$0.91$1.01$1.11$1.22$1.32$0.53$0.69$0.84$1.00$1.16$1.31$1.47$1.63$1.90$2.22$2.54$2.87$3.19
PutsExpensive1.58×
CallsFair0.96×
SkewBearish+99.64 pp
Implied moveBearish±$2.18
TiltBearish39.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.9996.6%32.9%2.66285.7%44.4%
25Δ4.81101.7%30.7%2.98275.1%40.1%
30Δ4.63106.8%28.6%3.30264.6%35.9%
35Δ4.44111.9%26.4%3.62254.0%31.6%
40Δ4.26117.0%24.3%3.94243.5%27.4%
45Δ4.07122.1%22.1%4.26232.9%23.1%
50Δ3.89127.2%20.0%4.58222.3%18.9%
55Δ3.71132.2%17.8%4.90211.8%14.6%
60Δ3.52137.3%15.7%5.27204.2%12.0%
65Δ3.34142.4%13.5%5.67197.9%10.2%
70Δ3.16147.5%11.3%6.06191.7%8.3%
75Δ2.97152.6%9.2%6.45185.4%6.5%
80Δ2.79157.7%7.0%6.85179.2%4.6%

20Δ

Calls
Pseudo strike
4.99
IV
96.6%
B/E move
32.9%
Puts
Pseudo strike
2.66
IV
285.7%
B/E move
44.4%

25Δ

Calls
Pseudo strike
4.81
IV
101.7%
B/E move
30.7%
Puts
Pseudo strike
2.98
IV
275.1%
B/E move
40.1%

30Δ

Calls
Pseudo strike
4.63
IV
106.8%
B/E move
28.6%
Puts
Pseudo strike
3.30
IV
264.6%
B/E move
35.9%

35Δ

Calls
Pseudo strike
4.44
IV
111.9%
B/E move
26.4%
Puts
Pseudo strike
3.62
IV
254.0%
B/E move
31.6%

40Δ

Calls
Pseudo strike
4.26
IV
117.0%
B/E move
24.3%
Puts
Pseudo strike
3.94
IV
243.5%
B/E move
27.4%

45Δ

Calls
Pseudo strike
4.07
IV
122.1%
B/E move
22.1%
Puts
Pseudo strike
4.26
IV
232.9%
B/E move
23.1%

50Δ

Calls
Pseudo strike
3.89
IV
127.2%
B/E move
20.0%
Puts
Pseudo strike
4.58
IV
222.3%
B/E move
18.9%

55Δ

Calls
Pseudo strike
3.71
IV
132.2%
B/E move
17.8%
Puts
Pseudo strike
4.90
IV
211.8%
B/E move
14.6%

60Δ

Calls
Pseudo strike
3.52
IV
137.3%
B/E move
15.7%
Puts
Pseudo strike
5.27
IV
204.2%
B/E move
12.0%

65Δ

Calls
Pseudo strike
3.34
IV
142.4%
B/E move
13.5%
Puts
Pseudo strike
5.67
IV
197.9%
B/E move
10.2%

70Δ

Calls
Pseudo strike
3.16
IV
147.5%
B/E move
11.3%
Puts
Pseudo strike
6.06
IV
191.7%
B/E move
8.3%

75Δ

Calls
Pseudo strike
2.97
IV
152.6%
B/E move
9.2%
Puts
Pseudo strike
6.45
IV
185.4%
B/E move
6.5%

80Δ

Calls
Pseudo strike
2.79
IV
157.7%
B/E move
7.0%
Puts
Pseudo strike
6.85
IV
179.2%
B/E move
4.6%

Options history

No recorded observations