Share price$8.20
1D+4.7%
Sold putSold callAH
AudioEye, Inc. Common Stock AEYE
i
Market datapartial · fetched 2026-10-22T23:11:32.384Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:09:32.607461837Z
FundamentalsAlpha Vantage · unavailable
AudioEye, Inc. Common Stock options
PutsExpensive1.12×
CallsCheap0.69×
SkewBearish+38.23 pp
Implied moveBearish±$1.83
TiltBearish48.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.46 | 182.0% | 80.9% | 6.46 | 126.2% | 25.7% |
| 25Δ | 9.96 | 84.3% | 24.6% | 7.07 | 100.6% | 18.7% |
| 30Δ | 9.67 | 81.8% | 22.0% | 7.37 | 101.4% | 16.7% |
| 35Δ | 9.39 | 79.2% | 19.3% | 7.67 | 102.1% | 14.7% |
| 40Δ | 9.11 | 76.7% | 16.7% | 7.97 | 102.9% | 12.7% |
| 45Δ | 8.82 | 74.1% | 14.1% | 8.30 | 104.7% | 11.2% |
| 50Δ | 8.54 | 71.6% | 11.4% | 8.63 | 106.5% | 9.8% |
| 55Δ | 8.26 | 69.0% | 8.8% | 8.96 | 108.4% | 8.4% |
| 60Δ | 7.98 | 66.6% | 6.3% | 9.40 | 112.0% | 7.2% |
| 65Δ | 7.79 | 64.8% | 5.4% | 9.86 | 115.9% | 6.1% |
| 70Δ | 7.60 | 63.1% | 4.5% | 10.46 | 120.9% | 5.1% |
| 75Δ | 7.41 | 61.4% | 3.5% | 11.25 | 128.9% | 4.1% |
| 80Δ | 7.22 | 59.6% | 2.6% | 15.55 | 200.8% | 4.3% |
20Δ
- Pseudo strike
- 14.46
- IV
- 182.0%
- B/E move
- 80.9%
- Pseudo strike
- 6.46
- IV
- 126.2%
- B/E move
- 25.7%
25Δ
- Pseudo strike
- 9.96
- IV
- 84.3%
- B/E move
- 24.6%
- Pseudo strike
- 7.07
- IV
- 100.6%
- B/E move
- 18.7%
30Δ
- Pseudo strike
- 9.67
- IV
- 81.8%
- B/E move
- 22.0%
- Pseudo strike
- 7.37
- IV
- 101.4%
- B/E move
- 16.7%
35Δ
- Pseudo strike
- 9.39
- IV
- 79.2%
- B/E move
- 19.3%
- Pseudo strike
- 7.67
- IV
- 102.1%
- B/E move
- 14.7%
40Δ
- Pseudo strike
- 9.11
- IV
- 76.7%
- B/E move
- 16.7%
- Pseudo strike
- 7.97
- IV
- 102.9%
- B/E move
- 12.7%
45Δ
- Pseudo strike
- 8.82
- IV
- 74.1%
- B/E move
- 14.1%
- Pseudo strike
- 8.30
- IV
- 104.7%
- B/E move
- 11.2%
50Δ
- Pseudo strike
- 8.54
- IV
- 71.6%
- B/E move
- 11.4%
- Pseudo strike
- 8.63
- IV
- 106.5%
- B/E move
- 9.8%
55Δ
- Pseudo strike
- 8.26
- IV
- 69.0%
- B/E move
- 8.8%
- Pseudo strike
- 8.96
- IV
- 108.4%
- B/E move
- 8.4%
60Δ
- Pseudo strike
- 7.98
- IV
- 66.6%
- B/E move
- 6.3%
- Pseudo strike
- 9.40
- IV
- 112.0%
- B/E move
- 7.2%
65Δ
- Pseudo strike
- 7.79
- IV
- 64.8%
- B/E move
- 5.4%
- Pseudo strike
- 9.86
- IV
- 115.9%
- B/E move
- 6.1%
70Δ
- Pseudo strike
- 7.60
- IV
- 63.1%
- B/E move
- 4.5%
- Pseudo strike
- 10.46
- IV
- 120.9%
- B/E move
- 5.1%
75Δ
- Pseudo strike
- 7.41
- IV
- 61.4%
- B/E move
- 3.5%
- Pseudo strike
- 11.25
- IV
- 128.9%
- B/E move
- 4.1%
80Δ
- Pseudo strike
- 7.22
- IV
- 59.6%
- B/E move
- 2.6%
- Pseudo strike
- 15.55
- IV
- 200.8%
- B/E move
- 4.3%
Options history
Table
| Date | IV |
|---|---|
| 98.62% | |
| 78.37% |