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Tonix Pharmaceuticals Holding Corp TNXP

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T23:58:51.304Z

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 · 2026-10-22T23:16:37.120819439Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:58:49.808638+00:00

Share price$5.18
1D-5.6%
AH$5.04$5.15$5.27$5.38$5.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTNXP
Sold putSold callAH

Tonix Pharmaceuticals Holding Corp options

Live interpolated TNXP call and put midpoint premiums by absolute delta.Tonix Pharmaceuticals Holding Corp$1.21$2.58$3.95$5.32$6.70$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETNXP PRICE$1.36$2.07$2.45$2.52$2.60$6.30
PutsExpensive2.21×
CallsExpensive4.71×
SkewBullish-239.56 pp
Implied move——
TiltBullish27.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ10.08342.3%120.7%
65Δ12.48551.1%180.9%
70Δ7.51545.0%92.2%
75Δ6.44474.6%73.1%
80Δ5.38404.2%54.1%11.25223.9%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.08
IV
342.3%
B/E move
120.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.48
IV
551.1%
B/E move
180.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.51
IV
545.0%
B/E move
92.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.44
IV
474.6%
B/E move
73.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.38
IV
404.2%
B/E move
54.1%
Puts
Pseudo strike
11.25
IV
223.9%
B/E move
4.4%

Options history

No recorded observations