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Anixa Biosciences, Inc. Common Stock ANIX

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Market datapartial · fetched 2026-10-23T17:43:11.490Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-10-23T17:42:55.153136768Z

FundamentalsAlpha Vantage · unavailable

Share price$3.02
1D+7.1%
$2.72$2.83$2.94$3.04$3.155:30 AM6:30 AM9:00 AM1:00 PMANIX
Sold putSold call

Anixa Biosciences, Inc. Common Stock options

Live interpolated ANIX call and put midpoint premiums by absolute delta.Anixa Biosciences, Inc. Common Stock$0.40$1.47$2.55$3.62$4.70$-2.13$0.34$2.82$5.29$7.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANIX spot · $3.02ANIX PRICE$0.51$0.68$0.85$1.03$1.20$1.37$1.54$1.71$1.88$2.02$2.05$2.08$2.11$2.14$2.17$2.20$2.23$2.26$2.97$4.39
PutsExpensive1.62×
CallsExpensive1.50×
SkewBearish+19.51 pp
Implied moveBearish±$3.05
TiltBearish42.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.05321.7%65.9%
25Δ3.28296.1%59.3%
30Δ3.51270.4%52.7%
35Δ3.74244.7%46.1%
40Δ4.76113.6%74.6%3.97219.0%39.5%
45Δ4.51130.5%72.0%4.20193.3%32.9%
50Δ4.26147.4%69.3%4.43167.6%26.3%
55Δ4.01164.3%66.6%4.65141.9%19.7%
60Δ3.76181.2%64.0%4.88116.3%13.1%
65Δ3.50198.1%61.3%5.73110.7%8.6%
70Δ3.25215.0%58.6%7.22125.8%6.1%
75Δ3.00231.8%56.0%
80Δ2.75248.7%53.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.05
IV
321.7%
B/E move
65.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.28
IV
296.1%
B/E move
59.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.51
IV
270.4%
B/E move
52.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.74
IV
244.7%
B/E move
46.1%

40Δ

Calls
Pseudo strike
4.76
IV
113.6%
B/E move
74.6%
Puts
Pseudo strike
3.97
IV
219.0%
B/E move
39.5%

45Δ

Calls
Pseudo strike
4.51
IV
130.5%
B/E move
72.0%
Puts
Pseudo strike
4.20
IV
193.3%
B/E move
32.9%

50Δ

Calls
Pseudo strike
4.26
IV
147.4%
B/E move
69.3%
Puts
Pseudo strike
4.43
IV
167.6%
B/E move
26.3%

55Δ

Calls
Pseudo strike
4.01
IV
164.3%
B/E move
66.6%
Puts
Pseudo strike
4.65
IV
141.9%
B/E move
19.7%

60Δ

Calls
Pseudo strike
3.76
IV
181.2%
B/E move
64.0%
Puts
Pseudo strike
4.88
IV
116.3%
B/E move
13.1%

65Δ

Calls
Pseudo strike
3.50
IV
198.1%
B/E move
61.3%
Puts
Pseudo strike
5.73
IV
110.7%
B/E move
8.6%

70Δ

Calls
Pseudo strike
3.25
IV
215.0%
B/E move
58.6%
Puts
Pseudo strike
7.22
IV
125.8%
B/E move
6.1%

75Δ

Calls
Pseudo strike
3.00
IV
231.8%
B/E move
56.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.75
IV
248.7%
B/E move
53.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations