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Aspen Aerogels, Inc. ASPN

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Market datapartial · fetched 2026-10-22T18:31:46.110Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:31:40.551476548Z

FundamentalsAlpha Vantage · unavailable

Share price$5.43
1D-1.5%
$5.28$5.34$5.40$5.47$5.535:30 AM6:30 AM9:00 AM1:00 PMASPN
Sold putSold call

Aspen Aerogels, Inc. options

Live interpolated ASPN call and put midpoint premiums by absolute delta.Aspen Aerogels, Inc.$0.10$0.67$1.24$1.80$2.37$3.23$4.31$5.39$6.48$7.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASPN spot · $5.42ASPN PRICE$0.17$0.23$0.29$0.36$0.42$0.48$0.55$0.61$0.68$0.74$1.01$1.52$2.04$0.50$0.71$0.93$1.14$1.35$1.57$1.78$1.99$2.21
PutsExpensive1.57×
CallsExpensive1.71×
SkewBearish+4.13 pp
Implied moveBearish±$1.69
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.44108.8%40.1%
25Δ7.18106.9%36.6%
30Δ6.93104.9%33.1%
35Δ6.67102.9%29.6%5.10107.3%15.2%
40Δ6.42101.0%26.0%5.39109.5%13.8%
45Δ6.1699.0%22.5%5.68111.7%12.4%
50Δ5.9197.1%19.0%5.96114.0%11.0%
55Δ5.6595.1%15.4%6.25116.2%9.7%
60Δ5.4093.1%11.9%6.54118.5%8.3%
65Δ5.1491.2%8.4%6.83120.7%6.9%
70Δ4.76109.5%6.3%7.12123.0%5.5%
75Δ4.23152.4%6.0%7.41125.2%4.1%
80Δ3.70195.3%5.7%

20Δ

Calls
Pseudo strike
7.44
IV
108.8%
B/E move
40.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
7.18
IV
106.9%
B/E move
36.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.93
IV
104.9%
B/E move
33.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.67
IV
102.9%
B/E move
29.6%
Puts
Pseudo strike
5.10
IV
107.3%
B/E move
15.2%

40Δ

Calls
Pseudo strike
6.42
IV
101.0%
B/E move
26.0%
Puts
Pseudo strike
5.39
IV
109.5%
B/E move
13.8%

45Δ

Calls
Pseudo strike
6.16
IV
99.0%
B/E move
22.5%
Puts
Pseudo strike
5.68
IV
111.7%
B/E move
12.4%

50Δ

Calls
Pseudo strike
5.91
IV
97.1%
B/E move
19.0%
Puts
Pseudo strike
5.96
IV
114.0%
B/E move
11.0%

55Δ

Calls
Pseudo strike
5.65
IV
95.1%
B/E move
15.4%
Puts
Pseudo strike
6.25
IV
116.2%
B/E move
9.7%

60Δ

Calls
Pseudo strike
5.40
IV
93.1%
B/E move
11.9%
Puts
Pseudo strike
6.54
IV
118.5%
B/E move
8.3%

65Δ

Calls
Pseudo strike
5.14
IV
91.2%
B/E move
8.4%
Puts
Pseudo strike
6.83
IV
120.7%
B/E move
6.9%

70Δ

Calls
Pseudo strike
4.76
IV
109.5%
B/E move
6.3%
Puts
Pseudo strike
7.12
IV
123.0%
B/E move
5.5%

75Δ

Calls
Pseudo strike
4.23
IV
152.4%
B/E move
6.0%
Puts
Pseudo strike
7.41
IV
125.2%
B/E move
4.1%

80Δ

Calls
Pseudo strike
3.70
IV
195.3%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

Options history

ASPN95.83100.39104.962026-10-20: 96.46%2026-10-21: 104.33%Oct 20Oct 21
Table
DateIV
96.46%
104.33%