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SELLAS Life Sciences Group, Inc. Common Stock SLS

i

Market datapartial · fetched 2026-11-10T22:16:49.006Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:15:40.456005043Z

FundamentalsAlpha Vantage · unavailable

Share price$8.42
1D-0.7%
AH$8.07$8.24$8.42$8.59$8.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLS
Sold putSold callAH

SELLAS Life Sciences Group, Inc. Common Stock options

Live interpolated SLS call and put midpoint premiums by absolute delta.SELLAS Life Sciences Group, Inc. Common Stock$0.11$1.21$2.31$3.41$4.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESLS PRICE$0.23$0.30$0.35$0.40$0.54$0.68$0.78$0.79$0.80$1.09$1.34$1.54$0.23$0.28$0.38$0.47$0.60$0.74$4.18$4.19
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.17240.5%17.5%
25Δ9.87225.8%20.0%7.51220.2%14.1%
30Δ9.60230.4%17.6%7.72225.9%12.7%
35Δ9.28216.7%14.3%7.94231.5%11.3%
40Δ8.96202.9%11.3%8.17238.4%10.1%
45Δ8.79226.9%10.9%8.40245.8%9.0%
50Δ8.61250.9%10.4%
55Δ8.43255.4%9.3%
60Δ8.21222.7%6.9%
65Δ8.00190.9%4.5%
70Δ7.70229.1%4.3%
75Δ7.41254.0%3.9%12.13467.6%5.6%
80Δ7.13253.2%2.9%12.27415.3%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.17
IV
240.5%
B/E move
17.5%

25Δ

Calls
Pseudo strike
9.87
IV
225.8%
B/E move
20.0%
Puts
Pseudo strike
7.51
IV
220.2%
B/E move
14.1%

30Δ

Calls
Pseudo strike
9.60
IV
230.4%
B/E move
17.6%
Puts
Pseudo strike
7.72
IV
225.9%
B/E move
12.7%

35Δ

Calls
Pseudo strike
9.28
IV
216.7%
B/E move
14.3%
Puts
Pseudo strike
7.94
IV
231.5%
B/E move
11.3%

40Δ

Calls
Pseudo strike
8.96
IV
202.9%
B/E move
11.3%
Puts
Pseudo strike
8.17
IV
238.4%
B/E move
10.1%

45Δ

Calls
Pseudo strike
8.79
IV
226.9%
B/E move
10.9%
Puts
Pseudo strike
8.40
IV
245.8%
B/E move
9.0%

50Δ

Calls
Pseudo strike
8.61
IV
250.9%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.43
IV
255.4%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.21
IV
222.7%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.00
IV
190.9%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.70
IV
229.1%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.41
IV
254.0%
B/E move
3.9%
Puts
Pseudo strike
12.13
IV
467.6%
B/E move
5.6%

80Δ

Calls
Pseudo strike
7.13
IV
253.2%
B/E move
2.9%
Puts
Pseudo strike
12.27
IV
415.3%
B/E move
4.0%

Options history

IV · four-Friday blend185.57%
Daily close
SLS89.9%143.5%197.1%2026-08-12: 119.07%2026-08-13: 116.53%2026-08-14: 119.59%2026-08-17: 122.94%2026-08-18: 112.87%2026-08-19: 130.15%2026-08-20: 139.00%2026-08-21: 170.65%2026-08-24: 152.84%2026-08-25: 128.21%2026-08-26: 136.25%2026-08-27: 140.37%2026-08-28: 135.59%2026-08-31: 143.71%2026-09-01: 130.19%2026-09-02: 128.52%2026-09-03: 128.52%2026-09-04: 133.99%2026-09-08: 129.40%2026-09-09: 128.62%2026-09-10: 117.09%2026-09-11: 156.46%2026-09-14: 153.97%2026-09-15: 141.48%2026-09-16: 126.11%2026-09-17: 125.90%2026-09-18: 148.71%2026-09-21: 130.08%2026-09-22: 136.67%2026-09-23: 127.45%2026-09-24: 129.37%2026-09-25: 134.85%2026-09-28: 134.43%2026-09-29: 119.19%2026-09-30: 112.44%2026-10-01: 109.16%2026-10-02: 115.20%2026-10-05: 110.54%2026-10-06: 97.27%2026-10-07: 121.56%2026-10-08: 101.21%2026-10-09: 106.74%2026-10-12: 114.41%2026-10-13: 126.21%2026-10-14: 115.67%2026-10-15: 114.10%2026-10-16: 136.09%2026-10-19: 123.18%2026-10-20: 151.63%2026-10-21: 129.38%2026-10-22: 133.76%2026-10-23: 135.95%2026-10-26: 128.06%2026-10-27: 131.16%2026-10-28: 189.72%2026-10-29: 175.14%2026-10-30: 185.57%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
119.07%
116.53%
119.59%
122.94%
112.87%
130.15%
139.00%
170.65%
152.84%
128.21%
136.25%
140.37%
135.59%
143.71%
130.19%
128.52%
128.52%
133.99%
129.40%
128.62%
117.09%
156.46%
153.97%
141.48%
126.11%
125.90%
148.71%
130.08%
136.67%
127.45%
129.37%
134.85%
134.43%
119.19%
112.44%
109.16%
115.20%
110.54%
97.27%
121.56%
101.21%
106.74%
114.41%
126.21%
115.67%
114.10%
136.09%
123.18%
151.63%
129.38%
133.76%
135.95%
128.06%
131.16%
189.72%
175.14%
185.57%