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SCYNEXIS, Inc. Common Stock SCYX

i

Market dataready · fetched 2026-11-04T08:57:31.102Z

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 · 2026-11-03T21:00:00.419925797Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T08:54:01.720258+00:00

Share price$3.94
1D+1.3%
AH$3.80$3.85$3.90$3.95$3.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCYX
Sold putSold callAH

SCYNEXIS, Inc. Common Stock options

Live interpolated SCYX call and put midpoint premiums by absolute delta.SCYNEXIS, Inc. Common Stock$0.41$1.16$1.92$2.67$3.42$-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 —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESCYX PRICE$2.19$0.49$0.72$0.94$1.17$1.40$1.62$1.85$2.08$2.30$2.53$2.75$2.98$3.21
PutsExpensive1.06×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.89166.0%39.0%
25Δ3.23163.2%36.2%
30Δ3.56160.4%33.5%
35Δ3.90157.6%30.7%
40Δ4.24154.8%27.9%
45Δ4.57152.0%25.2%
50Δ4.91149.2%22.4%
55Δ5.24146.4%19.6%
60Δ5.58143.7%16.9%
65Δ5.91140.9%14.1%
70Δ6.25138.1%11.3%
75Δ6.58135.3%8.6%
80Δ2.69347.0%23.8%6.92132.5%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.89
IV
166.0%
B/E move
39.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.23
IV
163.2%
B/E move
36.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.56
IV
160.4%
B/E move
33.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.90
IV
157.6%
B/E move
30.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.24
IV
154.8%
B/E move
27.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.57
IV
152.0%
B/E move
25.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.91
IV
149.2%
B/E move
22.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.24
IV
146.4%
B/E move
19.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.58
IV
143.7%
B/E move
16.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.91
IV
140.9%
B/E move
14.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.25
IV
138.1%
B/E move
11.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.58
IV
135.3%
B/E move
8.6%

80Δ

Calls
Pseudo strike
2.69
IV
347.0%
B/E move
23.8%
Puts
Pseudo strike
6.92
IV
132.5%
B/E move
5.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations