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AudioEye, Inc. Common Stock AEYE

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Market datapartial · fetched 2026-10-22T16:30:15.313Z

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 · 2026-10-22T16:29:17.812684252Z

FundamentalsAlpha Vantage · unavailable

Share price$7.83
1D+0.0%
$7.74$7.84$7.93$8.02$8.115:30 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$0.70$1.21$1.72$2.23$4.91$6.42$7.93$9.43$10.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEYE spot · $7.83AEYE PRICE$0.38$0.25$0.28$0.38$0.48$0.58$0.68$0.82$0.98$1.14$1.30$1.55$1.82$0.38$0.38$0.43$0.54$0.64$0.75$0.88$1.04$1.21$1.37$1.57$1.83$2.09
PutsCheap0.84×
CallsCheap0.86×
SkewBullish-9.40 pp
Implied moveBearish±$1.56
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.39192.0%88.6%6.15129.1%26.2%
25Δ9.6086.5%25.8%6.71101.6%19.1%
30Δ8.9372.4%17.6%7.1186.7%14.6%
35Δ8.7276.3%16.2%7.3686.1%12.9%
40Δ8.5180.2%14.8%7.6085.6%11.2%
45Δ8.3084.1%13.4%7.8485.0%9.5%
50Δ8.0988.1%12.0%8.0984.4%8.0%
55Δ7.8591.3%10.7%8.3483.8%6.9%
60Δ7.5894.1%9.3%8.5983.2%5.7%
65Δ7.3196.9%7.9%8.8482.6%4.6%
70Δ7.0599.7%6.6%9.1281.8%3.6%
75Δ6.70103.3%5.4%9.4480.6%2.8%
80Δ6.34107.0%4.2%9.7679.4%1.9%

20Δ

Calls
Pseudo strike
14.39
IV
192.0%
B/E move
88.6%
Puts
Pseudo strike
6.15
IV
129.1%
B/E move
26.2%

25Δ

Calls
Pseudo strike
9.60
IV
86.5%
B/E move
25.8%
Puts
Pseudo strike
6.71
IV
101.6%
B/E move
19.1%

30Δ

Calls
Pseudo strike
8.93
IV
72.4%
B/E move
17.6%
Puts
Pseudo strike
7.11
IV
86.7%
B/E move
14.6%

35Δ

Calls
Pseudo strike
8.72
IV
76.3%
B/E move
16.2%
Puts
Pseudo strike
7.36
IV
86.1%
B/E move
12.9%

40Δ

Calls
Pseudo strike
8.51
IV
80.2%
B/E move
14.8%
Puts
Pseudo strike
7.60
IV
85.6%
B/E move
11.2%

45Δ

Calls
Pseudo strike
8.30
IV
84.1%
B/E move
13.4%
Puts
Pseudo strike
7.84
IV
85.0%
B/E move
9.5%

50Δ

Calls
Pseudo strike
8.09
IV
88.1%
B/E move
12.0%
Puts
Pseudo strike
8.09
IV
84.4%
B/E move
8.0%

55Δ

Calls
Pseudo strike
7.85
IV
91.3%
B/E move
10.7%
Puts
Pseudo strike
8.34
IV
83.8%
B/E move
6.9%

60Δ

Calls
Pseudo strike
7.58
IV
94.1%
B/E move
9.3%
Puts
Pseudo strike
8.59
IV
83.2%
B/E move
5.7%

65Δ

Calls
Pseudo strike
7.31
IV
96.9%
B/E move
7.9%
Puts
Pseudo strike
8.84
IV
82.6%
B/E move
4.6%

70Δ

Calls
Pseudo strike
7.05
IV
99.7%
B/E move
6.6%
Puts
Pseudo strike
9.12
IV
81.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
6.70
IV
103.3%
B/E move
5.4%
Puts
Pseudo strike
9.44
IV
80.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
6.34
IV
107.0%
B/E move
4.2%
Puts
Pseudo strike
9.76
IV
79.4%
B/E move
1.9%

Options history

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