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Lightwave Logic, Inc. Common Stock LWLG

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-04T04:46:13.498Z

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 · 2026-11-04T00:38:28.015974896Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:46:13.130398+00:00

Share price$4.68
1D-1.0%
AH$4.65$4.72$4.80$4.88$4.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLWLG
Sold putSold callAH

Lightwave Logic, Inc. Common Stock options

Live interpolated LWLG call and put midpoint premiums by absolute delta.Lightwave Logic, Inc. Common Stock$0.08$0.39$0.70$1.01$1.32$3.26$3.99$4.72$5.45$6.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LWLG spot · $4.68LWLG PRICE$0.12$0.16$0.20$0.25$0.29$0.34$0.44$0.53$0.63$0.73$0.82$0.92$1.18$0.17$0.22$0.28$0.35$0.41$0.48$0.54$0.61$0.72$0.85$0.98$1.10$1.23
PutsExpensive1.05×
CallsExpensive1.09×
SkewBullish-8.25 pp
Implied moveBearish±$0.98
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.93111.3%29.2%3.77136.0%23.1%
25Δ5.74111.4%26.0%4.05124.5%18.2%
30Δ5.55111.5%22.8%4.20122.0%16.4%
35Δ5.35111.6%19.6%4.35119.5%14.5%
40Δ5.16111.7%16.5%4.50117.0%12.6%
45Δ4.97112.4%13.6%4.66114.6%10.7%
50Δ4.81116.5%12.2%4.81112.1%8.8%
55Δ4.65120.6%10.8%4.96109.6%7.0%
60Δ4.49124.7%9.4%5.13107.5%5.8%
65Δ4.33128.8%8.1%5.30105.6%4.9%
70Δ4.17132.9%6.7%5.47103.6%4.0%
75Δ4.01136.9%5.3%5.64101.7%3.1%
80Δ3.70150.4%4.3%5.8199.7%2.2%

20Δ

Calls
Pseudo strike
5.93
IV
111.3%
B/E move
29.2%
Puts
Pseudo strike
3.77
IV
136.0%
B/E move
23.1%

25Δ

Calls
Pseudo strike
5.74
IV
111.4%
B/E move
26.0%
Puts
Pseudo strike
4.05
IV
124.5%
B/E move
18.2%

30Δ

Calls
Pseudo strike
5.55
IV
111.5%
B/E move
22.8%
Puts
Pseudo strike
4.20
IV
122.0%
B/E move
16.4%

35Δ

Calls
Pseudo strike
5.35
IV
111.6%
B/E move
19.6%
Puts
Pseudo strike
4.35
IV
119.5%
B/E move
14.5%

40Δ

Calls
Pseudo strike
5.16
IV
111.7%
B/E move
16.5%
Puts
Pseudo strike
4.50
IV
117.0%
B/E move
12.6%

45Δ

Calls
Pseudo strike
4.97
IV
112.4%
B/E move
13.6%
Puts
Pseudo strike
4.66
IV
114.6%
B/E move
10.7%

50Δ

Calls
Pseudo strike
4.81
IV
116.5%
B/E move
12.2%
Puts
Pseudo strike
4.81
IV
112.1%
B/E move
8.8%

55Δ

Calls
Pseudo strike
4.65
IV
120.6%
B/E move
10.8%
Puts
Pseudo strike
4.96
IV
109.6%
B/E move
7.0%

60Δ

Calls
Pseudo strike
4.49
IV
124.7%
B/E move
9.4%
Puts
Pseudo strike
5.13
IV
107.5%
B/E move
5.8%

65Δ

Calls
Pseudo strike
4.33
IV
128.8%
B/E move
8.1%
Puts
Pseudo strike
5.30
IV
105.6%
B/E move
4.9%

70Δ

Calls
Pseudo strike
4.17
IV
132.9%
B/E move
6.7%
Puts
Pseudo strike
5.47
IV
103.6%
B/E move
4.0%

75Δ

Calls
Pseudo strike
4.01
IV
136.9%
B/E move
5.3%
Puts
Pseudo strike
5.64
IV
101.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
3.70
IV
150.4%
B/E move
4.3%
Puts
Pseudo strike
5.81
IV
99.7%
B/E move
2.2%

Options history

IV · four-Friday blend100.56%
Daily EOD
LWLG89.8%95.6%101.4%2026-10-19: 90.58%2026-10-20: 94.34%2026-10-21: 91.34%2026-10-22: 94.27%2026-10-23: 93.06%2026-10-26: 94.39%2026-10-27: 92.75%2026-10-28: 91.55%2026-10-29: 93.18%2026-10-30: 100.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
90.58%
94.34%
91.34%
94.27%
93.06%
94.39%
92.75%
91.55%
93.18%
100.56%