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Alector, Inc. Common Stock ALEC

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Market datapartial · fetched 2026-10-22T05:15:01.539Z

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 · 2026-10-21T23:41:54.65797508Z

FundamentalsAlpha Vantage · unavailable

Share price$1.87
1D-2.1%
AH$1.84$1.88$1.92$1.96$2.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALEC
Sold putSold callAH

Alector, Inc. Common Stock options

Live interpolated ALEC call and put midpoint premiums by absolute delta.Alector, Inc. Common Stock$0.30$0.38$0.46$0.53$0.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEALEC PRICE$0.56$0.46$0.44$0.42$0.39$0.36$0.34$0.31$0.33$0.38$0.43$0.48$0.53$0.59
PutsExpensive1.10×
CallsCheap0.76×
SkewBearish+35.01 pp
Implied move——
TiltBearish81.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.36419.6%52.4%
25Δ1.52327.9%42.3%
30Δ1.61287.6%36.3%
35Δ1.70247.4%30.2%
40Δ1.78207.2%24.1%
45Δ1.87166.9%18.0%
50Δ1.96126.7%12.0%
55Δ2.04105.8%8.5%
60Δ2.11102.4%7.3%
65Δ2.1998.9%6.1%
70Δ2.2695.4%4.9%
75Δ2.3391.9%3.7%
80Δ1.42147.0%6.1%2.4188.4%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.36
IV
419.6%
B/E move
52.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.52
IV
327.9%
B/E move
42.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.61
IV
287.6%
B/E move
36.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.70
IV
247.4%
B/E move
30.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.78
IV
207.2%
B/E move
24.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.87
IV
166.9%
B/E move
18.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.96
IV
126.7%
B/E move
12.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.04
IV
105.8%
B/E move
8.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.11
IV
102.4%
B/E move
7.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.19
IV
98.9%
B/E move
6.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.26
IV
95.4%
B/E move
4.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.33
IV
91.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
1.42
IV
147.0%
B/E move
6.1%
Puts
Pseudo strike
2.41
IV
88.4%
B/E move
2.6%

Options history

No recorded observations