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Anixa Biosciences, Inc. Common Stock ANIX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T00:48:07.042Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T22:10:04.969317015Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-13T00:48:05.909489+00:00

Share price$2.74
1D+1.5%
AH$2.66$2.70$2.75$2.80$2.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMANIX
Sold putSold callAH

Anixa Biosciences, Inc. Common Stock options

Live interpolated ANIX call and put midpoint premiums by absolute delta.Anixa Biosciences, Inc. Common Stock$0.29$0.79$1.30$1.80$2.31$1.60$2.17$2.75$3.33$3.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —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 PRICELive ANIX spot · $2.74ANIX PRICE$0.34$0.43$0.51$0.60$0.68$0.76$0.85$1.05$1.15$1.25$1.35$1.46$1.56$1.66$1.76$1.86$1.96$2.06$2.16
Puts——
Calls——
Skew——
Implied moveBearish±$2.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.50379.9%47.1%
30Δ2.71360.7%43.4%
35Δ4.83233.0%88.4%2.91341.4%39.7%
40Δ4.49235.1%79.2%3.11322.1%36.1%
45Δ4.16237.3%70.0%3.31302.9%32.4%
50Δ3.82239.4%60.8%3.51283.6%28.7%
55Δ3.48241.6%51.7%3.71264.3%25.1%
60Δ3.15243.8%42.5%3.92245.1%21.4%
65Δ2.81245.9%33.3%4.12225.8%17.7%
70Δ4.32206.5%14.0%
75Δ4.52187.3%10.4%
80Δ4.72168.0%6.7%

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
2.50
IV
379.9%
B/E move
47.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.71
IV
360.7%
B/E move
43.4%

35Δ

Calls
Pseudo strike
4.83
IV
233.0%
B/E move
88.4%
Puts
Pseudo strike
2.91
IV
341.4%
B/E move
39.7%

40Δ

Calls
Pseudo strike
4.49
IV
235.1%
B/E move
79.2%
Puts
Pseudo strike
3.11
IV
322.1%
B/E move
36.1%

45Δ

Calls
Pseudo strike
4.16
IV
237.3%
B/E move
70.0%
Puts
Pseudo strike
3.31
IV
302.9%
B/E move
32.4%

50Δ

Calls
Pseudo strike
3.82
IV
239.4%
B/E move
60.8%
Puts
Pseudo strike
3.51
IV
283.6%
B/E move
28.7%

55Δ

Calls
Pseudo strike
3.48
IV
241.6%
B/E move
51.7%
Puts
Pseudo strike
3.71
IV
264.3%
B/E move
25.1%

60Δ

Calls
Pseudo strike
3.15
IV
243.8%
B/E move
42.5%
Puts
Pseudo strike
3.92
IV
245.1%
B/E move
21.4%

65Δ

Calls
Pseudo strike
2.81
IV
245.9%
B/E move
33.3%
Puts
Pseudo strike
4.12
IV
225.8%
B/E move
17.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.32
IV
206.5%
B/E move
14.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.52
IV
187.3%
B/E move
10.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.72
IV
168.0%
B/E move
6.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations