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Alector Inc ALEC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T12:58:57.441Z

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 · 2026-10-22T12:45:38.669742938Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T12:58:54.716915+00:00

Share price$1.85
1D+0.0%
$1.85$1.85$1.85$1.85$1.865:30 AM6:30 AM9:00 AM1:00 PMALEC
Sold putSold call

Alector Inc options

Live interpolated ALEC call and put midpoint premiums by absolute delta.Alector Inc$0.30$0.38$0.46$0.54$0.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEALEC PRICE$0.60$0.47$0.45$0.42$0.40$0.37$0.35$0.32$0.30$0.35$0.39$0.44$0.48$0.53
PutsExpensive1.10×
CallsCheap0.85×
SkewBearish+18.71 pp
Implied move——
TiltBearish79.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.34426.5%52.6%
25Δ1.51330.4%42.3%
30Δ1.60291.9%36.5%
35Δ1.68253.3%30.7%
40Δ1.76214.8%24.9%
45Δ1.84176.2%19.2%
50Δ1.93137.6%13.4%
55Δ2.01102.1%8.0%
60Δ2.0797.2%7.0%
65Δ2.1392.3%6.0%
70Δ2.2087.5%4.9%
75Δ2.2682.6%3.9%
80Δ1.38163.6%6.8%2.3277.7%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
426.5%
B/E move
52.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.51
IV
330.4%
B/E move
42.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.60
IV
291.9%
B/E move
36.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.68
IV
253.3%
B/E move
30.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.76
IV
214.8%
B/E move
24.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.84
IV
176.2%
B/E move
19.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.93
IV
137.6%
B/E move
13.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.01
IV
102.1%
B/E move
8.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.07
IV
97.2%
B/E move
7.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.13
IV
92.3%
B/E move
6.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.20
IV
87.5%
B/E move
4.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.26
IV
82.6%
B/E move
3.9%

80Δ

Calls
Pseudo strike
1.38
IV
163.6%
B/E move
6.8%
Puts
Pseudo strike
2.32
IV
77.7%
B/E move
2.9%

Options history

ALEC125.07127.31129.552026-10-20: 125.38%2026-10-21: 129.24%Oct 20Oct 21
Table
DateIV
125.38%
129.24%