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Aspen Aerogels, Inc. ASPN

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Market datapartial · fetched 2026-10-22T23:06:42.688Z

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 · 2026-10-22T23:00:00.002853582Z

FundamentalsAlpha Vantage · unavailable

Share price$5.44
1D-0.9%
AH$5.28$5.34$5.40$5.47$5.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASPN
Sold putSold callAH

Aspen Aerogels, Inc. options

Live interpolated ASPN call and put midpoint premiums by absolute delta.Aspen Aerogels, Inc.$0.00$1.65$3.31$4.96$6.61$3.05$4.18$5.30$6.43$7.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASPN spot · $5.44ASPN PRICE$0.17$0.23$0.29$0.35$0.42$0.48$0.54$0.61$0.67$0.73$0.95$1.48$2.00$0.51$0.73$0.94$1.16$1.38$1.59$1.81$2.03$2.24$6.14
PutsExpensive1.75×
CallsExpensive1.69×
SkewBearish+18.08 pp
Implied moveBearish±$1.70
TiltBearish35.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.44108.1%39.8%
25Δ7.19106.1%36.3%
30Δ6.93104.0%32.8%
35Δ6.68102.0%29.3%5.12108.4%15.3%
40Δ6.4399.9%25.9%5.41110.8%13.9%
45Δ6.1897.8%22.4%5.70113.3%12.5%
50Δ5.9295.8%18.9%5.99115.7%11.1%
55Δ5.6793.7%15.4%6.29118.2%9.8%
60Δ5.4291.7%11.9%6.58120.6%8.4%
65Δ5.1789.6%8.5%6.87123.1%7.0%
70Δ4.82102.8%6.1%7.16125.5%5.6%
75Δ4.28145.8%5.8%7.46128.0%4.2%
80Δ3.74188.7%5.5%11.34214.2%4.3%

20Δ

Calls
Pseudo strike
7.44
IV
108.1%
B/E move
39.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
7.19
IV
106.1%
B/E move
36.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.93
IV
104.0%
B/E move
32.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.68
IV
102.0%
B/E move
29.3%
Puts
Pseudo strike
5.12
IV
108.4%
B/E move
15.3%

40Δ

Calls
Pseudo strike
6.43
IV
99.9%
B/E move
25.9%
Puts
Pseudo strike
5.41
IV
110.8%
B/E move
13.9%

45Δ

Calls
Pseudo strike
6.18
IV
97.8%
B/E move
22.4%
Puts
Pseudo strike
5.70
IV
113.3%
B/E move
12.5%

50Δ

Calls
Pseudo strike
5.92
IV
95.8%
B/E move
18.9%
Puts
Pseudo strike
5.99
IV
115.7%
B/E move
11.1%

55Δ

Calls
Pseudo strike
5.67
IV
93.7%
B/E move
15.4%
Puts
Pseudo strike
6.29
IV
118.2%
B/E move
9.8%

60Δ

Calls
Pseudo strike
5.42
IV
91.7%
B/E move
11.9%
Puts
Pseudo strike
6.58
IV
120.6%
B/E move
8.4%

65Δ

Calls
Pseudo strike
5.17
IV
89.6%
B/E move
8.5%
Puts
Pseudo strike
6.87
IV
123.1%
B/E move
7.0%

70Δ

Calls
Pseudo strike
4.82
IV
102.8%
B/E move
6.1%
Puts
Pseudo strike
7.16
IV
125.5%
B/E move
5.6%

75Δ

Calls
Pseudo strike
4.28
IV
145.8%
B/E move
5.8%
Puts
Pseudo strike
7.46
IV
128.0%
B/E move
4.2%

80Δ

Calls
Pseudo strike
3.74
IV
188.7%
B/E move
5.5%
Puts
Pseudo strike
11.34
IV
214.2%
B/E move
4.3%

Options history

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