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Grace Therapeutics, Inc. Common Stock GRCE

HEALTHCARE · BIOTECHNOLOGY
i

Market datapartial · fetched 2026-11-04T00:30:19.299Z

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 · 2026-11-03T21:00:00.590934639Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T00:30:18.097389+00:00

Share price$1.84
1D+1.7%
AH$1.72$1.80$1.88$1.95$2.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRCE
Sold putSold callAH

Grace Therapeutics, Inc. Common Stock options

Live interpolated GRCE call and put midpoint premiums by absolute delta.Grace Therapeutics, Inc. Common Stock$1.69$2.11$2.53$2.95$3.37$-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 C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEGRCE PRICE$1.73$1.87$2.01$2.15$2.28$2.42$2.56$2.70$2.84$2.97$3.11$3.25
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
25Δ2.55499.6%55.4%
30Δ2.78475.0%50.8%
35Δ3.00450.3%46.2%
40Δ3.22425.6%41.7%
45Δ3.44401.0%37.1%
50Δ3.66376.3%32.5%
55Δ3.89351.7%27.9%
60Δ4.11327.0%23.3%
65Δ4.33302.3%18.7%
70Δ4.55277.7%14.1%
75Δ4.78253.0%9.5%
80Δ5.00228.4%4.9%

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
2.55
IV
499.6%
B/E move
55.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.78
IV
475.0%
B/E move
50.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.00
IV
450.3%
B/E move
46.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.22
IV
425.6%
B/E move
41.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.44
IV
401.0%
B/E move
37.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
376.3%
B/E move
32.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.89
IV
351.7%
B/E move
27.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.11
IV
327.0%
B/E move
23.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.33
IV
302.3%
B/E move
18.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.55
IV
277.7%
B/E move
14.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.78
IV
253.0%
B/E move
9.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.00
IV
228.4%
B/E move
4.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations