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Aldeyra The ALDX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-27T12:03:56.047Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

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 · 2026-10-26T23:59:41.199780159Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-27T12:03:55.961492+00:00

Share price$0.64
1D+3.7%
AH$0.62$0.63$0.65$0.66$0.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALDX
Sold putSold callAH

Aldeyra The options

Live interpolated ALDX call and put midpoint premiums by absolute delta.Aldeyra The$0.01$0.27$0.54$0.80$1.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEALDX PRICE$0.04$0.06$0.08$0.11$0.14$0.16$0.19$0.22$0.24$0.27$0.29$0.32$0.58$0.76$0.98
PutsExpensive8.84×
CallsExpensive8.53×
SkewBullish-70.52 pp
Implied move——
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.67800.0%166.2%
25Δ1.47800.0%137.9%
30Δ1.37800.0%127.2%
35Δ1.28800.0%116.5%
40Δ1.18800.0%105.8%
45Δ1.09800.0%95.1%
50Δ0.99800.0%84.4%
55Δ0.90800.0%73.7%
60Δ0.80800.0%63.0%
65Δ0.71800.0%52.3%
70Δ0.62800.0%41.6%1.16685.1%9.1%
75Δ0.52800.0%30.9%1.36731.7%7.6%
80Δ1.58771.7%6.5%

20Δ

Calls
Pseudo strike
1.67
IV
800.0%
B/E move
166.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.47
IV
800.0%
B/E move
137.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.37
IV
800.0%
B/E move
127.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.28
IV
800.0%
B/E move
116.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.18
IV
800.0%
B/E move
105.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.09
IV
800.0%
B/E move
95.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
0.99
IV
800.0%
B/E move
84.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
0.90
IV
800.0%
B/E move
73.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
0.80
IV
800.0%
B/E move
63.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.71
IV
800.0%
B/E move
52.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
0.62
IV
800.0%
B/E move
41.6%
Puts
Pseudo strike
1.16
IV
685.1%
B/E move
9.1%

75Δ

Calls
Pseudo strike
0.52
IV
800.0%
B/E move
30.9%
Puts
Pseudo strike
1.36
IV
731.7%
B/E move
7.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.58
IV
771.7%
B/E move
6.5%

Options history

No recorded observations