IntraAlpha
Create free account Start free

Tonix Pharmaceuticals Holding Corp. Common Stock TNXP

i

Market dataready · fetched 2026-11-12T03:18:55.252Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-11T22:53:57.779518809Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:18:53.766619+00:00

Share price$3.85
1D-7.5%
AH$3.78$3.89$4.01$4.12$4.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTNXP
Sold putSold callAH

Tonix Pharmaceuticals Holding Corp. Common Stock options

Live interpolated TNXP call and put midpoint premiums by absolute delta.Tonix Pharmaceuticals Holding Corp. Common Stock$0.63$1.90$3.17$4.44$5.70$-0.27$3.78$7.84$11.89$15.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TNXP spot · $3.85TNXP PRICE$0.77$0.91$1.04$1.18$1.39$1.61$1.83$2.04$2.69$2.91$3.13$3.35$3.56$3.78$4.11$5.34
Puts——
Calls——
Skew——
Implied moveBearish±$4.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ5.17159.3%35.7%
40Δ5.57150.3%31.1%
45Δ6.68116.7%93.6%5.96141.3%26.4%
50Δ6.12120.2%82.5%6.36132.3%21.8%
55Δ5.56123.7%71.3%6.75123.3%17.2%
60Δ4.99127.2%60.3%7.15114.2%12.5%
65Δ4.46132.7%52.2%7.65106.6%8.1%
70Δ3.94138.3%44.1%9.00109.9%4.9%
75Δ3.41143.8%36.0%
80Δ2.88149.3%27.9%

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
5.17
IV
159.3%
B/E move
35.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.57
IV
150.3%
B/E move
31.1%

45Δ

Calls
Pseudo strike
6.68
IV
116.7%
B/E move
93.6%
Puts
Pseudo strike
5.96
IV
141.3%
B/E move
26.4%

50Δ

Calls
Pseudo strike
6.12
IV
120.2%
B/E move
82.5%
Puts
Pseudo strike
6.36
IV
132.3%
B/E move
21.8%

55Δ

Calls
Pseudo strike
5.56
IV
123.7%
B/E move
71.3%
Puts
Pseudo strike
6.75
IV
123.3%
B/E move
17.2%

60Δ

Calls
Pseudo strike
4.99
IV
127.2%
B/E move
60.3%
Puts
Pseudo strike
7.15
IV
114.2%
B/E move
12.5%

65Δ

Calls
Pseudo strike
4.46
IV
132.7%
B/E move
52.2%
Puts
Pseudo strike
7.65
IV
106.6%
B/E move
8.1%

70Δ

Calls
Pseudo strike
3.94
IV
138.3%
B/E move
44.1%
Puts
Pseudo strike
9.00
IV
109.9%
B/E move
4.9%

75Δ

Calls
Pseudo strike
3.41
IV
143.8%
B/E move
36.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.88
IV
149.3%
B/E move
27.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend219.65%
Daily EOD
TNXP219.4%219.7%219.9%2026-10-27: 219.65%Oct 27
1 observations2026-10-27 — 2026-10-27
Table
DateIV (%)
219.65%