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Rezolute Inc RZLT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T02:01:30.031Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T02:01:29.015124+00:00

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 options

Live interpolated RZLT call and put midpoint premiums by absolute delta.Rezolute Inc$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-60.17 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%
30Δ4.67140.1%32.7%
35Δ4.47162.3%31.4%
40Δ4.26184.5%30.0%
45Δ4.05206.7%28.6%
50Δ3.84228.9%27.3%
55Δ3.63251.2%25.9%
60Δ3.43273.4%24.5%
65Δ3.22295.6%23.1%
70Δ3.01317.8%21.8%5.68168.0%6.5%
75Δ2.80340.0%20.4%6.63191.7%5.5%
80Δ2.60362.3%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
140.1%
B/E move
32.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.47
IV
162.3%
B/E move
31.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.26
IV
184.5%
B/E move
30.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.05
IV
206.7%
B/E move
28.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.84
IV
228.9%
B/E move
27.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.63
IV
251.2%
B/E move
25.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.43
IV
273.4%
B/E move
24.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.22
IV
295.6%
B/E move
23.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.01
IV
317.8%
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
340.0%
B/E move
20.4%
Puts
Pseudo strike
6.63
IV
191.7%
B/E move
5.5%

80Δ

Calls
Pseudo strike
2.60
IV
362.3%
B/E move
19.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations