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Gain Therapeutics, Inc. Common Stock GANX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-06T20:54:24.292Z

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 · 2026-11-06T20:54:05.668804842Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T20:50:58.666567+00:00

Share price$1.00
1D+4.1%
$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$0.46$0.64$0.82$1.01$1.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —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 —OPTION PRICEGANX PRICE$0.48$0.56$0.50$0.50$0.52$0.55$0.57$0.59$0.61$0.64$0.69$0.78$0.87$0.96$1.14
PutsExpensive3.40×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.82728.6%67.9%
25Δ1.00688.9%50.0%
30Δ1.08640.2%44.7%
35Δ1.15591.4%39.4%
40Δ1.23542.7%34.1%
45Δ1.30494.0%28.8%
50Δ1.38445.2%23.5%
55Δ1.45396.5%18.2%
60Δ1.54361.7%14.1%
65Δ1.66348.8%11.8%
70Δ1.78335.9%9.5%
75Δ0.87600.6%34.8%1.89322.9%7.2%
80Δ0.74666.5%29.4%2.09319.8%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.82
IV
728.6%
B/E move
67.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.00
IV
688.9%
B/E move
50.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.08
IV
640.2%
B/E move
44.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.15
IV
591.4%
B/E move
39.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.23
IV
542.7%
B/E move
34.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.30
IV
494.0%
B/E move
28.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.38
IV
445.2%
B/E move
23.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.45
IV
396.5%
B/E move
18.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.54
IV
361.7%
B/E move
14.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.66
IV
348.8%
B/E move
11.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.78
IV
335.9%
B/E move
9.5%

75Δ

Calls
Pseudo strike
0.87
IV
600.6%
B/E move
34.8%
Puts
Pseudo strike
1.89
IV
322.9%
B/E move
7.2%

80Δ

Calls
Pseudo strike
0.74
IV
666.5%
B/E move
29.4%
Puts
Pseudo strike
2.09
IV
319.8%
B/E move
5.0%

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%