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Eton Pharmaceuticals, Inc. Common Stock ETON

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-04T09:54:02.557Z

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 · 2026-11-03T21:00:03.743617824Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:54:02.130142+00:00

Share price$50.95
1D-1.7%
AH$50.33$50.94$51.55$52.15$52.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETON
Sold putSold callAH

Eton Pharmaceuticals, Inc. Common Stock options

Live interpolated ETON call and put midpoint premiums by absolute delta.Eton Pharmaceuticals, Inc. Common Stock$0.79$4.58$8.36$12.15$15.94$35.78$43.50$51.22$58.94$66.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETON spot · $50.95ETON PRICE$1.20$1.50$2.10$2.77$3.45$4.13$4.67$5.21$5.83$6.62$7.41$8.28$9.77$1.65$1.96$2.67$3.40$4.13$4.91$5.71$6.50$7.44$8.69$9.93$11.90$14.84
PutsExpensive1.64×
CallsExpensive1.78×
SkewBullish-5.07 pp
Implied moveBearish±$10.37
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.14112.6%28.2%42.18123.3%20.5%
25Δ60.78105.3%22.3%44.87109.4%15.8%
30Δ58.98109.7%19.9%46.43111.0%14.1%
35Δ57.65117.8%18.6%47.94113.4%12.6%
40Δ56.32125.8%17.3%49.45115.8%11.1%
45Δ54.98133.7%16.0%50.96115.2%9.6%
50Δ53.09128.3%13.4%52.46113.0%8.2%
55Δ51.21122.9%10.7%53.97110.7%6.8%
60Δ49.44118.5%8.5%55.55109.0%5.6%
65Δ47.90116.1%7.0%57.28108.3%4.6%
70Δ46.36113.7%5.5%59.01107.6%3.7%
75Δ44.76111.8%4.1%61.39110.0%2.9%
80Δ42.80113.1%3.2%64.66116.8%2.2%

20Δ

Calls
Pseudo strike
64.14
IV
112.6%
B/E move
28.2%
Puts
Pseudo strike
42.18
IV
123.3%
B/E move
20.5%

25Δ

Calls
Pseudo strike
60.78
IV
105.3%
B/E move
22.3%
Puts
Pseudo strike
44.87
IV
109.4%
B/E move
15.8%

30Δ

Calls
Pseudo strike
58.98
IV
109.7%
B/E move
19.9%
Puts
Pseudo strike
46.43
IV
111.0%
B/E move
14.1%

35Δ

Calls
Pseudo strike
57.65
IV
117.8%
B/E move
18.6%
Puts
Pseudo strike
47.94
IV
113.4%
B/E move
12.6%

40Δ

Calls
Pseudo strike
56.32
IV
125.8%
B/E move
17.3%
Puts
Pseudo strike
49.45
IV
115.8%
B/E move
11.1%

45Δ

Calls
Pseudo strike
54.98
IV
133.7%
B/E move
16.0%
Puts
Pseudo strike
50.96
IV
115.2%
B/E move
9.6%

50Δ

Calls
Pseudo strike
53.09
IV
128.3%
B/E move
13.4%
Puts
Pseudo strike
52.46
IV
113.0%
B/E move
8.2%

55Δ

Calls
Pseudo strike
51.21
IV
122.9%
B/E move
10.7%
Puts
Pseudo strike
53.97
IV
110.7%
B/E move
6.8%

60Δ

Calls
Pseudo strike
49.44
IV
118.5%
B/E move
8.5%
Puts
Pseudo strike
55.55
IV
109.0%
B/E move
5.6%

65Δ

Calls
Pseudo strike
47.90
IV
116.1%
B/E move
7.0%
Puts
Pseudo strike
57.28
IV
108.3%
B/E move
4.6%

70Δ

Calls
Pseudo strike
46.36
IV
113.7%
B/E move
5.5%
Puts
Pseudo strike
59.01
IV
107.6%
B/E move
3.7%

75Δ

Calls
Pseudo strike
44.76
IV
111.8%
B/E move
4.1%
Puts
Pseudo strike
61.39
IV
110.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
42.80
IV
113.1%
B/E move
3.2%
Puts
Pseudo strike
64.66
IV
116.8%
B/E move
2.2%

Options history

IV · four-Friday blend76.66%
Daily close
ETON59.9%74.0%88.0%2026-08-06: 75.61%2026-08-07: 78.70%2026-08-10: 80.27%2026-08-11: 80.12%2026-08-12: 81.61%2026-08-13: 86.09%2026-08-14: 72.75%2026-08-17: 71.85%2026-08-20: 79.31%2026-08-21: 65.68%2026-08-24: 68.60%2026-08-25: 67.32%2026-08-26: 67.89%2026-08-27: 66.99%2026-08-28: 68.06%2026-08-31: 65.77%2026-09-01: 66.31%2026-09-02: 66.23%2026-09-03: 64.60%2026-09-04: 66.26%2026-09-08: 67.35%2026-09-09: 69.32%2026-09-10: 66.78%2026-09-11: 69.39%2026-09-14: 75.60%2026-09-15: 65.90%2026-09-16: 78.15%2026-09-18: 67.07%2026-09-21: 64.01%2026-09-22: 63.56%2026-09-23: 64.33%2026-09-24: 62.50%2026-09-25: 63.00%2026-09-28: 61.83%2026-09-29: 65.75%2026-09-30: 74.08%2026-10-01: 73.10%2026-10-02: 70.31%2026-10-05: 69.90%2026-10-06: 68.34%2026-10-07: 67.06%2026-10-08: 68.76%2026-10-09: 69.53%2026-10-13: 77.77%2026-10-16: 70.19%2026-10-19: 68.13%2026-10-20: 68.81%2026-10-21: 69.09%2026-10-22: 72.03%2026-10-23: 74.26%2026-10-26: 75.79%2026-10-27: 79.89%2026-10-28: 77.66%2026-10-29: 75.81%2026-10-30: 76.66%Aug 6Sep 18Oct 30
55 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
75.61%
78.70%
80.27%
80.12%
81.61%
86.09%
72.75%
71.85%
79.31%
65.68%
68.60%
67.32%
67.89%
66.99%
68.06%
65.77%
66.31%
66.23%
64.60%
66.26%
67.35%
69.32%
66.78%
69.39%
75.60%
65.90%
78.15%
67.07%
64.01%
63.56%
64.33%
62.50%
63.00%
61.83%
65.75%
74.08%
73.10%
70.31%
69.90%
68.34%
67.06%
68.76%
69.53%
77.77%
70.19%
68.13%
68.81%
69.09%
72.03%
74.26%
75.79%
79.89%
77.66%
75.81%
76.66%