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SCYNEXIS, Inc. SCYX

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-31T12:51:31.051Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-30T20:00:00.294072568Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-31T12:51:30.598387+00:00

Share price$3.77
1D-2.7%
AH$3.65$3.71$3.77$3.83$3.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCYX
Sold putSold callAH

SCYNEXIS, Inc. options

Live interpolated SCYX call and put midpoint premiums by absolute delta.SCYNEXIS, Inc.$0.31$1.10$1.90$2.70$3.49$0.90$3.35$5.81$8.26$10.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCYX spot · $3.77SCYX PRICE$0.39$0.60$0.81$1.02$1.23$1.44$1.65$1.86$2.07$2.28$2.44$0.44$0.68$0.91$1.15$1.38$1.62$1.85$2.09$2.32$2.56$2.79$3.03$3.26
PutsFair1.00×
CallsExpensive3.13×
SkewBullish-297.42 pp
Implied moveBearish±$3.08
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.81153.2%37.2%
25Δ3.14151.0%34.6%
30Δ7.52209.5%109.8%3.48148.9%32.0%
35Δ7.77256.0%122.1%3.81146.7%29.4%
40Δ8.02302.5%134.4%4.14144.6%26.8%
45Δ8.28349.1%146.6%4.48142.4%24.2%
50Δ8.53395.6%158.9%4.81140.3%21.6%
55Δ8.78442.1%171.1%5.14138.1%19.0%
60Δ9.04488.7%183.4%5.48136.0%16.4%
65Δ9.29535.2%195.7%5.81133.8%13.8%
70Δ9.54581.7%207.9%6.14131.7%11.1%
75Δ9.79628.3%220.2%6.48129.5%8.5%
80Δ8.80625.6%198.3%6.81127.4%5.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.81
IV
153.2%
B/E move
37.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.14
IV
151.0%
B/E move
34.6%

30Δ

Calls
Pseudo strike
7.52
IV
209.5%
B/E move
109.8%
Puts
Pseudo strike
3.48
IV
148.9%
B/E move
32.0%

35Δ

Calls
Pseudo strike
7.77
IV
256.0%
B/E move
122.1%
Puts
Pseudo strike
3.81
IV
146.7%
B/E move
29.4%

40Δ

Calls
Pseudo strike
8.02
IV
302.5%
B/E move
134.4%
Puts
Pseudo strike
4.14
IV
144.6%
B/E move
26.8%

45Δ

Calls
Pseudo strike
8.28
IV
349.1%
B/E move
146.6%
Puts
Pseudo strike
4.48
IV
142.4%
B/E move
24.2%

50Δ

Calls
Pseudo strike
8.53
IV
395.6%
B/E move
158.9%
Puts
Pseudo strike
4.81
IV
140.3%
B/E move
21.6%

55Δ

Calls
Pseudo strike
8.78
IV
442.1%
B/E move
171.1%
Puts
Pseudo strike
5.14
IV
138.1%
B/E move
19.0%

60Δ

Calls
Pseudo strike
9.04
IV
488.7%
B/E move
183.4%
Puts
Pseudo strike
5.48
IV
136.0%
B/E move
16.4%

65Δ

Calls
Pseudo strike
9.29
IV
535.2%
B/E move
195.7%
Puts
Pseudo strike
5.81
IV
133.8%
B/E move
13.8%

70Δ

Calls
Pseudo strike
9.54
IV
581.7%
B/E move
207.9%
Puts
Pseudo strike
6.14
IV
131.7%
B/E move
11.1%

75Δ

Calls
Pseudo strike
9.79
IV
628.3%
B/E move
220.2%
Puts
Pseudo strike
6.48
IV
129.5%
B/E move
8.5%

80Δ

Calls
Pseudo strike
8.80
IV
625.6%
B/E move
198.3%
Puts
Pseudo strike
6.81
IV
127.4%
B/E move
5.9%

Options history

IV · four-Friday blend—
Daily IV

No recorded observations

0 observations