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ALX Oncology Holdings Inc. Common Stock ALXO

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Market datapartial · fetched 2026-11-13T19:10:53.147Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T19:10:39.163769852Z

FundamentalsAlpha Vantage · unavailable

Share price$1.02
1D-3.3%
$0.94$0.97$1.00$1.03$1.065:30 AM6:30 AM9:00 AM1:00 PMALXO
Sold putSold call

ALX Oncology Holdings Inc. Common Stock options

Live interpolated ALXO call and put midpoint premiums by absolute delta.ALX Oncology Holdings Inc. Common Stock$0.54$0.94$1.34$1.75$2.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEALXO PRICE$0.58$0.63$0.68$0.73$0.77$0.82$0.87$0.92$0.96$1.01$1.22$2.03
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.06357.4%52.5%
30Δ1.16337.7%47.8%
35Δ1.26317.9%43.1%
40Δ1.35298.2%38.4%
45Δ1.45278.4%33.7%
50Δ1.54258.7%28.9%
55Δ1.64238.9%24.2%
60Δ1.73219.2%19.5%
65Δ1.83199.4%14.8%
70Δ1.93179.7%10.1%
75Δ2.18168.8%6.0%
80Δ3.01189.7%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.06
IV
357.4%
B/E move
52.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.16
IV
337.7%
B/E move
47.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.26
IV
317.9%
B/E move
43.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.35
IV
298.2%
B/E move
38.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.45
IV
278.4%
B/E move
33.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.54
IV
258.7%
B/E move
28.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.64
IV
238.9%
B/E move
24.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.73
IV
219.2%
B/E move
19.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.83
IV
199.4%
B/E move
14.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.93
IV
179.7%
B/E move
10.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.18
IV
168.8%
B/E move
6.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.01
IV
189.7%
B/E move
3.9%

Options history

IV · four-Friday blend287.46%
Daily close
ALXO144.8%241.4%337.9%2026-08-17: 193.01%2026-08-18: 207.30%2026-08-19: 260.88%2026-08-21: 189.86%2026-08-24: 223.08%2026-08-25: 179.21%2026-08-26: 201.47%2026-08-27: 169.41%2026-08-28: 158.11%2026-08-31: 222.94%2026-09-01: 225.18%2026-09-02: 215.26%2026-09-03: 218.18%2026-09-08: 244.16%2026-09-10: 276.26%2026-09-11: 283.90%2026-09-14: 247.65%2026-09-21: 247.49%2026-09-22: 238.45%2026-09-30: 293.44%2026-10-05: 301.90%2026-10-06: 324.61%2026-10-08: 282.42%2026-10-09: 287.46%Aug 17Sep 2Oct 9
24 observations2026-08-17 — 2026-10-09
Table
DateIV (%)
193.01%
207.30%
260.88%
189.86%
223.08%
179.21%
201.47%
169.41%
158.11%
222.94%
225.18%
215.26%
218.18%
244.16%
276.26%
283.90%
247.65%
247.49%
238.45%
293.44%
301.90%
324.61%
282.42%
287.46%