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Alector, Inc. Common Stock ALEC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T13:57:12.909Z

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 · 2026-11-11T13:48:05.784464293Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:57:12.492078+00:00

Share price$2.54
1D+0.0%
$2.54$2.54$2.54$2.54$2.555:30 AM6:30 AM9:00 AM1:00 PMALEC
Sold putSold call

Alector, Inc. Common Stock options

Live interpolated ALEC call and put midpoint premiums by absolute delta.Alector, Inc. Common Stock$0.22$0.72$1.22$1.72$2.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEALEC PRICE$0.27$0.40$0.54$0.67$0.80$0.57$0.78$1.00$1.21$1.43$1.64$1.86$2.07
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ2.73255.2%15.0%
50Δ2.98258.1%13.5%
55Δ3.23261.1%12.0%
60Δ2.42127.4%6.0%3.49264.1%10.5%
65Δ2.27153.9%5.4%3.74267.0%9.0%
70Δ2.13180.4%4.8%3.99270.0%7.5%
75Δ1.98206.9%4.3%4.24273.0%6.0%
80Δ1.83233.4%3.7%4.50275.9%4.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.73
IV
255.2%
B/E move
15.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.98
IV
258.1%
B/E move
13.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.23
IV
261.1%
B/E move
12.0%

60Δ

Calls
Pseudo strike
2.42
IV
127.4%
B/E move
6.0%
Puts
Pseudo strike
3.49
IV
264.1%
B/E move
10.5%

65Δ

Calls
Pseudo strike
2.27
IV
153.9%
B/E move
5.4%
Puts
Pseudo strike
3.74
IV
267.0%
B/E move
9.0%

70Δ

Calls
Pseudo strike
2.13
IV
180.4%
B/E move
4.8%
Puts
Pseudo strike
3.99
IV
270.0%
B/E move
7.5%

75Δ

Calls
Pseudo strike
1.98
IV
206.9%
B/E move
4.3%
Puts
Pseudo strike
4.24
IV
273.0%
B/E move
6.0%

80Δ

Calls
Pseudo strike
1.83
IV
233.4%
B/E move
3.7%
Puts
Pseudo strike
4.50
IV
275.9%
B/E move
4.5%

Options history

IV · four-Friday blend97.58%
Daily close
ALEC91.2%137.6%184.1%2026-09-04: 120.58%2026-10-02: 142.97%2026-10-05: 140.70%2026-10-07: 122.27%2026-10-08: 177.70%2026-10-16: 158.86%2026-10-19: 125.69%2026-10-20: 123.17%2026-10-21: 134.95%2026-10-29: 106.69%2026-10-30: 97.58%Sep 4Oct 16Oct 30
11 observations2026-09-04 — 2026-10-30
Table
DateIV (%)
120.58%
142.97%
140.70%
122.27%
177.70%
158.86%
125.69%
123.17%
134.95%
106.69%
97.58%