IntraAlpha
Create free account Start free

AudioEye, Inc. Common Stock AEYE

i

Market datapartial · fetched 2026-10-22T04:25:55.284Z

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 · 2026-10-21T20:00:00.395951445Z

FundamentalsAlpha Vantage · unavailable

Share price$7.88
1D-2.1%
AH$7.72$7.86$8.00$8.14$8.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEYE
Sold putSold callAH

AudioEye, Inc. Common Stock options

Live interpolated AEYE call and put midpoint premiums by absolute delta.AudioEye, Inc. Common Stock$0.20$0.75$1.31$1.86$2.42$4.93$6.46$7.98$9.50$11.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEYE spot · $7.88AEYE PRICE$0.26$0.27$0.31$0.39$0.49$0.60$0.70$0.85$1.06$1.28$1.49$1.87$2.26$0.38$0.38$0.42$0.51$0.59$0.68$0.86$1.19$1.52$1.83$2.14
PutsCheap0.90×
CallsCheap0.90×
SkewBullish-8.81 pp
Implied moveBearish±$1.56
TiltBullish6.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.27120.7%46.4%6.19127.8%26.2%
25Δ9.7890.9%27.5%6.7799.6%18.9%
30Δ9.2282.4%20.9%7.1486.4%14.8%
35Δ8.8681.1%17.3%7.3883.5%12.8%
40Δ8.6284.2%15.7%7.6280.6%10.8%
45Δ8.3987.3%14.1%7.8677.7%8.8%
50Δ8.1690.4%12.5%8.1580.3%7.5%
55Δ7.9095.0%11.0%8.5290.7%7.0%
60Δ7.61102.7%10.0%8.89101.1%6.6%
65Δ7.31110.4%8.9%9.27104.4%5.6%
70Δ7.01118.1%7.9%9.66104.3%4.5%
75Δ6.55131.4%6.9%
80Δ6.08144.8%5.8%

20Δ

Calls
Pseudo strike
11.27
IV
120.7%
B/E move
46.4%
Puts
Pseudo strike
6.19
IV
127.8%
B/E move
26.2%

25Δ

Calls
Pseudo strike
9.78
IV
90.9%
B/E move
27.5%
Puts
Pseudo strike
6.77
IV
99.6%
B/E move
18.9%

30Δ

Calls
Pseudo strike
9.22
IV
82.4%
B/E move
20.9%
Puts
Pseudo strike
7.14
IV
86.4%
B/E move
14.8%

35Δ

Calls
Pseudo strike
8.86
IV
81.1%
B/E move
17.3%
Puts
Pseudo strike
7.38
IV
83.5%
B/E move
12.8%

40Δ

Calls
Pseudo strike
8.62
IV
84.2%
B/E move
15.7%
Puts
Pseudo strike
7.62
IV
80.6%
B/E move
10.8%

45Δ

Calls
Pseudo strike
8.39
IV
87.3%
B/E move
14.1%
Puts
Pseudo strike
7.86
IV
77.7%
B/E move
8.8%

50Δ

Calls
Pseudo strike
8.16
IV
90.4%
B/E move
12.5%
Puts
Pseudo strike
8.15
IV
80.3%
B/E move
7.5%

55Δ

Calls
Pseudo strike
7.90
IV
95.0%
B/E move
11.0%
Puts
Pseudo strike
8.52
IV
90.7%
B/E move
7.0%

60Δ

Calls
Pseudo strike
7.61
IV
102.7%
B/E move
10.0%
Puts
Pseudo strike
8.89
IV
101.1%
B/E move
6.6%

65Δ

Calls
Pseudo strike
7.31
IV
110.4%
B/E move
8.9%
Puts
Pseudo strike
9.27
IV
104.4%
B/E move
5.6%

70Δ

Calls
Pseudo strike
7.01
IV
118.1%
B/E move
7.9%
Puts
Pseudo strike
9.66
IV
104.3%
B/E move
4.5%

75Δ

Calls
Pseudo strike
6.55
IV
131.4%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.08
IV
144.8%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations