Share price$5.45
1D-0.9%
Sold putSold callAH
Aspen Aerogels, Inc. ASPN
i
Market datapartial · fetched 2026-10-22T22:02:58.979Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-10-22T20:50:42.501058818Z
FundamentalsAlpha Vantage · unavailable
Aspen Aerogels, Inc. options
PutsExpensive1.78×
CallsExpensive1.67×
SkewBearish+21.99 pp
Implied moveBearish±$1.72
TiltBearish36.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.44 | 107.7% | 39.6% | |||
| 25Δ | 7.19 | 105.6% | 36.1% | |||
| 30Δ | 6.94 | 103.4% | 32.7% | |||
| 35Δ | 6.69 | 101.3% | 29.2% | 5.13 | 109.1% | 15.4% |
| 40Δ | 6.44 | 99.2% | 25.8% | 5.42 | 111.7% | 14.0% |
| 45Δ | 6.19 | 97.1% | 22.3% | 5.72 | 114.3% | 12.6% |
| 50Δ | 5.94 | 94.9% | 18.9% | 6.01 | 116.9% | 11.2% |
| 55Δ | 5.69 | 92.8% | 15.4% | 6.31 | 119.5% | 9.8% |
| 60Δ | 5.44 | 90.7% | 12.0% | 6.60 | 122.0% | 8.4% |
| 65Δ | 5.18 | 88.5% | 8.5% | 6.90 | 124.6% | 7.0% |
| 70Δ | 4.86 | 98.3% | 5.9% | 7.19 | 127.2% | 5.6% |
| 75Δ | 4.31 | 141.0% | 5.6% | 7.49 | 129.8% | 4.2% |
| 80Δ | 3.77 | 183.7% | 5.3% | 11.74 | 224.8% | 4.5% |
20Δ
- Pseudo strike
- 7.44
- IV
- 107.7%
- B/E move
- 39.6%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 7.19
- IV
- 105.6%
- B/E move
- 36.1%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 6.94
- IV
- 103.4%
- B/E move
- 32.7%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 6.69
- IV
- 101.3%
- B/E move
- 29.2%
- Pseudo strike
- 5.13
- IV
- 109.1%
- B/E move
- 15.4%
40Δ
- Pseudo strike
- 6.44
- IV
- 99.2%
- B/E move
- 25.8%
- Pseudo strike
- 5.42
- IV
- 111.7%
- B/E move
- 14.0%
45Δ
- Pseudo strike
- 6.19
- IV
- 97.1%
- B/E move
- 22.3%
- Pseudo strike
- 5.72
- IV
- 114.3%
- B/E move
- 12.6%
50Δ
- Pseudo strike
- 5.94
- IV
- 94.9%
- B/E move
- 18.9%
- Pseudo strike
- 6.01
- IV
- 116.9%
- B/E move
- 11.2%
55Δ
- Pseudo strike
- 5.69
- IV
- 92.8%
- B/E move
- 15.4%
- Pseudo strike
- 6.31
- IV
- 119.5%
- B/E move
- 9.8%
60Δ
- Pseudo strike
- 5.44
- IV
- 90.7%
- B/E move
- 12.0%
- Pseudo strike
- 6.60
- IV
- 122.0%
- B/E move
- 8.4%
65Δ
- Pseudo strike
- 5.18
- IV
- 88.5%
- B/E move
- 8.5%
- Pseudo strike
- 6.90
- IV
- 124.6%
- B/E move
- 7.0%
70Δ
- Pseudo strike
- 4.86
- IV
- 98.3%
- B/E move
- 5.9%
- Pseudo strike
- 7.19
- IV
- 127.2%
- B/E move
- 5.6%
75Δ
- Pseudo strike
- 4.31
- IV
- 141.0%
- B/E move
- 5.6%
- Pseudo strike
- 7.49
- IV
- 129.8%
- B/E move
- 4.2%
80Δ
- Pseudo strike
- 3.77
- IV
- 183.7%
- B/E move
- 5.3%
- Pseudo strike
- 11.74
- IV
- 224.8%
- B/E move
- 4.5%
Options history
Table
| Date | IV |
|---|---|
| 96.46% | |
| 104.33% |