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Altimmune, Inc. Common Stock ALT

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Market datapartial · fetched 2026-11-10T22:17:48.226Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:06:33.64900338Z

FundamentalsAlpha Vantage · unavailable

Share price$1.95
1D-8.4%
AH$1.89$1.96$2.03$2.10$2.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALT
Sold putSold callAH

Altimmune, Inc. Common Stock options

Live interpolated ALT call and put midpoint premiums by absolute delta.Altimmune, Inc. Common Stock$0.02$0.35$0.68$1.02$1.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEALT PRICE$0.09$0.10$0.12$0.14$0.20$0.26$0.32$0.38$0.44$0.50$0.06$0.06$0.07$0.07$0.08$0.08$1.25
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.56299.2%22.9%
25Δ1.62273.9%20.3%
30Δ1.67248.6%17.7%
35Δ2.35252.9%25.2%1.73223.4%15.1%
40Δ2.22236.3%19.2%1.79198.1%12.4%
45Δ2.09219.6%13.2%1.84172.8%9.8%
50Δ1.98215.8%8.7%
55Δ1.90241.4%8.0%
60Δ1.83267.0%7.2%
65Δ1.76292.6%6.5%
70Δ1.68318.2%5.7%3.04617.3%8.3%
75Δ1.61343.7%5.0%
80Δ1.54369.3%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.56
IV
299.2%
B/E move
22.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.62
IV
273.9%
B/E move
20.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.67
IV
248.6%
B/E move
17.7%

35Δ

Calls
Pseudo strike
2.35
IV
252.9%
B/E move
25.2%
Puts
Pseudo strike
1.73
IV
223.4%
B/E move
15.1%

40Δ

Calls
Pseudo strike
2.22
IV
236.3%
B/E move
19.2%
Puts
Pseudo strike
1.79
IV
198.1%
B/E move
12.4%

45Δ

Calls
Pseudo strike
2.09
IV
219.6%
B/E move
13.2%
Puts
Pseudo strike
1.84
IV
172.8%
B/E move
9.8%

50Δ

Calls
Pseudo strike
1.98
IV
215.8%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.90
IV
241.4%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.83
IV
267.0%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.76
IV
292.6%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.68
IV
318.2%
B/E move
5.7%
Puts
Pseudo strike
3.04
IV
617.3%
B/E move
8.3%

75Δ

Calls
Pseudo strike
1.61
IV
343.7%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.54
IV
369.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend424.16%
Daily close
ALT59.3%312.0%564.6%2026-08-17: 136.80%2026-08-18: 94.19%2026-08-21: 338.01%2026-08-28: 257.20%2026-09-18: 366.04%2026-09-22: 333.88%2026-09-25: 259.06%2026-09-29: 267.21%2026-10-02: 435.56%2026-10-16: 529.74%2026-10-26: 328.23%2026-10-30: 424.16%Aug 17Sep 22Oct 30
12 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
136.80%
94.19%
338.01%
257.20%
366.04%
333.88%
259.06%
267.21%
435.56%
529.74%
328.23%
424.16%