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X4 Pharmaceuticals, Inc. Common Stock XFOR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T00:46:31.145Z

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: 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 · 2026-11-11T23:35:22.02010124Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:46:30.793072+00:00

Share price$3.15
1D-0.3%
AH$3.18$3.22$3.26$3.31$3.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXFOR
Sold putSold callAH

X4 Pharmaceuticals, Inc. Common Stock options

Live interpolated XFOR call and put midpoint premiums by absolute delta.X4 Pharmaceuticals, Inc. Common Stock$1.54$1.73$1.92$2.11$2.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEXFOR PRICE$1.56$1.69$1.83$2.01$2.24
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ4.33601.7%26.5%
50Δ4.68574.1%22.6%
55Δ
60Δ
65Δ
70Δ3.60800.0%63.7%
75Δ2.99800.0%48.7%
80Δ2.41795.8%34.5%

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
4.33
IV
601.7%
B/E move
26.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.68
IV
574.1%
B/E move
22.6%

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
3.60
IV
800.0%
B/E move
63.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.99
IV
800.0%
B/E move
48.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.41
IV
795.8%
B/E move
34.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend249.20%
Daily EOD
XFOR248.9%249.2%249.4%2026-10-29: 249.20%Oct 29
1 observations2026-10-29 — 2026-10-29
Table
DateIV (%)
249.20%