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Angel Studios, Inc. ANGX

i

Market dataready · fetched 2026-11-11T15:35:13.050Z

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: 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 · 2026-11-11T15:35:09.532760537Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:35:12.040027+00:00

Share price$4.04
1D+4.9%
$3.76$3.90$4.03$4.17$4.305:30 AM6:30 AM9:00 AM1:00 PMANGX
Sold putSold call

Angel Studios, Inc. options

Live interpolated ANGX call and put midpoint premiums by absolute delta.Angel Studios, Inc.$0.06$0.29$0.51$0.74$0.96$-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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ 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 PRICEANGX PRICE$0.16$0.19$0.22$0.25$0.30$0.36$0.42$0.49$0.55$0.09$0.12$0.16$0.19$0.22$0.80$0.85$0.90
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.54110.9%14.6%
25Δ3.63110.3%13.1%
30Δ3.73109.7%11.5%
35Δ3.83109.1%10.0%
40Δ4.2589.4%9.2%3.92108.4%8.4%
45Δ4.1789.8%8.0%
50Δ4.0990.1%6.7%
55Δ4.0190.4%5.4%
60Δ3.9391.8%4.7%4.54188.1%7.3%
65Δ3.8493.4%4.0%4.64174.9%6.0%
70Δ3.7595.1%3.3%4.75161.7%4.8%
75Δ3.6696.7%2.7%
80Δ3.5798.4%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.54
IV
110.9%
B/E move
14.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.63
IV
110.3%
B/E move
13.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.73
IV
109.7%
B/E move
11.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.83
IV
109.1%
B/E move
10.0%

40Δ

Calls
Pseudo strike
4.25
IV
89.4%
B/E move
9.2%
Puts
Pseudo strike
3.92
IV
108.4%
B/E move
8.4%

45Δ

Calls
Pseudo strike
4.17
IV
89.8%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.09
IV
90.1%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.01
IV
90.4%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.93
IV
91.8%
B/E move
4.7%
Puts
Pseudo strike
4.54
IV
188.1%
B/E move
7.3%

65Δ

Calls
Pseudo strike
3.84
IV
93.4%
B/E move
4.0%
Puts
Pseudo strike
4.64
IV
174.9%
B/E move
6.0%

70Δ

Calls
Pseudo strike
3.75
IV
95.1%
B/E move
3.3%
Puts
Pseudo strike
4.75
IV
161.7%
B/E move
4.8%

75Δ

Calls
Pseudo strike
3.66
IV
96.7%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.57
IV
98.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend91.47%
Daily close
ANGX80.1%92.9%105.7%2026-09-18: 95.87%2026-09-21: 85.87%2026-09-22: 85.44%2026-09-23: 83.16%2026-09-24: 84.04%2026-09-25: 81.89%2026-09-29: 87.88%2026-10-02: 93.52%2026-10-05: 102.55%2026-10-06: 103.91%2026-10-07: 101.38%2026-10-09: 97.67%2026-10-16: 89.76%2026-10-19: 89.93%2026-10-20: 86.81%2026-10-21: 86.99%2026-10-22: 85.22%2026-10-23: 96.50%2026-10-26: 96.83%2026-10-27: 94.07%2026-10-28: 91.67%2026-10-29: 94.63%2026-10-30: 91.47%Sep 18Oct 9Oct 30
23 observations2026-09-18 — 2026-10-30
Table
DateIV (%)
95.87%
85.87%
85.44%
83.16%
84.04%
81.89%
87.88%
93.52%
102.55%
103.91%
101.38%
97.67%
89.76%
89.93%
86.81%
86.99%
85.22%
96.50%
96.83%
94.07%
91.67%
94.63%
91.47%