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Gain Therapeutics, Inc. Common Stock GANX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-06T17:39:23.316Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-06T17:38:45.07658568Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T17:39:21.542624+00:00

Share price$0.98
1D+0.8%
$0.95$0.97$0.99$1.01$1.035:30 AM6:30 AM9:00 AM1:00 PMGANX
Sold putSold call

Gain Therapeutics, Inc. Common Stock options

Live interpolated GANX call and put midpoint premiums by absolute delta.Gain Therapeutics, Inc. Common Stock$0.59$0.68$0.77$0.86$0.95$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGANX PRICE$0.60$0.63$0.66$0.69$0.72$0.75$0.78$0.80$0.83$0.86$0.89$0.92
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
25Δ1.07471.0%55.2%
30Δ1.13445.5%51.1%
35Δ1.20420.0%47.1%
40Δ1.27394.4%43.0%
45Δ1.34368.9%38.9%
50Δ1.41343.4%34.8%
55Δ1.48317.9%30.7%
60Δ1.55292.3%26.6%
65Δ1.62266.8%22.5%
70Δ1.69241.3%18.4%
75Δ1.76215.7%14.3%
80Δ1.26539.1%90.4%

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
1.07
IV
471.0%
B/E move
55.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.13
IV
445.5%
B/E move
51.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.20
IV
420.0%
B/E move
47.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
394.4%
B/E move
43.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
368.9%
B/E move
38.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.41
IV
343.4%
B/E move
34.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.48
IV
317.9%
B/E move
30.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.55
IV
292.3%
B/E move
26.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.62
IV
266.8%
B/E move
22.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.69
IV
241.3%
B/E move
18.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.76
IV
215.7%
B/E move
14.3%

80Δ

Calls
Pseudo strike
1.26
IV
539.1%
B/E move
90.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend235.65%
Daily close
GANX178.3%243.2%308.1%2026-08-10: 282.62%2026-08-11: 234.70%2026-08-18: 274.40%2026-08-20: 299.20%2026-08-21: 196.99%2026-08-24: 188.48%2026-09-18: 214.53%2026-09-21: 213.81%2026-09-23: 187.28%2026-09-24: 199.30%2026-09-25: 228.48%2026-10-07: 296.02%2026-10-16: 232.36%2026-10-21: 272.03%2026-10-22: 235.65%Aug 10Sep 21Oct 22
15 observations2026-08-10 — 2026-10-22
Table
DateIV (%)
282.62%
234.70%
274.40%
299.20%
196.99%
188.48%
214.53%
213.81%
187.28%
199.30%
228.48%
296.02%
232.36%
272.03%
235.65%