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First Tracks Biotherapeutics, Inc. Ordinary Shares TRAX

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Market datapartial · fetched 2026-10-23T19:03:14.104Z

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 · 2026-10-23T18:59:59.759188902Z

FundamentalsAlpha Vantage · unavailable

Share price$43.97
1D-1.0%
$41.71$42.46$43.22$43.98$44.735:30 AM6:30 AM9:00 AM1:00 PMTRAX
Sold putSold call

First Tracks Biotherapeutics, Inc. Ordinary Shares options

Live interpolated TRAX call and put midpoint premiums by absolute delta.First Tracks Biotherapeutics, Inc. Ordinary Shares$1.31$5.28$9.25$13.21$17.18$22.33$33.85$45.37$56.90$68.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRAX spot · $43.97TRAX PRICE$2.28$2.45$2.71$3.00$3.30$3.93$4.59$5.25$5.91$7.01$8.24$1.74$2.49$3.25$4.00$4.76$5.52$6.27$7.03$7.78$8.84$10.77$12.83$16.04
PutsCheap0.68×
CallsCheap0.52×
SkewBearish+10.57 pp
Implied moveBearish±$9.57
TiltBearish30.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.3295.8%21.4%
25Δ37.8895.6%19.5%
30Δ56.16118.7%32.9%39.4595.4%17.7%
35Δ51.35100.0%22.4%41.0195.2%15.8%
40Δ48.7290.1%17.0%42.5795.0%14.0%
45Δ46.9483.7%13.6%44.1494.8%12.2%
50Δ45.1677.2%10.2%45.7094.6%10.3%
55Δ43.9077.2%8.8%47.2794.4%8.5%
60Δ42.6977.7%7.5%48.8394.2%6.7%
65Δ41.4878.3%6.3%50.5994.7%5.0%
70Δ40.2678.8%5.0%52.9197.5%4.1%
75Δ38.7480.3%4.0%55.37100.5%3.3%
80Δ37.1282.1%3.2%58.93105.1%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.32
IV
95.8%
B/E move
21.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.88
IV
95.6%
B/E move
19.5%

30Δ

Calls
Pseudo strike
56.16
IV
118.7%
B/E move
32.9%
Puts
Pseudo strike
39.45
IV
95.4%
B/E move
17.7%

35Δ

Calls
Pseudo strike
51.35
IV
100.0%
B/E move
22.4%
Puts
Pseudo strike
41.01
IV
95.2%
B/E move
15.8%

40Δ

Calls
Pseudo strike
48.72
IV
90.1%
B/E move
17.0%
Puts
Pseudo strike
42.57
IV
95.0%
B/E move
14.0%

45Δ

Calls
Pseudo strike
46.94
IV
83.7%
B/E move
13.6%
Puts
Pseudo strike
44.14
IV
94.8%
B/E move
12.2%

50Δ

Calls
Pseudo strike
45.16
IV
77.2%
B/E move
10.2%
Puts
Pseudo strike
45.70
IV
94.6%
B/E move
10.3%

55Δ

Calls
Pseudo strike
43.90
IV
77.2%
B/E move
8.8%
Puts
Pseudo strike
47.27
IV
94.4%
B/E move
8.5%

60Δ

Calls
Pseudo strike
42.69
IV
77.7%
B/E move
7.5%
Puts
Pseudo strike
48.83
IV
94.2%
B/E move
6.7%

65Δ

Calls
Pseudo strike
41.48
IV
78.3%
B/E move
6.3%
Puts
Pseudo strike
50.59
IV
94.7%
B/E move
5.0%

70Δ

Calls
Pseudo strike
40.26
IV
78.8%
B/E move
5.0%
Puts
Pseudo strike
52.91
IV
97.5%
B/E move
4.1%

75Δ

Calls
Pseudo strike
38.74
IV
80.3%
B/E move
4.0%
Puts
Pseudo strike
55.37
IV
100.5%
B/E move
3.3%

80Δ

Calls
Pseudo strike
37.12
IV
82.1%
B/E move
3.2%
Puts
Pseudo strike
58.93
IV
105.1%
B/E move
2.4%

Options history

No recorded observations