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Aeva Technologies, Inc. Common Stock AEVA

i

Market dataready · fetched 2026-11-11T14:28:28.367Z

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 · 2026-11-11T14:27:50.222019574Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:28:27.515136+00:00

Share price$12.76
1D-1.5%
$12.74$12.81$12.88$12.95$13.025:30 AM6:30 AM9:00 AM1:00 PMAEVA
Sold putSold call

Aeva Technologies, Inc. Common Stock options

Live interpolated AEVA call and put midpoint premiums by absolute delta.Aeva Technologies, Inc. Common Stock$0.00$2.78$5.55$8.33$11.11$7.42$9.88$12.34$14.80$17.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AEVA spot · $12.76AEVA PRICE$0.26$0.33$0.41$0.49$0.57$0.65$0.73$0.35$0.50$0.66$0.83$0.99$1.25$1.54$1.84$2.26$3.11$3.92$5.26$10.30
PutsExpensive1.09×
Calls——
Skew——
Implied moveBearish±$2.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.86139.7%17.7%
25Δ14.3193.9%14.2%11.27140.6%15.6%
30Δ13.9290.5%11.7%11.64143.3%14.0%
35Δ13.6889.2%10.4%12.01146.1%12.4%
40Δ13.4387.9%9.1%12.37148.8%10.8%
45Δ13.1986.6%7.8%12.79152.6%9.6%
50Δ12.9585.2%6.6%13.22157.0%8.5%
55Δ12.7083.9%5.3%13.66161.4%7.4%
60Δ14.20170.8%6.5%
65Δ15.09195.9%6.1%
70Δ16.02206.0%5.2%
75Δ17.46228.4%4.4%
80Δ22.50323.2%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.86
IV
139.7%
B/E move
17.7%

25Δ

Calls
Pseudo strike
14.31
IV
93.9%
B/E move
14.2%
Puts
Pseudo strike
11.27
IV
140.6%
B/E move
15.6%

30Δ

Calls
Pseudo strike
13.92
IV
90.5%
B/E move
11.7%
Puts
Pseudo strike
11.64
IV
143.3%
B/E move
14.0%

35Δ

Calls
Pseudo strike
13.68
IV
89.2%
B/E move
10.4%
Puts
Pseudo strike
12.01
IV
146.1%
B/E move
12.4%

40Δ

Calls
Pseudo strike
13.43
IV
87.9%
B/E move
9.1%
Puts
Pseudo strike
12.37
IV
148.8%
B/E move
10.8%

45Δ

Calls
Pseudo strike
13.19
IV
86.6%
B/E move
7.8%
Puts
Pseudo strike
12.79
IV
152.6%
B/E move
9.6%

50Δ

Calls
Pseudo strike
12.95
IV
85.2%
B/E move
6.6%
Puts
Pseudo strike
13.22
IV
157.0%
B/E move
8.5%

55Δ

Calls
Pseudo strike
12.70
IV
83.9%
B/E move
5.3%
Puts
Pseudo strike
13.66
IV
161.4%
B/E move
7.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.20
IV
170.8%
B/E move
6.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.09
IV
195.9%
B/E move
6.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.02
IV
206.0%
B/E move
5.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.46
IV
228.4%
B/E move
4.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.50
IV
323.2%
B/E move
4.4%

Options history

IV · four-Friday blend101.39%
Daily close
AEVA93.2%106.3%119.4%2026-08-13: 105.41%2026-08-14: 103.34%2026-08-17: 103.61%2026-08-19: 117.57%2026-08-21: 102.47%2026-08-24: 101.02%2026-08-25: 106.58%2026-08-26: 103.60%2026-08-27: 105.78%2026-08-28: 99.37%2026-08-31: 106.62%2026-09-01: 103.15%2026-09-02: 103.33%2026-09-03: 98.33%2026-09-04: 101.71%2026-09-08: 107.30%2026-09-09: 101.78%2026-09-11: 102.78%2026-09-14: 109.63%2026-09-18: 99.82%2026-09-21: 98.15%2026-09-22: 98.79%2026-09-23: 96.81%2026-09-24: 100.38%2026-09-25: 97.23%2026-09-28: 100.87%2026-09-29: 99.50%2026-09-30: 101.07%2026-10-01: 97.41%2026-10-02: 95.02%2026-10-05: 100.66%2026-10-07: 97.82%2026-10-12: 110.33%2026-10-16: 98.05%2026-10-19: 97.66%2026-10-20: 99.66%2026-10-21: 97.68%2026-10-22: 98.64%2026-10-23: 102.75%2026-10-26: 99.16%2026-10-27: 98.38%2026-10-28: 102.93%2026-10-29: 100.92%2026-10-30: 101.39%Aug 13Sep 22Oct 30
44 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
105.41%
103.34%
103.61%
117.57%
102.47%
101.02%
106.58%
103.60%
105.78%
99.37%
106.62%
103.15%
103.33%
98.33%
101.71%
107.30%
101.78%
102.78%
109.63%
99.82%
98.15%
98.79%
96.81%
100.38%
97.23%
100.87%
99.50%
101.07%
97.41%
95.02%
100.66%
97.82%
110.33%
98.05%
97.66%
99.66%
97.68%
98.64%
102.75%
99.16%
98.38%
102.93%
100.92%
101.39%