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AudioEye, Inc. Common Stock AEYE

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Market datapartial · fetched 2026-10-22T21:22:26.178Z

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 · 2026-10-22T20:09:32.607461837Z

FundamentalsAlpha Vantage · unavailable

Share price$8.20
1D+4.7%
AH$7.70$7.84$7.97$8.10$8.245:30 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$0.04$2.10$4.17$6.23$8.30$4.84$6.50$8.17$9.83$11.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEYE spot · $8.20AEYE PRICE$0.38$0.26$0.33$0.39$0.46$0.53$0.60$0.66$0.74$0.85$0.96$1.08$1.19$0.38$0.41$0.54$0.68$0.81$1.02$1.23$1.45$1.80$2.16$2.68$3.39$7.70
PutsExpensive1.12×
CallsCheap0.69×
SkewBearish+38.24 pp
Implied moveBearish±$1.83
TiltBearish48.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.46181.8%80.9%6.46126.0%25.7%
25Δ9.9684.2%24.6%7.07100.5%18.7%
30Δ9.6781.7%22.0%7.37101.3%16.7%
35Δ9.3979.1%19.3%7.67102.1%14.7%
40Δ9.1176.6%16.7%7.97102.9%12.7%
45Δ8.8274.1%14.1%8.30104.7%11.2%
50Δ8.5471.6%11.4%8.63106.5%9.8%
55Δ8.2669.0%8.8%8.96108.4%8.4%
60Δ7.9866.6%6.3%9.40112.0%7.2%
65Δ7.7964.8%5.4%9.86115.9%6.1%
70Δ7.6063.1%4.5%10.46120.9%5.1%
75Δ7.4161.4%3.5%11.25128.9%4.1%
80Δ7.2259.6%2.6%15.55200.6%4.3%

20Δ

Calls
Pseudo strike
14.46
IV
181.8%
B/E move
80.9%
Puts
Pseudo strike
6.46
IV
126.0%
B/E move
25.7%

25Δ

Calls
Pseudo strike
9.96
IV
84.2%
B/E move
24.6%
Puts
Pseudo strike
7.07
IV
100.5%
B/E move
18.7%

30Δ

Calls
Pseudo strike
9.67
IV
81.7%
B/E move
22.0%
Puts
Pseudo strike
7.37
IV
101.3%
B/E move
16.7%

35Δ

Calls
Pseudo strike
9.39
IV
79.1%
B/E move
19.3%
Puts
Pseudo strike
7.67
IV
102.1%
B/E move
14.7%

40Δ

Calls
Pseudo strike
9.11
IV
76.6%
B/E move
16.7%
Puts
Pseudo strike
7.97
IV
102.9%
B/E move
12.7%

45Δ

Calls
Pseudo strike
8.82
IV
74.1%
B/E move
14.1%
Puts
Pseudo strike
8.30
IV
104.7%
B/E move
11.2%

50Δ

Calls
Pseudo strike
8.54
IV
71.6%
B/E move
11.4%
Puts
Pseudo strike
8.63
IV
106.5%
B/E move
9.8%

55Δ

Calls
Pseudo strike
8.26
IV
69.0%
B/E move
8.8%
Puts
Pseudo strike
8.96
IV
108.4%
B/E move
8.4%

60Δ

Calls
Pseudo strike
7.98
IV
66.6%
B/E move
6.3%
Puts
Pseudo strike
9.40
IV
112.0%
B/E move
7.2%

65Δ

Calls
Pseudo strike
7.79
IV
64.8%
B/E move
5.4%
Puts
Pseudo strike
9.86
IV
115.9%
B/E move
6.1%

70Δ

Calls
Pseudo strike
7.60
IV
63.1%
B/E move
4.5%
Puts
Pseudo strike
10.46
IV
120.9%
B/E move
5.1%

75Δ

Calls
Pseudo strike
7.41
IV
61.4%
B/E move
3.5%
Puts
Pseudo strike
11.25
IV
128.9%
B/E move
4.1%

80Δ

Calls
Pseudo strike
7.22
IV
59.6%
B/E move
2.6%
Puts
Pseudo strike
15.55
IV
200.6%
B/E move
4.3%

Options history

AEYE76.7588.50100.242026-10-20: 98.62%2026-10-21: 78.37%Oct 20Oct 21
Table
DateIV
98.62%
78.37%