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Aeluma, Inc. Common Stock ALMU

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Market datapartial · fetched 2026-10-22T04:25:40.737Z

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 · unavailable

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. Common Stock options

Live interpolated ALMU call and put midpoint premiums by absolute delta.Aeluma, Inc. Common Stock$0.00$3.84$7.68$11.52$15.36$3.87$6.65$9.43$12.21$14.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALMU spot · $7.93ALMU PRICE$0.19$0.26$0.32$0.40$0.51$0.62$0.74$0.85$0.96$1.09$1.27$1.45$1.63$0.36$0.49$0.61$0.73$0.93$1.17$1.40$1.63$1.93$2.29$2.74$3.34$14.24
PutsExpensive1.13×
CallsCheap0.85×
SkewBearish+44.33 pp
Implied moveBearish±$2.14
TiltBearish51.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.1087.5%29.9%6.32117.0%24.8%
25Δ9.6785.4%25.3%6.67116.1%21.9%
30Δ9.3084.4%21.5%7.03115.2%19.0%
35Δ8.9683.8%18.0%7.39114.3%16.1%
40Δ8.7085.4%16.2%7.74115.4%14.1%
45Δ8.4587.1%14.5%8.10117.3%12.5%
50Δ8.2088.7%12.7%8.46119.2%10.9%
55Δ7.9590.4%11.0%8.82121.1%9.3%
60Δ7.6992.1%9.2%9.23122.7%7.9%
65Δ7.4392.8%7.6%9.70124.1%6.5%
70Δ7.1690.4%6.4%10.24126.6%5.3%
75Δ6.8988.1%5.2%10.93131.2%4.2%
80Δ6.6185.8%4.0%21.74278.0%5.3%

20Δ

Calls
Pseudo strike
10.10
IV
87.5%
B/E move
29.9%
Puts
Pseudo strike
6.32
IV
117.0%
B/E move
24.8%

25Δ

Calls
Pseudo strike
9.67
IV
85.4%
B/E move
25.3%
Puts
Pseudo strike
6.67
IV
116.1%
B/E move
21.9%

30Δ

Calls
Pseudo strike
9.30
IV
84.4%
B/E move
21.5%
Puts
Pseudo strike
7.03
IV
115.2%
B/E move
19.0%

35Δ

Calls
Pseudo strike
8.96
IV
83.8%
B/E move
18.0%
Puts
Pseudo strike
7.39
IV
114.3%
B/E move
16.1%

40Δ

Calls
Pseudo strike
8.70
IV
85.4%
B/E move
16.2%
Puts
Pseudo strike
7.74
IV
115.4%
B/E move
14.1%

45Δ

Calls
Pseudo strike
8.45
IV
87.1%
B/E move
14.5%
Puts
Pseudo strike
8.10
IV
117.3%
B/E move
12.5%

50Δ

Calls
Pseudo strike
8.20
IV
88.7%
B/E move
12.7%
Puts
Pseudo strike
8.46
IV
119.2%
B/E move
10.9%

55Δ

Calls
Pseudo strike
7.95
IV
90.4%
B/E move
11.0%
Puts
Pseudo strike
8.82
IV
121.1%
B/E move
9.3%

60Δ

Calls
Pseudo strike
7.69
IV
92.1%
B/E move
9.2%
Puts
Pseudo strike
9.23
IV
122.7%
B/E move
7.9%

65Δ

Calls
Pseudo strike
7.43
IV
92.8%
B/E move
7.6%
Puts
Pseudo strike
9.70
IV
124.1%
B/E move
6.5%

70Δ

Calls
Pseudo strike
7.16
IV
90.4%
B/E move
6.4%
Puts
Pseudo strike
10.24
IV
126.6%
B/E move
5.3%

75Δ

Calls
Pseudo strike
6.89
IV
88.1%
B/E move
5.2%
Puts
Pseudo strike
10.93
IV
131.2%
B/E move
4.2%

80Δ

Calls
Pseudo strike
6.61
IV
85.8%
B/E move
4.0%
Puts
Pseudo strike
21.74
IV
278.0%
B/E move
5.3%

Options history

No recorded observations