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Rezolute, Inc. Common Stock (NV) RZLT

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Market datapartial · fetched 2026-10-23T00:21:40.553Z

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 · 2026-10-22T20:41:32.304494923Z

FundamentalsAlpha Vantage · unavailable

Share price$3.80
1D+1.9%
AH$3.68$3.76$3.84$3.91$3.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRZLT
Sold putSold callAH

Rezolute, Inc. Common Stock (NV) options

Live interpolated RZLT call and put midpoint premiums by absolute delta.Rezolute, Inc. Common Stock (NV)$0.13$0.91$1.70$2.48$3.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERZLT PRICE$0.21$0.37$0.53$0.68$0.84$0.99$1.15$1.31$1.46$1.62$1.77$1.93$2.13$3.04
PutsExpensive1.14×
CallsExpensive1.68×
SkewBullish-60.05 pp
Implied move——
TiltBullish42.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ4.88117.8%34.1%
30Δ4.67140.0%32.7%
35Δ4.47162.2%31.4%
40Δ4.26184.4%30.0%
45Δ4.05206.5%28.6%
50Δ3.84228.7%27.3%
55Δ3.63250.9%25.9%
60Δ3.43273.1%24.5%
65Δ3.22295.3%23.1%
70Δ3.01317.5%21.8%5.68168.0%6.5%
75Δ2.80339.6%20.4%6.63191.6%5.5%
80Δ2.60361.8%19.0%

20Δ

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

25Δ

Calls
Pseudo strike
4.88
IV
117.8%
B/E move
34.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.67
IV
140.0%
B/E move
32.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.47
IV
162.2%
B/E move
31.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.26
IV
184.4%
B/E move
30.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.05
IV
206.5%
B/E move
28.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.84
IV
228.7%
B/E move
27.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.63
IV
250.9%
B/E move
25.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.43
IV
273.1%
B/E move
24.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.22
IV
295.3%
B/E move
23.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.01
IV
317.5%
B/E move
21.8%
Puts
Pseudo strike
5.68
IV
168.0%
B/E move
6.5%

75Δ

Calls
Pseudo strike
2.80
IV
339.6%
B/E move
20.4%
Puts
Pseudo strike
6.63
IV
191.6%
B/E move
5.5%

80Δ

Calls
Pseudo strike
2.60
IV
361.8%
B/E move
19.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations