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Alpha Cognition Inc. Common Stock ACOG

i

Market dataready · fetched 2026-11-11T13:52:34.654Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-10T21:00:00.122544757Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T13:43:58.646041+00:00

Share price$8.73
1D-0.1%
AH$8.47$8.57$8.68$8.78$8.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACOG
Sold putSold callAH

Alpha Cognition Inc. Common Stock options

Live interpolated ACOG call and put midpoint premiums by absolute delta.Alpha Cognition Inc. Common Stock$0.83$1.72$2.61$3.50$4.39$2.82$5.86$8.90$11.94$14.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ACOG spot · $8.73ACOG PRICE$0.93$1.22$1.52$1.81$2.11$2.40$1.01$1.52$2.03$2.54$2.93$3.23$3.53$3.83$4.13
Puts——
Calls——
Skew——
Implied moveBearish±$4.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.8681.3%21.6%
35Δ8.4989.9%20.2%
40Δ9.1298.6%18.9%
45Δ9.9974.2%25.1%9.75107.3%17.5%
50Δ9.5380.2%23.1%10.31107.6%15.5%
55Δ9.0686.3%21.1%10.83102.3%13.0%
60Δ8.5992.3%19.2%11.3597.0%10.5%
65Δ8.1298.4%17.2%11.8791.7%8.0%
70Δ7.65104.4%15.2%12.3986.4%5.5%
75Δ
80Δ

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
7.86
IV
81.3%
B/E move
21.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.49
IV
89.9%
B/E move
20.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.12
IV
98.6%
B/E move
18.9%

45Δ

Calls
Pseudo strike
9.99
IV
74.2%
B/E move
25.1%
Puts
Pseudo strike
9.75
IV
107.3%
B/E move
17.5%

50Δ

Calls
Pseudo strike
9.53
IV
80.2%
B/E move
23.1%
Puts
Pseudo strike
10.31
IV
107.6%
B/E move
15.5%

55Δ

Calls
Pseudo strike
9.06
IV
86.3%
B/E move
21.1%
Puts
Pseudo strike
10.83
IV
102.3%
B/E move
13.0%

60Δ

Calls
Pseudo strike
8.59
IV
92.3%
B/E move
19.2%
Puts
Pseudo strike
11.35
IV
97.0%
B/E move
10.5%

65Δ

Calls
Pseudo strike
8.12
IV
98.4%
B/E move
17.2%
Puts
Pseudo strike
11.87
IV
91.7%
B/E move
8.0%

70Δ

Calls
Pseudo strike
7.65
IV
104.4%
B/E move
15.2%
Puts
Pseudo strike
12.39
IV
86.4%
B/E move
5.5%

75Δ

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

80Δ

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

Options history

IV · four-Friday blend267.91%
Daily close
ACOG180.9%227.6%274.4%2026-09-01: 187.36%2026-09-08: 207.84%2026-09-11: 267.91%Sep 1Sep 8Sep 11
3 observations2026-09-01 — 2026-09-11
Table
DateIV (%)
187.36%
207.84%
267.91%