IntraAlpha
Create free account Start free

Tonix Pharmaceuticals Holding Corp. Common Stock TNXP

i

Market datapartial · fetched 2026-10-23T03:33:45.460Z

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 · unavailable

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. Common Stock options

Live interpolated TNXP call and put midpoint premiums by absolute delta.Tonix Pharmaceuticals Holding Corp. Common Stock$1.21$2.58$3.95$5.32$6.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETNXP PRICE$1.36$2.07$2.45$2.52$2.60$6.29
PutsExpensive2.22×
CallsExpensive4.73×
SkewBullish-240.32 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
60Δ10.08342.9%120.7%
65Δ12.48552.4%180.9%
70Δ7.51546.4%92.2%
75Δ6.44475.8%73.1%
80Δ5.38405.2%54.1%11.24224.2%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
342.9%
B/E move
120.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.48
IV
552.4%
B/E move
180.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.51
IV
546.4%
B/E move
92.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.44
IV
475.8%
B/E move
73.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.38
IV
405.2%
B/E move
54.1%
Puts
Pseudo strike
11.24
IV
224.2%
B/E move
4.4%

Options history

No recorded observations