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Aspen Aerogels, Inc. ASPN

i

Market dataready · fetched 2026-11-12T15:28:26.728Z

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 · 2026-11-12T15:27:57.970943015Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:28:25.278244+00:00

Share price$6.38
1D+2.9%
$6.18$6.25$6.32$6.39$6.455:30 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$0.86$1.62$2.37$3.13$3.29$4.76$6.23$7.70$9.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ASPN spot · $6.38ASPN PRICE$0.19$0.29$0.39$0.49$0.59$0.69$0.79$0.89$0.99$1.09$1.19$1.29$0.46$0.56$0.71$0.86$1.01$1.17$1.32$1.47$1.62$1.93$2.26$2.59$2.91
PutsExpensive1.18×
Calls——
Skew——
Implied moveBearish±$2.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.64172.3%34.5%
25Δ7.4360.6%19.4%5.19143.5%27.5%
30Δ7.2461.2%18.0%5.52139.4%24.7%
35Δ7.0661.9%16.6%5.85135.2%21.9%
40Δ6.8762.5%15.2%6.17131.1%19.1%
45Δ6.6863.1%13.9%6.50127.0%16.4%
50Δ6.4963.8%12.5%6.83122.8%13.6%
55Δ6.3064.4%11.1%7.15118.7%10.8%
60Δ6.1165.1%9.7%7.48114.5%8.1%
65Δ5.9265.7%8.3%7.88111.2%6.8%
70Δ5.7466.3%6.9%8.28108.0%5.6%
75Δ5.5567.0%5.5%8.69104.8%4.4%
80Δ5.3667.6%4.1%9.09101.5%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.64
IV
172.3%
B/E move
34.5%

25Δ

Calls
Pseudo strike
7.43
IV
60.6%
B/E move
19.4%
Puts
Pseudo strike
5.19
IV
143.5%
B/E move
27.5%

30Δ

Calls
Pseudo strike
7.24
IV
61.2%
B/E move
18.0%
Puts
Pseudo strike
5.52
IV
139.4%
B/E move
24.7%

35Δ

Calls
Pseudo strike
7.06
IV
61.9%
B/E move
16.6%
Puts
Pseudo strike
5.85
IV
135.2%
B/E move
21.9%

40Δ

Calls
Pseudo strike
6.87
IV
62.5%
B/E move
15.2%
Puts
Pseudo strike
6.17
IV
131.1%
B/E move
19.1%

45Δ

Calls
Pseudo strike
6.68
IV
63.1%
B/E move
13.9%
Puts
Pseudo strike
6.50
IV
127.0%
B/E move
16.4%

50Δ

Calls
Pseudo strike
6.49
IV
63.8%
B/E move
12.5%
Puts
Pseudo strike
6.83
IV
122.8%
B/E move
13.6%

55Δ

Calls
Pseudo strike
6.30
IV
64.4%
B/E move
11.1%
Puts
Pseudo strike
7.15
IV
118.7%
B/E move
10.8%

60Δ

Calls
Pseudo strike
6.11
IV
65.1%
B/E move
9.7%
Puts
Pseudo strike
7.48
IV
114.5%
B/E move
8.1%

65Δ

Calls
Pseudo strike
5.92
IV
65.7%
B/E move
8.3%
Puts
Pseudo strike
7.88
IV
111.2%
B/E move
6.8%

70Δ

Calls
Pseudo strike
5.74
IV
66.3%
B/E move
6.9%
Puts
Pseudo strike
8.28
IV
108.0%
B/E move
5.6%

75Δ

Calls
Pseudo strike
5.55
IV
67.0%
B/E move
5.5%
Puts
Pseudo strike
8.69
IV
104.8%
B/E move
4.4%

80Δ

Calls
Pseudo strike
5.36
IV
67.6%
B/E move
4.1%
Puts
Pseudo strike
9.09
IV
101.5%
B/E move
3.2%

Options history

IV · four-Friday blend125.98%
Daily EOD
ASPN94.1%111.2%128.3%2026-10-19: 96.48%2026-10-20: 96.46%2026-10-21: 104.33%2026-10-22: 111.42%2026-10-23: 107.62%2026-10-27: 113.67%2026-10-28: 125.98%Oct 19Oct 22Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
96.48%
96.46%
104.33%
111.42%
107.62%
113.67%
125.98%