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Gyre Therapeutics, Inc. Common Stock GYRE

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-06T21:48:02.804Z

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 · 2026-11-06T21:00:00.11901288Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T21:46:02.896708+00:00

Share price$4.76
1D+15.5%
AH$4.07$4.25$4.44$4.63$4.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGYRE
Sold putSold callAH

Gyre Therapeutics, Inc. Common Stock options

Live interpolated GYRE call and put midpoint premiums by absolute delta.Gyre Therapeutics, Inc. Common Stock$1.64$4.07$6.50$8.93$11.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGYRE PRICE$1.90$1.90$1.90$2.33$2.47$2.60$2.74$2.88$3.01$3.15$5.12$10.66
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
25Δ
30Δ
35Δ5.33540.5%37.1%
40Δ5.67504.7%32.8%
45Δ6.01468.9%28.5%
50Δ6.35433.1%24.2%
55Δ13.34800.0%220.2%6.69397.2%19.9%
60Δ10.89798.0%168.7%7.03361.4%15.6%
65Δ7.07681.3%88.5%7.37325.6%11.3%
70Δ9.42380.5%9.7%
75Δ14.96502.3%9.7%
80Δ

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.33
IV
540.5%
B/E move
37.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.67
IV
504.7%
B/E move
32.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.01
IV
468.9%
B/E move
28.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.35
IV
433.1%
B/E move
24.2%

55Δ

Calls
Pseudo strike
13.34
IV
800.0%
B/E move
220.2%
Puts
Pseudo strike
6.69
IV
397.2%
B/E move
19.9%

60Δ

Calls
Pseudo strike
10.89
IV
798.0%
B/E move
168.7%
Puts
Pseudo strike
7.03
IV
361.4%
B/E move
15.6%

65Δ

Calls
Pseudo strike
7.07
IV
681.3%
B/E move
88.5%
Puts
Pseudo strike
7.37
IV
325.6%
B/E move
11.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.42
IV
380.5%
B/E move
9.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.96
IV
502.3%
B/E move
9.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations