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Aeva Technologies, Inc. Common Stock AEVA

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-22T05:16:56.078Z

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 · 2026-10-21T23:39:42.89906685Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T05:16:50.349596+00:00

Share price$10.50
1D+0.0%
AH$10.42$10.51$10.59$10.68$10.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEVA
Sold putSold callAH

Aeva Technologies, Inc. Common Stock options

Live interpolated AEVA call and put midpoint premiums by absolute delta.Aeva Technologies, Inc. Common Stock$0.38$1.57$2.75$3.94$5.12$6.17$8.88$11.60$14.31$17.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEVA spot · $10.50AEVA PRICE$0.51$0.55$0.59$0.65$0.81$0.97$1.12$1.28$1.44$1.71$2.11$2.51$2.90$0.51$0.64$0.78$0.91$1.10$1.34$1.58$1.83$2.07$2.31$2.78$3.78$4.78
PutsExpensive1.16×
CallsExpensive1.46×
SkewBullish-16.75 pp
Implied moveBearish±$2.71
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.39206.3%108.6%8.13128.0%27.4%
25Δ18.26171.8%79.2%8.67121.8%23.5%
30Δ15.13137.3%49.7%9.21115.7%19.7%
35Δ12.43108.4%24.6%9.75109.5%15.8%
40Δ11.99108.4%21.9%10.21105.9%13.2%
45Δ11.55108.4%19.2%10.61104.5%11.7%
50Δ11.11108.4%16.5%11.02103.1%10.2%
55Δ10.67108.3%13.9%11.42101.8%8.6%
60Δ10.23108.3%11.2%11.82100.4%7.1%
65Δ9.75111.0%9.1%12.2299.0%5.6%
70Δ9.21116.7%7.8%12.83101.3%4.3%
75Δ8.67122.4%6.5%13.90112.2%3.6%
80Δ8.14128.1%5.1%14.98123.0%2.9%

20Δ

Calls
Pseudo strike
21.39
IV
206.3%
B/E move
108.6%
Puts
Pseudo strike
8.13
IV
128.0%
B/E move
27.4%

25Δ

Calls
Pseudo strike
18.26
IV
171.8%
B/E move
79.2%
Puts
Pseudo strike
8.67
IV
121.8%
B/E move
23.5%

30Δ

Calls
Pseudo strike
15.13
IV
137.3%
B/E move
49.7%
Puts
Pseudo strike
9.21
IV
115.7%
B/E move
19.7%

35Δ

Calls
Pseudo strike
12.43
IV
108.4%
B/E move
24.6%
Puts
Pseudo strike
9.75
IV
109.5%
B/E move
15.8%

40Δ

Calls
Pseudo strike
11.99
IV
108.4%
B/E move
21.9%
Puts
Pseudo strike
10.21
IV
105.9%
B/E move
13.2%

45Δ

Calls
Pseudo strike
11.55
IV
108.4%
B/E move
19.2%
Puts
Pseudo strike
10.61
IV
104.5%
B/E move
11.7%

50Δ

Calls
Pseudo strike
11.11
IV
108.4%
B/E move
16.5%
Puts
Pseudo strike
11.02
IV
103.1%
B/E move
10.2%

55Δ

Calls
Pseudo strike
10.67
IV
108.3%
B/E move
13.9%
Puts
Pseudo strike
11.42
IV
101.8%
B/E move
8.6%

60Δ

Calls
Pseudo strike
10.23
IV
108.3%
B/E move
11.2%
Puts
Pseudo strike
11.82
IV
100.4%
B/E move
7.1%

65Δ

Calls
Pseudo strike
9.75
IV
111.0%
B/E move
9.1%
Puts
Pseudo strike
12.22
IV
99.0%
B/E move
5.6%

70Δ

Calls
Pseudo strike
9.21
IV
116.7%
B/E move
7.8%
Puts
Pseudo strike
12.83
IV
101.3%
B/E move
4.3%

75Δ

Calls
Pseudo strike
8.67
IV
122.4%
B/E move
6.5%
Puts
Pseudo strike
13.90
IV
112.2%
B/E move
3.6%

80Δ

Calls
Pseudo strike
8.14
IV
128.1%
B/E move
5.1%
Puts
Pseudo strike
14.98
IV
123.0%
B/E move
2.9%

Options history

No recorded observations