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Fennec Pharmaceuticals Inc. Common Stock FENC

i

Market dataready · fetched 2026-11-04T00:19:56.343Z

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 · 2026-11-03T21:00:00.444290896Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T00:19:55.912251+00:00

Share price$10.70
1D+0.7%
AH$10.17$10.34$10.51$10.68$10.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFENC
Sold putSold callAH

Fennec Pharmaceuticals Inc. Common Stock options

Live interpolated FENC call and put midpoint premiums by absolute delta.Fennec Pharmaceuticals Inc. Common Stock$2.44$2.96$3.47$3.98$4.50$3.84$6.23$8.62$11.01$13.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FENC spot · $10.70FENC PRICE$2.50$2.50$2.68$2.92$3.07$3.17$3.27$2.50$2.50$2.50$2.51$2.53$2.54$2.56$2.58$2.60$2.95$3.42$3.88$4.35
PutsExpensive3.56×
Calls——
Skew——
Implied moveBalanced±$5.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.70515.2%51.4%
25Δ8.62440.7%42.8%
30Δ9.53366.3%34.3%
35Δ10.21313.4%28.0%
40Δ10.65283.5%24.1%
45Δ11.08253.6%20.2%
50Δ17.24450.7%84.5%11.52223.8%16.3%
55Δ13.46363.7%49.2%11.96193.9%12.4%
60Δ11.61326.7%33.5%12.39164.0%8.4%
65Δ10.40306.8%24.5%12.95154.5%6.6%
70Δ9.62279.0%18.6%13.55151.8%5.3%
75Δ9.06247.2%14.3%14.15149.0%4.1%
80Δ8.49215.4%9.9%14.74146.2%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.70
IV
515.2%
B/E move
51.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.62
IV
440.7%
B/E move
42.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.53
IV
366.3%
B/E move
34.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.21
IV
313.4%
B/E move
28.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.65
IV
283.5%
B/E move
24.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.08
IV
253.6%
B/E move
20.2%

50Δ

Calls
Pseudo strike
17.24
IV
450.7%
B/E move
84.5%
Puts
Pseudo strike
11.52
IV
223.8%
B/E move
16.3%

55Δ

Calls
Pseudo strike
13.46
IV
363.7%
B/E move
49.2%
Puts
Pseudo strike
11.96
IV
193.9%
B/E move
12.4%

60Δ

Calls
Pseudo strike
11.61
IV
326.7%
B/E move
33.5%
Puts
Pseudo strike
12.39
IV
164.0%
B/E move
8.4%

65Δ

Calls
Pseudo strike
10.40
IV
306.8%
B/E move
24.5%
Puts
Pseudo strike
12.95
IV
154.5%
B/E move
6.6%

70Δ

Calls
Pseudo strike
9.62
IV
279.0%
B/E move
18.6%
Puts
Pseudo strike
13.55
IV
151.8%
B/E move
5.3%

75Δ

Calls
Pseudo strike
9.06
IV
247.2%
B/E move
14.3%
Puts
Pseudo strike
14.15
IV
149.0%
B/E move
4.1%

80Δ

Calls
Pseudo strike
8.49
IV
215.4%
B/E move
9.9%
Puts
Pseudo strike
14.74
IV
146.2%
B/E move
2.9%

Options history

IV · four-Friday blend197.14%
Daily close
FENC117.4%215.1%312.9%2026-08-05: 193.03%2026-08-06: 186.75%2026-08-10: 200.57%2026-08-11: 130.86%2026-08-13: 204.64%2026-08-17: 258.65%2026-08-20: 299.38%2026-08-21: 155.13%2026-08-25: 165.58%2026-08-26: 139.89%2026-08-27: 166.84%2026-08-28: 150.97%2026-08-31: 150.24%2026-09-01: 173.17%2026-09-02: 172.76%2026-09-03: 172.16%2026-09-04: 159.76%2026-09-08: 150.09%2026-09-10: 221.28%2026-09-11: 229.10%2026-09-14: 275.43%2026-09-15: 280.33%2026-09-16: 236.45%2026-09-18: 153.98%2026-09-21: 165.69%2026-09-22: 164.32%2026-09-23: 164.31%2026-09-24: 170.17%2026-09-25: 168.91%2026-09-28: 170.35%2026-09-29: 176.58%2026-09-30: 181.57%2026-10-01: 190.89%2026-10-02: 188.58%2026-10-05: 202.83%2026-10-06: 212.79%2026-10-07: 218.83%2026-10-08: 221.67%2026-10-09: 226.62%2026-10-12: 266.90%2026-10-16: 175.16%2026-10-19: 173.86%2026-10-20: 170.74%2026-10-21: 173.04%2026-10-22: 176.76%2026-10-23: 183.45%2026-10-26: 189.87%2026-10-27: 181.02%2026-10-28: 175.76%2026-10-29: 175.38%2026-10-30: 197.14%Aug 5Sep 22Oct 30
51 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
193.03%
186.75%
200.57%
130.86%
204.64%
258.65%
299.38%
155.13%
165.58%
139.89%
166.84%
150.97%
150.24%
173.17%
172.76%
172.16%
159.76%
150.09%
221.28%
229.10%
275.43%
280.33%
236.45%
153.98%
165.69%
164.32%
164.31%
170.17%
168.91%
170.35%
176.58%
181.57%
190.89%
188.58%
202.83%
212.79%
218.83%
221.67%
226.62%
266.90%
175.16%
173.86%
170.74%
173.04%
176.76%
183.45%
189.87%
181.02%
175.76%
175.38%
197.14%