IntraAlpha
Create free account Start free

Edgewise Therapeutics, Inc. Common Stock EWTX

i

Market datapartial · fetched 2026-11-07T01:12:07.439Z

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 · 2026-11-06T23:43:16.604181227Z

FundamentalsAlpha Vantage · unavailable

Share price$45.28
1D+14.3%
AH$38$40$42$44$465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWTX
Sold putSold callAH

Edgewise Therapeutics, Inc. Common Stock options

Live interpolated EWTX call and put midpoint premiums by absolute delta.Edgewise Therapeutics, Inc. Common Stock$1.04$3.10$5.16$7.21$9.27$32.87$39.47$46.06$52.65$59.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EWTX spot · $45.28EWTX PRICE$1.26$1.71$2.24$2.72$3.30$3.39$3.58$5.11$5.20$6.75$2.45$1.78$2.18$2.55$2.66$4.06$5.20$6.16$7.42$8.68
Puts——
Calls——
Skew——
Implied moveBalanced±$5.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ38.58159.0%20.2%
30Δ49.6578.6%12.5%
35Δ49.1688.8%12.3%43.2778.1%8.4%
40Δ48.4597.9%11.9%44.1378.6%7.4%
45Δ45.0077.2%6.2%
50Δ45.9784.9%7.5%45.7369.2%4.9%
55Δ45.0489.3%6.8%
60Δ44.1578.7%5.0%47.6276.4%3.8%
65Δ43.4171.7%3.8%48.9583.6%3.4%
70Δ41.9591.8%3.9%50.1984.7%2.7%
75Δ41.3380.6%2.8%51.7184.9%2.2%
80Δ39.6893.2%2.5%53.2385.0%1.6%

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
38.58
IV
159.0%
B/E move
20.2%

30Δ

Calls
Pseudo strike
49.65
IV
78.6%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
49.16
IV
88.8%
B/E move
12.3%
Puts
Pseudo strike
43.27
IV
78.1%
B/E move
8.4%

40Δ

Calls
Pseudo strike
48.45
IV
97.9%
B/E move
11.9%
Puts
Pseudo strike
44.13
IV
78.6%
B/E move
7.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.00
IV
77.2%
B/E move
6.2%

50Δ

Calls
Pseudo strike
45.97
IV
84.9%
B/E move
7.5%
Puts
Pseudo strike
45.73
IV
69.2%
B/E move
4.9%

55Δ

Calls
Pseudo strike
45.04
IV
89.3%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
44.15
IV
78.7%
B/E move
5.0%
Puts
Pseudo strike
47.62
IV
76.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
43.41
IV
71.7%
B/E move
3.8%
Puts
Pseudo strike
48.95
IV
83.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
41.95
IV
91.8%
B/E move
3.9%
Puts
Pseudo strike
50.19
IV
84.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
41.33
IV
80.6%
B/E move
2.8%
Puts
Pseudo strike
51.71
IV
84.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
39.68
IV
93.2%
B/E move
2.5%
Puts
Pseudo strike
53.23
IV
85.0%
B/E move
1.6%

Options history

IV · four-Friday blend67.99%
Daily close
EWTX56.5%86.9%117.3%2026-08-10: 74.11%2026-08-11: 69.68%2026-08-12: 72.32%2026-08-13: 71.02%2026-08-14: 78.02%2026-08-17: 76.75%2026-08-18: 73.96%2026-08-19: 93.36%2026-08-20: 97.30%2026-08-21: 71.94%2026-08-24: 72.63%2026-08-25: 69.16%2026-08-26: 68.95%2026-08-27: 65.09%2026-08-28: 71.49%2026-08-31: 69.34%2026-09-01: 71.31%2026-09-02: 67.60%2026-09-03: 64.56%2026-09-04: 64.50%2026-09-08: 67.89%2026-09-09: 74.04%2026-09-10: 76.97%2026-09-11: 60.68%2026-09-14: 75.45%2026-09-15: 86.20%2026-09-16: 87.01%2026-09-17: 113.10%2026-09-18: 65.09%2026-09-21: 62.43%2026-09-22: 62.13%2026-09-23: 65.40%2026-09-24: 64.61%2026-09-25: 66.60%2026-09-28: 64.44%2026-09-29: 64.86%2026-09-30: 65.90%2026-10-01: 68.58%2026-10-02: 66.71%2026-10-05: 65.41%2026-10-06: 63.06%2026-10-07: 65.62%2026-10-08: 71.03%2026-10-09: 68.54%2026-10-12: 78.79%2026-10-13: 75.60%2026-10-14: 70.48%2026-10-15: 99.73%2026-10-16: 66.09%2026-10-19: 66.01%2026-10-20: 67.81%2026-10-21: 66.97%2026-10-22: 71.12%2026-10-23: 67.30%2026-10-26: 66.70%2026-10-27: 65.95%2026-10-28: 65.21%2026-10-29: 67.76%2026-10-30: 67.99%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
74.11%
69.68%
72.32%
71.02%
78.02%
76.75%
73.96%
93.36%
97.30%
71.94%
72.63%
69.16%
68.95%
65.09%
71.49%
69.34%
71.31%
67.60%
64.56%
64.50%
67.89%
74.04%
76.97%
60.68%
75.45%
86.20%
87.01%
113.10%
65.09%
62.43%
62.13%
65.40%
64.61%
66.60%
64.44%
64.86%
65.90%
68.58%
66.71%
65.41%
63.06%
65.62%
71.03%
68.54%
78.79%
75.60%
70.48%
99.73%
66.09%
66.01%
67.81%
66.97%
71.12%
67.30%
66.70%
65.95%
65.21%
67.76%
67.99%