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Altimmune Inc ALT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:52:23.468Z

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

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 · 2026-10-21T17:52:13.249523441Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:22.921870+00:00

Share price$2.29
1D-1.1%
$2.27$2.29$2.30$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$0.87$1.15$1.17$1.81$2.44$3.07$3.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALT spot · $2.29ALT PRICE$0.05$0.43$0.49$0.38$0.43$0.48$0.52$0.57$0.62$0.67$0.71$0.76$0.81$1.01$0.92$0.84$0.76$0.67$0.59$0.51$0.43$0.42$0.54$0.65$0.77$1.07
PutsExpensive6.03×
CallsExpensive7.38×
SkewBullish-179.20 pp
Implied moveBalanced±$1.03
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.63168.5%17.2%1.60756.5%74.2%
25Δ3.61628.3%77.1%1.72703.4%65.3%
30Δ3.78800.0%87.0%1.83650.3%56.5%
35Δ3.48798.0%68.8%1.95597.2%47.7%
40Δ3.29781.9%62.5%2.07544.1%38.9%
45Δ3.10765.7%56.3%2.19491.0%30.0%
50Δ2.90749.6%50.0%2.31437.9%21.2%
55Δ2.71733.5%43.8%2.43384.8%12.4%
60Δ2.52717.4%37.5%2.55358.9%6.7%
65Δ2.33701.3%31.3%2.69375.4%5.8%
70Δ2.14685.2%25.0%2.83391.8%4.9%
75Δ1.95669.0%18.8%2.96408.3%4.0%
80Δ1.76652.9%12.5%3.28421.9%3.1%

20Δ

Calls
Pseudo strike
2.63
IV
168.5%
B/E move
17.2%
Puts
Pseudo strike
1.60
IV
756.5%
B/E move
74.2%

25Δ

Calls
Pseudo strike
3.61
IV
628.3%
B/E move
77.1%
Puts
Pseudo strike
1.72
IV
703.4%
B/E move
65.3%

30Δ

Calls
Pseudo strike
3.78
IV
800.0%
B/E move
87.0%
Puts
Pseudo strike
1.83
IV
650.3%
B/E move
56.5%

35Δ

Calls
Pseudo strike
3.48
IV
798.0%
B/E move
68.8%
Puts
Pseudo strike
1.95
IV
597.2%
B/E move
47.7%

40Δ

Calls
Pseudo strike
3.29
IV
781.9%
B/E move
62.5%
Puts
Pseudo strike
2.07
IV
544.1%
B/E move
38.9%

45Δ

Calls
Pseudo strike
3.10
IV
765.7%
B/E move
56.3%
Puts
Pseudo strike
2.19
IV
491.0%
B/E move
30.0%

50Δ

Calls
Pseudo strike
2.90
IV
749.6%
B/E move
50.0%
Puts
Pseudo strike
2.31
IV
437.9%
B/E move
21.2%

55Δ

Calls
Pseudo strike
2.71
IV
733.5%
B/E move
43.8%
Puts
Pseudo strike
2.43
IV
384.8%
B/E move
12.4%

60Δ

Calls
Pseudo strike
2.52
IV
717.4%
B/E move
37.5%
Puts
Pseudo strike
2.55
IV
358.9%
B/E move
6.7%

65Δ

Calls
Pseudo strike
2.33
IV
701.3%
B/E move
31.3%
Puts
Pseudo strike
2.69
IV
375.4%
B/E move
5.8%

70Δ

Calls
Pseudo strike
2.14
IV
685.2%
B/E move
25.0%
Puts
Pseudo strike
2.83
IV
391.8%
B/E move
4.9%

75Δ

Calls
Pseudo strike
1.95
IV
669.0%
B/E move
18.8%
Puts
Pseudo strike
2.96
IV
408.3%
B/E move
4.0%

80Δ

Calls
Pseudo strike
1.76
IV
652.9%
B/E move
12.5%
Puts
Pseudo strike
3.28
IV
421.9%
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%