SLS
SELLAS Life Sciences Group, IncOpen12.37+0.44 +3.69%USD
NasdaqCM · as of Oct 13, 15:50 ET · 15m delay
Open
11.74
Prev close
11.93
Day range
11.7012.70
52-week range
1.3915.88
Volume
5.46M0.84×
Mkt cap
2.50B
P/E ttm
—
Fwd P/E
-123.70
EPS ttm
-0.2100
Div yield
0.00%
Earnings
—
From 52w high
−22.10%
SLS market-implied price distribution
SLS Price at Expiry
22 OTM quotes · ATM IV 147.0%
Days to expiry
31
Fri, Nov 13, 2026
P(finish above spot)
40%
spot 12.37
Expected price
12.23
forward 12.41
68% range
6–17
−50.3% / +34.1%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 3.11 | −74.8% |
| 16% | 6.15 | −50.3% |
| 25% | 8.38 | −32.3% |
| 50% (median) | 11.32 | −8.5% |
| 75% | 14.42 | +16.6% |
| 84% | 16.59 | +34.1% |
| 95% | 25.74 | +108.1% |
Move Odds
| Up 5% or more (12.99) | 35% |
|---|---|
| Up 10% or more (13.61) | 30% |
| Down 5% or more (11.75) | 54% |
| Down 10% or more (11.13) | 48% |
Options price a 10%+ drop at 48%, 1.0× the 48% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.