IntraAlpha
Create free account Start free

Aardvark Therapeutics, Inc. Common Stock AARD

i

Market datapartial · fetched 2026-10-23T04:43:44.724Z

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 · 2026-10-22T23:59:54.897841825Z

FundamentalsAlpha Vantage · unavailable

Share price$4.94
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$0.83$2.84$4.84$6.85$8.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAARD PRICE$1.05$1.67$2.30$2.64$2.88$2.57$2.72$2.87$3.01$3.16$3.30$8.28
PutsExpensive2.85×
CallsExpensive2.82×
SkewBullish-73.81 pp
Implied move——
TiltBearish42.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ5.35442.1%43.9%
35Δ5.75409.9%38.7%
40Δ6.15377.6%33.4%
45Δ6.56345.4%28.2%
50Δ6.96313.2%22.9%
55Δ7.37281.0%17.7%
60Δ5.08201.2%24.0%12.33397.9%17.9%
65Δ6.16371.4%58.7%
70Δ7.25541.6%93.3%
75Δ6.37558.9%82.3%
80Δ4.90529.6%57.4%

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
5.35
IV
442.1%
B/E move
43.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.75
IV
409.9%
B/E move
38.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.15
IV
377.6%
B/E move
33.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.56
IV
345.4%
B/E move
28.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.96
IV
313.2%
B/E move
22.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.37
IV
281.0%
B/E move
17.7%

60Δ

Calls
Pseudo strike
5.08
IV
201.2%
B/E move
24.0%
Puts
Pseudo strike
12.33
IV
397.9%
B/E move
17.9%

65Δ

Calls
Pseudo strike
6.16
IV
371.4%
B/E move
58.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.25
IV
541.6%
B/E move
93.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.37
IV
558.9%
B/E move
82.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.90
IV
529.6%
B/E move
57.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations