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First Tracks Biotherapeutics TRAX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T23:30:00.381Z

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 · 2026-10-22T20:28:27.901559934Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:23:42.636873+00:00

Share price$43.14
1D+2.7%
AH$41.84$42.46$43.08$43.69$44.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRAX
Sold putSold callAH

First Tracks Biotherapeutics options

Live interpolated TRAX call and put midpoint premiums by absolute delta.First Tracks Biotherapeutics$1.36$3.94$6.53$9.11$11.69$21.95$33.23$44.52$55.81$67.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRAX spot · $43.14TRAX PRICE$2.75$3.07$3.56$4.28$5.00$5.72$6.82$8.15$9.48$1.64$2.02$2.39$2.86$3.47$4.08$4.69$5.55$6.60$7.66$8.91$10.94
PutsCheap0.64×
CallsCheap0.56×
SkewBullish-2.06 pp
Implied moveBearish±$8.24
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.02110.5%24.9%
25Δ36.35101.2%20.4%
30Δ38.6891.8%15.9%
35Δ40.5685.9%12.6%
40Δ48.0992.2%17.9%41.8584.7%11.0%
45Δ46.1385.8%14.0%43.1483.4%9.4%
50Δ44.4482.9%11.3%44.4482.2%7.9%
55Δ43.1384.9%9.9%45.8482.0%6.6%
60Δ41.8286.8%8.5%47.3382.5%5.6%
65Δ40.5188.8%7.2%48.8183.1%4.6%
70Δ38.9192.4%6.0%50.4884.1%3.6%
75Δ37.1497.0%5.0%52.8486.8%2.9%
80Δ35.37101.6%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.02
IV
110.5%
B/E move
24.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.35
IV
101.2%
B/E move
20.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.68
IV
91.8%
B/E move
15.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.56
IV
85.9%
B/E move
12.6%

40Δ

Calls
Pseudo strike
48.09
IV
92.2%
B/E move
17.9%
Puts
Pseudo strike
41.85
IV
84.7%
B/E move
11.0%

45Δ

Calls
Pseudo strike
46.13
IV
85.8%
B/E move
14.0%
Puts
Pseudo strike
43.14
IV
83.4%
B/E move
9.4%

50Δ

Calls
Pseudo strike
44.44
IV
82.9%
B/E move
11.3%
Puts
Pseudo strike
44.44
IV
82.2%
B/E move
7.9%

55Δ

Calls
Pseudo strike
43.13
IV
84.9%
B/E move
9.9%
Puts
Pseudo strike
45.84
IV
82.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
41.82
IV
86.8%
B/E move
8.5%
Puts
Pseudo strike
47.33
IV
82.5%
B/E move
5.6%

65Δ

Calls
Pseudo strike
40.51
IV
88.8%
B/E move
7.2%
Puts
Pseudo strike
48.81
IV
83.1%
B/E move
4.6%

70Δ

Calls
Pseudo strike
38.91
IV
92.4%
B/E move
6.0%
Puts
Pseudo strike
50.48
IV
84.1%
B/E move
3.6%

75Δ

Calls
Pseudo strike
37.14
IV
97.0%
B/E move
5.0%
Puts
Pseudo strike
52.84
IV
86.8%
B/E move
2.9%

80Δ

Calls
Pseudo strike
35.37
IV
101.6%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations