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Adeia Inc. Common Stock ADEA

i

Market dataready · fetched 2026-11-12T17:48:16.526Z

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 · 2026-11-12T17:48:09.763334192Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T17:48:15.817662+00:00

Share price$17.01
1D+0.2%
$16.49$16.68$16.87$17.06$17.255:30 AM6:30 AM9:00 AM1:00 PMADEA
Sold putSold call

Adeia Inc. Common Stock options

Live interpolated ADEA call and put midpoint premiums by absolute delta.Adeia Inc. Common Stock$0.19$1.55$2.90$4.26$5.62$13.47$15.12$16.76$18.41$20.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ADEA spot · $17.01ADEA PRICE$0.34$0.39$0.41$0.43$0.45$0.71$1.01$1.31$1.61$1.91$2.21$2.50$0.38$0.47$0.57$0.68$0.78$0.89$0.99$1.10$1.64$2.32$2.99$3.85$5.23
PutsExpensive1.22×
Calls——
Skew——
Implied moveBalanced±$2.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.71130.2%23.7%14.79123.9%15.3%
25Δ19.63116.7%17.7%15.30112.5%12.8%
30Δ18.94100.1%13.8%15.66108.1%11.3%
35Δ18.2683.4%9.9%16.01103.7%9.9%
40Δ17.5866.8%6.0%16.3699.3%8.4%
45Δ17.1974.3%5.3%16.7195.0%7.0%
50Δ16.8484.9%4.9%17.0790.6%5.5%
55Δ16.4995.6%4.6%17.4286.2%4.1%
60Δ16.14106.2%4.3%18.0498.5%3.6%
65Δ15.78116.9%4.0%18.76115.8%3.4%
70Δ15.43127.5%3.7%19.47133.2%3.2%
75Δ15.08138.2%3.4%20.37150.7%2.9%
80Δ21.84168.5%2.4%

20Δ

Calls
Pseudo strike
20.71
IV
130.2%
B/E move
23.7%
Puts
Pseudo strike
14.79
IV
123.9%
B/E move
15.3%

25Δ

Calls
Pseudo strike
19.63
IV
116.7%
B/E move
17.7%
Puts
Pseudo strike
15.30
IV
112.5%
B/E move
12.8%

30Δ

Calls
Pseudo strike
18.94
IV
100.1%
B/E move
13.8%
Puts
Pseudo strike
15.66
IV
108.1%
B/E move
11.3%

35Δ

Calls
Pseudo strike
18.26
IV
83.4%
B/E move
9.9%
Puts
Pseudo strike
16.01
IV
103.7%
B/E move
9.9%

40Δ

Calls
Pseudo strike
17.58
IV
66.8%
B/E move
6.0%
Puts
Pseudo strike
16.36
IV
99.3%
B/E move
8.4%

45Δ

Calls
Pseudo strike
17.19
IV
74.3%
B/E move
5.3%
Puts
Pseudo strike
16.71
IV
95.0%
B/E move
7.0%

50Δ

Calls
Pseudo strike
16.84
IV
84.9%
B/E move
4.9%
Puts
Pseudo strike
17.07
IV
90.6%
B/E move
5.5%

55Δ

Calls
Pseudo strike
16.49
IV
95.6%
B/E move
4.6%
Puts
Pseudo strike
17.42
IV
86.2%
B/E move
4.1%

60Δ

Calls
Pseudo strike
16.14
IV
106.2%
B/E move
4.3%
Puts
Pseudo strike
18.04
IV
98.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
15.78
IV
116.9%
B/E move
4.0%
Puts
Pseudo strike
18.76
IV
115.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
15.43
IV
127.5%
B/E move
3.7%
Puts
Pseudo strike
19.47
IV
133.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
15.08
IV
138.2%
B/E move
3.4%
Puts
Pseudo strike
20.37
IV
150.7%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.84
IV
168.5%
B/E move
2.4%

Options history

IV · four-Friday blend68.00%
Daily close
ADEA57.0%69.1%81.3%2026-08-14: 72.45%2026-08-17: 79.59%2026-08-21: 67.17%2026-08-24: 64.28%2026-08-25: 64.57%2026-08-26: 62.54%2026-08-27: 59.36%2026-08-28: 61.98%2026-08-31: 62.19%2026-09-01: 60.51%2026-09-02: 60.30%2026-09-14: 66.17%2026-09-15: 65.04%2026-09-17: 66.53%2026-09-18: 58.65%2026-09-21: 65.13%2026-09-22: 60.51%2026-09-24: 62.75%2026-09-25: 62.00%2026-09-28: 61.83%2026-09-29: 59.34%2026-10-01: 60.18%2026-10-06: 59.98%2026-10-07: 61.14%2026-10-09: 61.04%2026-10-16: 59.81%2026-10-19: 64.96%2026-10-20: 63.05%2026-10-21: 64.33%2026-10-22: 64.18%2026-10-23: 66.43%2026-10-26: 63.19%2026-10-27: 66.03%2026-10-28: 68.50%2026-10-29: 61.63%2026-10-30: 68.00%Aug 14Sep 24Oct 30
36 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
72.45%
79.59%
67.17%
64.28%
64.57%
62.54%
59.36%
61.98%
62.19%
60.51%
60.30%
66.17%
65.04%
66.53%
58.65%
65.13%
60.51%
62.75%
62.00%
61.83%
59.34%
60.18%
59.98%
61.14%
61.04%
59.81%
64.96%
63.05%
64.33%
64.18%
66.43%
63.19%
66.03%
68.50%
61.63%
68.00%