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Altimmune Inc ALT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T16:58:18.119Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:57:30.150086506Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:17.617099+00:00

Share price$2.29
1D-1.1%
$2.28$2.29$2.31$2.32$2.345:30 AM6:30 AM9:00 AM1:00 PMALT
Sold putSold call

Altimmune Inc options

Live interpolated ALT call and put midpoint premiums by absolute delta.Altimmune Inc$0.02$0.30$0.58$0.86$1.14$1.13$1.66$2.20$2.74$3.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALT spot · $2.29ALT PRICE$0.05$0.10$0.17$0.25$0.33$0.40$0.48$0.56$0.63$0.71$0.79$0.86$0.94$0.88$0.63$0.38$0.38$0.38$0.38$0.38$0.38$0.42$0.54$0.65$0.77$1.06
PutsExpensive6.36×
CallsExpensive4.78×
SkewBearish+98.38 pp
Implied moveBullish±$0.86
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.64170.6%17.8%1.64796.2%66.5%
25Δ2.42182.8%10.4%1.82791.6%47.8%
30Δ2.35235.1%10.3%2.00786.9%29.2%
35Δ2.27287.4%10.2%2.09709.8%25.0%
40Δ2.19339.7%10.2%2.18631.6%21.1%
45Δ2.11392.0%10.1%2.27553.4%17.2%
50Δ2.03444.3%10.0%2.36475.2%13.3%
55Δ1.95496.6%9.9%2.45396.9%9.4%
60Δ1.88548.9%9.8%2.55355.8%6.6%
65Δ1.80601.2%9.7%2.69372.1%5.8%
70Δ1.72653.5%9.6%2.83388.4%4.9%
75Δ1.64705.8%9.6%2.96404.7%4.0%
80Δ1.56758.1%9.5%3.27432.6%3.1%

20Δ

Calls
Pseudo strike
2.64
IV
170.6%
B/E move
17.8%
Puts
Pseudo strike
1.64
IV
796.2%
B/E move
66.5%

25Δ

Calls
Pseudo strike
2.42
IV
182.8%
B/E move
10.4%
Puts
Pseudo strike
1.82
IV
791.6%
B/E move
47.8%

30Δ

Calls
Pseudo strike
2.35
IV
235.1%
B/E move
10.3%
Puts
Pseudo strike
2.00
IV
786.9%
B/E move
29.2%

35Δ

Calls
Pseudo strike
2.27
IV
287.4%
B/E move
10.2%
Puts
Pseudo strike
2.09
IV
709.8%
B/E move
25.0%

40Δ

Calls
Pseudo strike
2.19
IV
339.7%
B/E move
10.2%
Puts
Pseudo strike
2.18
IV
631.6%
B/E move
21.1%

45Δ

Calls
Pseudo strike
2.11
IV
392.0%
B/E move
10.1%
Puts
Pseudo strike
2.27
IV
553.4%
B/E move
17.2%

50Δ

Calls
Pseudo strike
2.03
IV
444.3%
B/E move
10.0%
Puts
Pseudo strike
2.36
IV
475.2%
B/E move
13.3%

55Δ

Calls
Pseudo strike
1.95
IV
496.6%
B/E move
9.9%
Puts
Pseudo strike
2.45
IV
396.9%
B/E move
9.4%

60Δ

Calls
Pseudo strike
1.88
IV
548.9%
B/E move
9.8%
Puts
Pseudo strike
2.55
IV
355.8%
B/E move
6.6%

65Δ

Calls
Pseudo strike
1.80
IV
601.2%
B/E move
9.7%
Puts
Pseudo strike
2.69
IV
372.1%
B/E move
5.8%

70Δ

Calls
Pseudo strike
1.72
IV
653.5%
B/E move
9.6%
Puts
Pseudo strike
2.83
IV
388.4%
B/E move
4.9%

75Δ

Calls
Pseudo strike
1.64
IV
705.8%
B/E move
9.6%
Puts
Pseudo strike
2.96
IV
404.7%
B/E move
4.0%

80Δ

Calls
Pseudo strike
1.56
IV
758.1%
B/E move
9.5%
Puts
Pseudo strike
3.27
IV
432.6%
B/E move
3.1%

Options history

ALT61.39300.39539.402026-07-24: 320.84%2026-07-27: 237.75%2026-07-28: 288.09%2026-08-03: 288.02%2026-08-04: 298.11%2026-08-05: 264.87%2026-08-06: 164.84%2026-08-07: 340.81%2026-08-10: 352.93%2026-08-11: 201.99%2026-08-12: 310.73%2026-08-17: 136.93%2026-08-18: 94.36%2026-08-21: 342.30%2026-08-25: 339.24%2026-08-28: 253.37%2026-09-18: 342.60%2026-09-22: 323.39%2026-09-24: 229.42%2026-09-25: 258.84%2026-09-28: 108.62%2026-10-01: 387.04%2026-10-02: 435.16%2026-10-05: 477.52%2026-10-09: 379.90%2026-10-16: 506.43%Jul 24Oct 16
Table
DateIV
320.84%
237.75%
288.09%
288.02%
298.11%
264.87%
164.84%
340.81%
352.93%
201.99%
310.73%
136.93%
94.36%
342.30%
339.24%
253.37%
342.60%
323.39%
229.42%
258.84%
108.62%
387.04%
435.16%
477.52%
379.90%
506.43%