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X4 Pharmaceuticals, Inc. Common Stock XFOR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-03T15:44:59.316Z

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 · 2026-11-03T15:44:55.377237393Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:35:48.514933+00:00

Share price$3.34
1D-0.3%
$3.33$3.35$3.37$3.40$3.425:30 AM6:30 AM9:00 AM1:00 PMXFOR
Sold putSold call

X4 Pharmaceuticals, Inc. Common Stock options

Live interpolated XFOR call and put midpoint premiums by absolute delta.X4 Pharmaceuticals, Inc. Common Stock$0.67$1.16$1.65$2.14$2.63$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEXFOR PRICE$2.05$2.28$0.72$1.16$1.61$2.05$2.49
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
25Δ2.80353.3%37.9%
30Δ3.33380.6%35.1%
35Δ3.86407.9%32.4%
40Δ4.40435.1%29.7%
45Δ4.93462.4%27.0%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ4.73800.0%103.0%
80Δ3.61800.0%76.3%

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
2.80
IV
353.3%
B/E move
37.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.33
IV
380.6%
B/E move
35.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.86
IV
407.9%
B/E move
32.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.40
IV
435.1%
B/E move
29.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.93
IV
462.4%
B/E move
27.0%

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
4.73
IV
800.0%
B/E move
103.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.61
IV
800.0%
B/E move
76.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend249.20%
Daily EOD
XFOR248.9%249.2%249.4%2026-10-29: 249.20%Oct 29
1 observations2026-10-29 — 2026-10-29
Table
DateIV (%)
249.20%