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Aeluma, Inc. Common Stock ALMU

i

Market datapartial · fetched 2026-11-11T03:48:57.709Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-10T21:52:00.660362469Z

FundamentalsAlpha Vantage · unavailable

Share price$7.21
1D+0.1%
AH$7.02$7.15$7.29$7.43$7.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALMU
Sold putSold callAH

Aeluma, Inc. Common Stock options

Live interpolated ALMU call and put midpoint premiums by absolute delta.Aeluma, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEALMU PRICE
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
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend111.36%
Daily close
ALMU90.6%114.1%137.7%2026-08-12: 123.13%2026-08-13: 124.57%2026-08-14: 122.57%2026-08-17: 125.40%2026-08-18: 129.12%2026-08-19: 127.11%2026-08-20: 128.80%2026-08-21: 122.10%2026-08-24: 117.84%2026-08-25: 118.57%2026-08-26: 118.79%2026-08-27: 115.13%2026-08-28: 112.69%2026-08-31: 115.41%2026-09-01: 111.70%2026-09-02: 109.47%2026-09-03: 108.36%2026-09-04: 108.89%2026-09-08: 118.77%2026-09-09: 118.09%2026-09-10: 116.91%2026-09-11: 114.75%2026-09-14: 123.83%2026-09-15: 127.30%2026-09-16: 134.43%2026-09-18: 103.15%2026-09-21: 102.72%2026-09-23: 99.61%2026-09-24: 100.60%2026-09-25: 99.10%2026-09-28: 100.17%2026-09-29: 102.45%2026-09-30: 101.27%2026-10-01: 100.83%2026-10-02: 99.89%2026-10-05: 101.09%2026-10-06: 96.98%2026-10-07: 95.02%2026-10-08: 96.31%2026-10-09: 93.87%2026-10-12: 105.00%2026-10-13: 101.91%2026-10-14: 101.99%2026-10-15: 114.72%2026-10-16: 99.87%2026-10-19: 100.39%2026-10-20: 101.43%2026-10-21: 99.29%2026-10-22: 102.90%2026-10-23: 103.01%2026-10-26: 104.60%2026-10-27: 104.27%2026-10-28: 103.40%2026-10-29: 101.70%2026-10-30: 111.36%Aug 12Sep 23Oct 30
55 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
123.13%
124.57%
122.57%
125.40%
129.12%
127.11%
128.80%
122.10%
117.84%
118.57%
118.79%
115.13%
112.69%
115.41%
111.70%
109.47%
108.36%
108.89%
118.77%
118.09%
116.91%
114.75%
123.83%
127.30%
134.43%
103.15%
102.72%
99.61%
100.60%
99.10%
100.17%
102.45%
101.27%
100.83%
99.89%
101.09%
96.98%
95.02%
96.31%
93.87%
105.00%
101.91%
101.99%
114.72%
99.87%
100.39%
101.43%
99.29%
102.90%
103.01%
104.60%
104.27%
103.40%
101.70%
111.36%