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Quanterix Corporation Common Stock QTRX

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Market dataready · fetched 2026-11-04T09:05:40.932Z

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 · 2026-11-03T21:00:00.223815237Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:05:40.340784+00:00

Share price$2.94
1D+2.4%
AH$2.86$2.89$2.92$2.95$2.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQTRX
Sold putSold callAH

Quanterix Corporation Common Stock options

Live interpolated QTRX call and put midpoint premiums by absolute delta.Quanterix Corporation Common Stock$0.09$0.65$1.22$1.78$2.35$2.13$2.55$2.96$3.38$3.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive QTRX spot · $2.94QTRX PRICE$0.15$0.19$0.23$0.27$0.31$0.35$0.40$0.44$0.48$0.52$0.56$0.60$0.44$0.63$0.83$1.02$1.22$1.41$1.60$1.80$1.99$2.18
Puts——
Calls——
Skew——
Implied moveBearish±$1.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.82265.4%103.2%
25Δ5.11266.5%80.5%
30Δ4.79256.5%70.8%2.59251.0%26.9%
35Δ4.54244.4%63.6%2.85251.3%24.6%
40Δ4.28232.3%56.4%3.11251.6%22.3%
45Δ4.03220.3%49.2%3.37252.0%20.0%
50Δ3.78208.2%42.0%3.64252.3%17.7%
55Δ3.53196.1%34.8%3.90252.7%15.4%
60Δ3.27184.1%27.6%4.16253.0%13.1%
65Δ3.02172.0%20.4%4.42253.3%10.7%
70Δ2.77159.9%13.2%4.68253.7%8.4%
75Δ2.52147.9%6.0%4.94254.0%6.1%
80Δ

20Δ

Calls
Pseudo strike
5.82
IV
265.4%
B/E move
103.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.11
IV
266.5%
B/E move
80.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.79
IV
256.5%
B/E move
70.8%
Puts
Pseudo strike
2.59
IV
251.0%
B/E move
26.9%

35Δ

Calls
Pseudo strike
4.54
IV
244.4%
B/E move
63.6%
Puts
Pseudo strike
2.85
IV
251.3%
B/E move
24.6%

40Δ

Calls
Pseudo strike
4.28
IV
232.3%
B/E move
56.4%
Puts
Pseudo strike
3.11
IV
251.6%
B/E move
22.3%

45Δ

Calls
Pseudo strike
4.03
IV
220.3%
B/E move
49.2%
Puts
Pseudo strike
3.37
IV
252.0%
B/E move
20.0%

50Δ

Calls
Pseudo strike
3.78
IV
208.2%
B/E move
42.0%
Puts
Pseudo strike
3.64
IV
252.3%
B/E move
17.7%

55Δ

Calls
Pseudo strike
3.53
IV
196.1%
B/E move
34.8%
Puts
Pseudo strike
3.90
IV
252.7%
B/E move
15.4%

60Δ

Calls
Pseudo strike
3.27
IV
184.1%
B/E move
27.6%
Puts
Pseudo strike
4.16
IV
253.0%
B/E move
13.1%

65Δ

Calls
Pseudo strike
3.02
IV
172.0%
B/E move
20.4%
Puts
Pseudo strike
4.42
IV
253.3%
B/E move
10.7%

70Δ

Calls
Pseudo strike
2.77
IV
159.9%
B/E move
13.2%
Puts
Pseudo strike
4.68
IV
253.7%
B/E move
8.4%

75Δ

Calls
Pseudo strike
2.52
IV
147.9%
B/E move
6.0%
Puts
Pseudo strike
4.94
IV
254.0%
B/E move
6.1%

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