Share price$3.01
1D+6.7%
Sold putSold call
Anixa Biosciences, Inc. Common Stock ANIX
i
Market datapartial · fetched 2026-10-23T18:45:16.132Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T18:44:42.394332351Z
FundamentalsAlpha Vantage · unavailable
Anixa Biosciences, Inc. Common Stock options
Puts——
CallsCheap0.61×
Skew——
Implied move——
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 4.87 | 99.8% | 67.7% | |||
| 30Δ | 4.66 | 95.7% | 62.1% | |||
| 35Δ | 4.45 | 91.5% | 56.4% | |||
| 40Δ | 4.24 | 87.4% | 50.7% | |||
| 45Δ | 4.03 | 83.3% | 45.1% | |||
| 50Δ | 3.82 | 79.2% | 39.4% | |||
| 55Δ | 3.61 | 75.1% | 33.7% | |||
| 60Δ | 3.40 | 71.0% | 28.1% | |||
| 65Δ | 3.19 | 66.9% | 22.4% | |||
| 70Δ | 2.98 | 62.8% | 16.7% | |||
| 75Δ | 2.77 | 58.7% | 11.1% | |||
| 80Δ | 2.56 | 54.6% | 5.4% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 4.87
- IV
- 99.8%
- B/E move
- 67.7%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 4.66
- IV
- 95.7%
- B/E move
- 62.1%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 4.45
- IV
- 91.5%
- B/E move
- 56.4%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 4.24
- IV
- 87.4%
- B/E move
- 50.7%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 4.03
- IV
- 83.3%
- B/E move
- 45.1%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 3.82
- IV
- 79.2%
- B/E move
- 39.4%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 3.61
- IV
- 75.1%
- B/E move
- 33.7%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 3.40
- IV
- 71.0%
- B/E move
- 28.1%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 3.19
- IV
- 66.9%
- B/E move
- 22.4%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 2.98
- IV
- 62.8%
- B/E move
- 16.7%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 2.77
- IV
- 58.7%
- B/E move
- 11.1%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 2.56
- IV
- 54.6%
- B/E move
- 5.4%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations