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AudioEye, Inc. Common Stock AEYE

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Market dataready · fetched 2026-11-11T15:39:41.905Z

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 · 2026-11-11T15:34:44.374879065Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:39:41.375741+00:00

Share price$13.90
1D+2.7%
$13.50$13.62$13.74$13.86$13.985:30 AM6:30 AM9:00 AM1:00 PMAEYE
Sold putSold call

AudioEye, Inc. Common Stock options

Live interpolated AEYE call and put midpoint premiums by absolute delta.AudioEye, Inc. Common Stock$0.19$0.93$1.68$2.42$3.16$10.80$12.42$14.05$15.67$17.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AEYE spot · $13.90AEYE PRICE$0.38$0.38$0.41$0.49$0.56$0.64$0.70$0.76$0.82$0.88$0.94$1.00$0.27$0.34$0.42$0.56$0.71$0.85$1.02$1.22$1.43$1.65$2.03$2.41$2.95
PutsCheap0.93×
Calls——
Skew——
Implied moveBearish±$1.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.21172.4%33.7%12.26102.1%13.7%
25Δ16.28126.1%19.8%12.6696.6%11.4%
30Δ13.0392.2%9.2%
35Δ14.8083.6%9.4%13.3095.4%8.4%
40Δ14.5482.2%8.1%13.5698.6%7.5%
45Δ14.2880.8%6.8%13.83101.8%6.7%
50Δ14.0379.5%5.5%14.11104.1%5.8%
55Δ13.8675.1%4.7%14.42104.9%5.1%
60Δ13.7070.4%4.0%14.73105.7%4.3%
65Δ13.5465.7%3.3%15.06107.0%3.5%
70Δ13.3861.0%2.6%15.52111.1%2.9%
75Δ13.2256.3%1.9%15.98115.2%2.4%
80Δ13.0651.6%1.1%16.60118.5%1.8%

20Δ

Calls
Pseudo strike
18.21
IV
172.4%
B/E move
33.7%
Puts
Pseudo strike
12.26
IV
102.1%
B/E move
13.7%

25Δ

Calls
Pseudo strike
16.28
IV
126.1%
B/E move
19.8%
Puts
Pseudo strike
12.66
IV
96.6%
B/E move
11.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.03
IV
92.2%
B/E move
9.2%

35Δ

Calls
Pseudo strike
14.80
IV
83.6%
B/E move
9.4%
Puts
Pseudo strike
13.30
IV
95.4%
B/E move
8.4%

40Δ

Calls
Pseudo strike
14.54
IV
82.2%
B/E move
8.1%
Puts
Pseudo strike
13.56
IV
98.6%
B/E move
7.5%

45Δ

Calls
Pseudo strike
14.28
IV
80.8%
B/E move
6.8%
Puts
Pseudo strike
13.83
IV
101.8%
B/E move
6.7%

50Δ

Calls
Pseudo strike
14.03
IV
79.5%
B/E move
5.5%
Puts
Pseudo strike
14.11
IV
104.1%
B/E move
5.8%

55Δ

Calls
Pseudo strike
13.86
IV
75.1%
B/E move
4.7%
Puts
Pseudo strike
14.42
IV
104.9%
B/E move
5.1%

60Δ

Calls
Pseudo strike
13.70
IV
70.4%
B/E move
4.0%
Puts
Pseudo strike
14.73
IV
105.7%
B/E move
4.3%

65Δ

Calls
Pseudo strike
13.54
IV
65.7%
B/E move
3.3%
Puts
Pseudo strike
15.06
IV
107.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
13.38
IV
61.0%
B/E move
2.6%
Puts
Pseudo strike
15.52
IV
111.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
13.22
IV
56.3%
B/E move
1.9%
Puts
Pseudo strike
15.98
IV
115.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
13.06
IV
51.6%
B/E move
1.1%
Puts
Pseudo strike
16.60
IV
118.5%
B/E move
1.8%

Options history

IV · four-Friday blend71.95%
Daily close
AEYE67.1%101.5%135.9%2026-08-13: 95.77%2026-08-14: 116.52%2026-08-17: 91.07%2026-08-21: 82.93%2026-08-24: 82.42%2026-08-25: 80.60%2026-08-27: 81.41%2026-08-28: 75.42%2026-08-31: 82.51%2026-09-02: 82.11%2026-09-03: 83.97%2026-09-08: 81.73%2026-09-09: 81.13%2026-09-11: 79.89%2026-09-18: 79.13%2026-09-21: 79.64%2026-09-22: 80.08%2026-09-23: 80.40%2026-09-24: 81.71%2026-09-25: 80.29%2026-09-28: 82.90%2026-09-29: 82.94%2026-09-30: 81.47%2026-10-01: 82.04%2026-10-02: 81.91%2026-10-05: 86.33%2026-10-06: 86.58%2026-10-07: 84.55%2026-10-08: 86.05%2026-10-09: 81.12%2026-10-12: 99.92%2026-10-13: 104.79%2026-10-14: 114.01%2026-10-15: 131.19%2026-10-16: 82.03%2026-10-19: 82.17%2026-10-20: 90.01%2026-10-21: 77.89%2026-10-22: 82.06%2026-10-23: 80.55%2026-10-26: 83.99%2026-10-27: 71.81%2026-10-28: 74.09%2026-10-29: 76.20%2026-10-30: 71.95%Aug 13Sep 30Oct 30
45 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
95.77%
116.52%
91.07%
82.93%
82.42%
80.60%
81.41%
75.42%
82.51%
82.11%
83.97%
81.73%
81.13%
79.89%
79.13%
79.64%
80.08%
80.40%
81.71%
80.29%
82.90%
82.94%
81.47%
82.04%
81.91%
86.33%
86.58%
84.55%
86.05%
81.12%
99.92%
104.79%
114.01%
131.19%
82.03%
82.17%
90.01%
77.89%
82.06%
80.55%
83.99%
71.81%
74.09%
76.20%
71.95%