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Aeluma, Inc ALMU

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-22T02:51:42.650Z

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 · 2026-10-21T23:05:23.965111304Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T02:48:45.887000+00:00

Share price$7.93
1D-2.9%
AH$7.60$7.71$7.82$7.93$8.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALMU
Sold putSold callAH

Aeluma, Inc options

Live interpolated ALMU call and put midpoint premiums by absolute delta.Aeluma, Inc$0.00$3.85$7.69$11.54$15.38$3.91$6.68$9.44$12.21$14.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALMU spot · $7.93ALMU PRICE$0.19$0.26$0.32$0.39$0.51$0.62$0.74$0.85$0.96$1.09$1.27$1.45$1.63$0.36$0.49$0.61$0.74$0.93$1.17$1.40$1.64$1.93$2.29$2.74$3.35$14.26
PutsExpensive1.11×
CallsCheap0.83×
SkewBearish+44.05 pp
Implied moveBearish±$2.14
TiltBearish51.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.1186.1%30.0%6.32115.0%24.8%
25Δ9.6784.0%25.3%6.67114.2%21.9%
30Δ9.3182.9%21.5%7.03113.3%19.0%
35Δ8.9682.3%18.0%7.39112.5%16.1%
40Δ8.7084.0%16.2%7.74113.5%14.1%
45Δ8.4585.6%14.5%8.10115.4%12.5%
50Δ8.2087.2%12.7%8.46117.2%10.9%
55Δ7.9588.8%11.0%8.82119.1%9.3%
60Δ7.6990.5%9.2%9.24120.7%7.9%
65Δ7.4491.2%7.6%9.70122.1%6.5%
70Δ7.1688.9%6.4%10.25124.7%5.3%
75Δ6.8986.6%5.2%10.94129.2%4.2%
80Δ6.6184.2%4.0%21.76277.9%5.3%

20Δ

Calls
Pseudo strike
10.11
IV
86.1%
B/E move
30.0%
Puts
Pseudo strike
6.32
IV
115.0%
B/E move
24.8%

25Δ

Calls
Pseudo strike
9.67
IV
84.0%
B/E move
25.3%
Puts
Pseudo strike
6.67
IV
114.2%
B/E move
21.9%

30Δ

Calls
Pseudo strike
9.31
IV
82.9%
B/E move
21.5%
Puts
Pseudo strike
7.03
IV
113.3%
B/E move
19.0%

35Δ

Calls
Pseudo strike
8.96
IV
82.3%
B/E move
18.0%
Puts
Pseudo strike
7.39
IV
112.5%
B/E move
16.1%

40Δ

Calls
Pseudo strike
8.70
IV
84.0%
B/E move
16.2%
Puts
Pseudo strike
7.74
IV
113.5%
B/E move
14.1%

45Δ

Calls
Pseudo strike
8.45
IV
85.6%
B/E move
14.5%
Puts
Pseudo strike
8.10
IV
115.4%
B/E move
12.5%

50Δ

Calls
Pseudo strike
8.20
IV
87.2%
B/E move
12.7%
Puts
Pseudo strike
8.46
IV
117.2%
B/E move
10.9%

55Δ

Calls
Pseudo strike
7.95
IV
88.8%
B/E move
11.0%
Puts
Pseudo strike
8.82
IV
119.1%
B/E move
9.3%

60Δ

Calls
Pseudo strike
7.69
IV
90.5%
B/E move
9.2%
Puts
Pseudo strike
9.24
IV
120.7%
B/E move
7.9%

65Δ

Calls
Pseudo strike
7.44
IV
91.2%
B/E move
7.6%
Puts
Pseudo strike
9.70
IV
122.1%
B/E move
6.5%

70Δ

Calls
Pseudo strike
7.16
IV
88.9%
B/E move
6.4%
Puts
Pseudo strike
10.25
IV
124.7%
B/E move
5.3%

75Δ

Calls
Pseudo strike
6.89
IV
86.6%
B/E move
5.2%
Puts
Pseudo strike
10.94
IV
129.2%
B/E move
4.2%

80Δ

Calls
Pseudo strike
6.61
IV
84.2%
B/E move
4.0%
Puts
Pseudo strike
21.76
IV
277.9%
B/E move
5.3%

Options history

No recorded observations