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Alpha Tau Medical Ltd. Ordinary Shares DRTS

i

Market datapartial · fetched 2026-11-04T07:29:58.301Z

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 · 2026-11-03T23:11:12.335161994Z

FundamentalsAlpha Vantage · unavailable

Share price$13.47
1D+0.6%
AH$13.05$13.20$13.35$13.50$13.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRTS
Sold putSold callAH

Alpha Tau Medical Ltd. Ordinary Shares options

Live interpolated DRTS call and put midpoint premiums by absolute delta.Alpha Tau Medical Ltd. Ordinary Shares$0.16$1.28$2.41$3.53$4.65$9.77$11.56$13.35$15.13$16.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRTS spot · $13.47DRTS PRICE$0.28$0.37$0.46$0.58$0.73$0.88$1.03$1.19$1.34$1.49$1.75$2.25$2.76$0.44$0.49$0.54$0.74$0.96$1.19$1.41$1.64$1.86$2.09$2.81$3.57$4.32
PutsExpensive1.34×
CallsExpensive1.12×
SkewBearish+8.62 pp
Implied moveBearish±$2.45
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.4492.5%24.1%10.88131.8%22.5%
25Δ15.8792.4%20.5%11.63112.1%17.3%
30Δ15.2992.2%16.9%12.3892.3%12.1%
35Δ14.8392.3%14.4%12.8190.8%10.4%
40Δ14.4892.7%12.9%13.1792.5%9.4%
45Δ14.1393.2%11.5%13.5394.3%8.4%
50Δ13.7993.6%10.0%13.8996.0%7.4%
55Δ13.4494.0%8.6%14.2697.8%6.3%
60Δ13.0994.4%7.1%14.6299.5%5.3%
65Δ12.7594.9%5.7%14.98101.3%4.3%
70Δ12.3297.6%4.5%15.79109.4%3.6%
75Δ11.72105.9%3.8%16.63117.9%3.0%
80Δ11.12114.2%3.0%17.47126.4%2.4%

20Δ

Calls
Pseudo strike
16.44
IV
92.5%
B/E move
24.1%
Puts
Pseudo strike
10.88
IV
131.8%
B/E move
22.5%

25Δ

Calls
Pseudo strike
15.87
IV
92.4%
B/E move
20.5%
Puts
Pseudo strike
11.63
IV
112.1%
B/E move
17.3%

30Δ

Calls
Pseudo strike
15.29
IV
92.2%
B/E move
16.9%
Puts
Pseudo strike
12.38
IV
92.3%
B/E move
12.1%

35Δ

Calls
Pseudo strike
14.83
IV
92.3%
B/E move
14.4%
Puts
Pseudo strike
12.81
IV
90.8%
B/E move
10.4%

40Δ

Calls
Pseudo strike
14.48
IV
92.7%
B/E move
12.9%
Puts
Pseudo strike
13.17
IV
92.5%
B/E move
9.4%

45Δ

Calls
Pseudo strike
14.13
IV
93.2%
B/E move
11.5%
Puts
Pseudo strike
13.53
IV
94.3%
B/E move
8.4%

50Δ

Calls
Pseudo strike
13.79
IV
93.6%
B/E move
10.0%
Puts
Pseudo strike
13.89
IV
96.0%
B/E move
7.4%

55Δ

Calls
Pseudo strike
13.44
IV
94.0%
B/E move
8.6%
Puts
Pseudo strike
14.26
IV
97.8%
B/E move
6.3%

60Δ

Calls
Pseudo strike
13.09
IV
94.4%
B/E move
7.1%
Puts
Pseudo strike
14.62
IV
99.5%
B/E move
5.3%

65Δ

Calls
Pseudo strike
12.75
IV
94.9%
B/E move
5.7%
Puts
Pseudo strike
14.98
IV
101.3%
B/E move
4.3%

70Δ

Calls
Pseudo strike
12.32
IV
97.6%
B/E move
4.5%
Puts
Pseudo strike
15.79
IV
109.4%
B/E move
3.6%

75Δ

Calls
Pseudo strike
11.72
IV
105.9%
B/E move
3.8%
Puts
Pseudo strike
16.63
IV
117.9%
B/E move
3.0%

80Δ

Calls
Pseudo strike
11.12
IV
114.2%
B/E move
3.0%
Puts
Pseudo strike
17.47
IV
126.4%
B/E move
2.4%

Options history

IV · four-Friday blend83.36%
Daily EOD
DRTS61.4%73.2%85.0%2026-10-19: 63.00%2026-10-20: 67.53%2026-10-21: 65.11%2026-10-22: 71.14%2026-10-23: 70.66%2026-10-26: 74.47%2026-10-27: 80.52%2026-10-28: 79.78%2026-10-29: 82.32%2026-10-30: 83.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.00%
67.53%
65.11%
71.14%
70.66%
74.47%
80.52%
79.78%
82.32%
83.36%