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Sellas Life Sciences Group Inc SLS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:51:25.994Z

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

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 · 2026-10-21T17:51:16.172966593Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:51:24.677314+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$0.05$1.10$2.15$3.20$4.25$9.46$10.98$12.49$14.01$15.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLS spot · $12.15SLS PRICE$0.96$1.03$1.00$0.66$0.29$0.37$0.44$0.52$0.61$0.72$0.83$0.97$1.15$0.38$0.16$0.22$0.28$0.34$0.41$0.49$0.57$0.65$2.27$3.94$1.84$1.97
PutsExpensive2.04×
CallsExpensive2.21×
SkewBullish-117.03 pp
Implied moveBearish±$0.93
TiltBearish17.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.28800.0%107.8%10.10342.5%20.0%
25Δ21.59780.9%86.2%11.52113.3%6.5%
30Δ19.07740.5%65.2%11.66116.7%5.9%
35Δ15.89440.7%36.3%11.79120.1%5.3%
40Δ12.47118.1%5.0%11.93123.6%4.7%
45Δ12.33122.1%4.5%12.06125.4%4.1%
50Δ12.19126.1%4.0%12.21125.3%3.6%
55Δ12.06130.1%3.5%12.35125.3%3.0%
60Δ11.90132.9%3.0%12.50125.2%2.5%
65Δ11.74134.8%2.5%13.97274.9%3.7%
70Δ11.58136.6%2.1%15.49430.0%4.9%
75Δ11.38139.8%1.7%13.73211.5%2.2%
80Δ11.15144.1%1.3%13.94191.5%1.4%

20Δ

Calls
Pseudo strike
24.28
IV
800.0%
B/E move
107.8%
Puts
Pseudo strike
10.10
IV
342.5%
B/E move
20.0%

25Δ

Calls
Pseudo strike
21.59
IV
780.9%
B/E move
86.2%
Puts
Pseudo strike
11.52
IV
113.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
19.07
IV
740.5%
B/E move
65.2%
Puts
Pseudo strike
11.66
IV
116.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
15.89
IV
440.7%
B/E move
36.3%
Puts
Pseudo strike
11.79
IV
120.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
12.47
IV
118.1%
B/E move
5.0%
Puts
Pseudo strike
11.93
IV
123.6%
B/E move
4.7%

45Δ

Calls
Pseudo strike
12.33
IV
122.1%
B/E move
4.5%
Puts
Pseudo strike
12.06
IV
125.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
12.19
IV
126.1%
B/E move
4.0%
Puts
Pseudo strike
12.21
IV
125.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
12.06
IV
130.1%
B/E move
3.5%
Puts
Pseudo strike
12.35
IV
125.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
11.90
IV
132.9%
B/E move
3.0%
Puts
Pseudo strike
12.50
IV
125.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
11.74
IV
134.8%
B/E move
2.5%
Puts
Pseudo strike
13.97
IV
274.9%
B/E move
3.7%

70Δ

Calls
Pseudo strike
11.58
IV
136.6%
B/E move
2.1%
Puts
Pseudo strike
15.49
IV
430.0%
B/E move
4.9%

75Δ

Calls
Pseudo strike
11.38
IV
139.8%
B/E move
1.7%
Puts
Pseudo strike
13.73
IV
211.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
11.15
IV
144.1%
B/E move
1.3%
Puts
Pseudo strike
13.94
IV
191.5%
B/E move
1.4%

Options history

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