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Sellas Life Sciences Group Inc SLS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:02:26.285Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:55.334957899Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:02:25.887019+00:00

Share price$12.15
1D+0.7%
$11.91$12.01$12.11$12.21$12.315:30 AM6:30 AM9:00 AM1:00 PMSLS
Sold putSold call

Sellas Life Sciences Group Inc options

Live interpolated SLS call and put midpoint premiums by absolute delta.Sellas Life Sciences Group Inc$0.15$1.19$2.24$3.28$4.33$9.47$10.97$12.47$13.97$15.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLS spot · $12.14SLS PRICE$0.76$0.84$1.00$0.71$0.30$0.36$0.42$0.47$0.56$0.67$0.78$0.90$1.04$0.44$0.33$0.26$0.32$0.37$0.45$0.56$0.68$1.35$2.69$4.02$1.81$1.82
PutsExpensive2.34×
CallsExpensive2.10×
SkewBullish-78.73 pp
Implied moveBearish±$0.98
TiltBearish26.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.24791.8%105.8%9.83388.9%22.7%
25Δ20.81737.9%78.2%10.78250.2%13.9%
30Δ19.07735.1%65.2%11.54144.9%7.1%
35Δ16.18469.0%39.1%11.72139.9%6.1%
40Δ12.49124.9%5.3%11.89135.0%5.1%
45Δ12.35123.0%4.6%12.07134.7%4.3%
50Δ12.21121.1%3.9%12.24141.8%3.9%
55Δ12.06119.3%3.2%12.41149.0%3.5%
60Δ11.91120.5%2.7%13.06204.5%3.6%
65Δ11.76124.3%2.3%14.31320.0%4.3%
70Δ11.60128.0%1.9%15.56435.5%5.1%
75Δ11.43129.6%1.5%13.70207.0%2.1%
80Δ11.25127.7%1.2%13.81177.7%1.3%

20Δ

Calls
Pseudo strike
24.24
IV
791.8%
B/E move
105.8%
Puts
Pseudo strike
9.83
IV
388.9%
B/E move
22.7%

25Δ

Calls
Pseudo strike
20.81
IV
737.9%
B/E move
78.2%
Puts
Pseudo strike
10.78
IV
250.2%
B/E move
13.9%

30Δ

Calls
Pseudo strike
19.07
IV
735.1%
B/E move
65.2%
Puts
Pseudo strike
11.54
IV
144.9%
B/E move
7.1%

35Δ

Calls
Pseudo strike
16.18
IV
469.0%
B/E move
39.1%
Puts
Pseudo strike
11.72
IV
139.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
12.49
IV
124.9%
B/E move
5.3%
Puts
Pseudo strike
11.89
IV
135.0%
B/E move
5.1%

45Δ

Calls
Pseudo strike
12.35
IV
123.0%
B/E move
4.6%
Puts
Pseudo strike
12.07
IV
134.7%
B/E move
4.3%

50Δ

Calls
Pseudo strike
12.21
IV
121.1%
B/E move
3.9%
Puts
Pseudo strike
12.24
IV
141.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
12.06
IV
119.3%
B/E move
3.2%
Puts
Pseudo strike
12.41
IV
149.0%
B/E move
3.5%

60Δ

Calls
Pseudo strike
11.91
IV
120.5%
B/E move
2.7%
Puts
Pseudo strike
13.06
IV
204.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
11.76
IV
124.3%
B/E move
2.3%
Puts
Pseudo strike
14.31
IV
320.0%
B/E move
4.3%

70Δ

Calls
Pseudo strike
11.60
IV
128.0%
B/E move
1.9%
Puts
Pseudo strike
15.56
IV
435.5%
B/E move
5.1%

75Δ

Calls
Pseudo strike
11.43
IV
129.6%
B/E move
1.5%
Puts
Pseudo strike
13.70
IV
207.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
11.25
IV
127.7%
B/E move
1.2%
Puts
Pseudo strike
13.81
IV
177.7%
B/E move
1.3%

Options history

SLS119.89138.38156.862026-10-19: 122.44%2026-10-20: 154.32%Oct 19Oct 20
Table
DateIV
122.44%
154.32%