IntraAlpha
Create free account Start free

Aardvark Therapeutics, Inc. Common Stock AARD

i

Market datapartial · fetched 2026-10-22T22:09:13.114Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:09:07.375409991Z

FundamentalsAlpha Vantage · unavailable

Share price$4.87
1D+21.2%
AH$3.82$4.08$4.35$4.61$4.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAARD
Sold putSold callAH

Aardvark Therapeutics, Inc. Common Stock options

Live interpolated AARD call and put midpoint premiums by absolute delta.Aardvark Therapeutics, Inc. Common Stock$0.84$3.30$5.75$8.20$10.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAARD PRICE$1.11$1.69$2.27$2.62$2.87$2.55$2.69$2.83$2.97$3.11$3.25$5.78$9.95
PutsExpensive2.83×
CallsExpensive2.94×
SkewBullish-91.61 pp
Implied move——
TiltBearish51.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ5.29439.9%43.8%
35Δ5.68408.6%38.7%
40Δ6.07377.2%33.6%
45Δ6.46345.9%28.5%
50Δ6.84314.6%23.4%
55Δ7.23283.2%18.3%
60Δ5.19223.0%29.3%9.89324.0%15.7%
65Δ6.19381.6%61.8%14.10393.6%14.8%
70Δ7.19540.3%94.3%
75Δ6.46571.7%86.5%
80Δ4.94545.8%60.6%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.29
IV
439.9%
B/E move
43.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.68
IV
408.6%
B/E move
38.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.07
IV
377.2%
B/E move
33.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.46
IV
345.9%
B/E move
28.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.84
IV
314.6%
B/E move
23.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.23
IV
283.2%
B/E move
18.3%

60Δ

Calls
Pseudo strike
5.19
IV
223.0%
B/E move
29.3%
Puts
Pseudo strike
9.89
IV
324.0%
B/E move
15.7%

65Δ

Calls
Pseudo strike
6.19
IV
381.6%
B/E move
61.8%
Puts
Pseudo strike
14.10
IV
393.6%
B/E move
14.8%

70Δ

Calls
Pseudo strike
7.19
IV
540.3%
B/E move
94.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.46
IV
571.7%
B/E move
86.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.94
IV
545.8%
B/E move
60.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations