Share price$3.80
1D+1.9%
Sold putSold callAH
Rezolute, Inc. Common Stock (NV) RZLT
i
Market datapartial · fetched 2026-10-23T01:37:26.771Z
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 · 2026-10-22T20:41:32.304494923Z
FundamentalsAlpha Vantage · unavailable
Rezolute, Inc. Common Stock (NV) options
PutsExpensive1.14×
CallsExpensive1.68×
SkewBullish-60.14 pp
Implied move——
TiltBullish42.7% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 4.88 | 117.8% | 34.1% | |||
| 30Δ | 4.67 | 140.0% | 32.7% | |||
| 35Δ | 4.47 | 162.3% | 31.4% | |||
| 40Δ | 4.26 | 184.5% | 30.0% | |||
| 45Δ | 4.05 | 206.7% | 28.6% | |||
| 50Δ | 3.84 | 228.9% | 27.3% | |||
| 55Δ | 3.63 | 251.1% | 25.9% | |||
| 60Δ | 3.43 | 273.3% | 24.5% | |||
| 65Δ | 3.22 | 295.5% | 23.1% | |||
| 70Δ | 3.01 | 317.7% | 21.8% | 5.68 | 168.0% | 6.5% |
| 75Δ | 2.80 | 339.9% | 20.4% | 6.63 | 191.7% | 5.5% |
| 80Δ | 2.60 | 362.1% | 19.0% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 4.88
- IV
- 117.8%
- B/E move
- 34.1%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 4.67
- IV
- 140.0%
- B/E move
- 32.7%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 4.47
- IV
- 162.3%
- B/E move
- 31.4%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 4.26
- IV
- 184.5%
- B/E move
- 30.0%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 4.05
- IV
- 206.7%
- B/E move
- 28.6%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 3.84
- IV
- 228.9%
- B/E move
- 27.3%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 3.63
- IV
- 251.1%
- B/E move
- 25.9%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 3.43
- IV
- 273.3%
- B/E move
- 24.5%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 3.22
- IV
- 295.5%
- B/E move
- 23.1%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 3.01
- IV
- 317.7%
- B/E move
- 21.8%
- Pseudo strike
- 5.68
- IV
- 168.0%
- B/E move
- 6.5%
75Δ
- Pseudo strike
- 2.80
- IV
- 339.9%
- B/E move
- 20.4%
- Pseudo strike
- 6.63
- IV
- 191.7%
- B/E move
- 5.5%
80Δ
- Pseudo strike
- 2.60
- IV
- 362.1%
- B/E move
- 19.0%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations