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AudioCodes Ltd. Common Stock AUDC

TECHNOLOGY · COMMUNICATION EQUIPMENT
i

Market dataready · fetched 2026-11-12T16:42:00.688Z

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 · 2026-11-12T16:38:05.378982514Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:41:59.585111+00:00

Share price$9.03
1D+5.0%
$8.56$8.69$8.83$8.96$9.095:30 AM6:30 AM9:00 AM1:00 PMAUDC
Sold putSold call

AudioCodes Ltd. Common Stock options

Live interpolated AUDC call and put midpoint premiums by absolute delta.AudioCodes Ltd. Common Stock$0.06$0.98$1.91$2.83$3.76$6.68$8.07$9.46$10.85$12.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AUDC spot · $9.03AUDC PRICE$0.16$0.19$0.27$0.38$0.49$0.60$0.72$0.83$0.94$1.05$1.17$1.28$1.39$0.45$0.56$0.67$0.78$0.89$1.00$1.11$1.22$1.37$2.43$3.49
Puts——
CallsCheap0.89×
Skew——
Implied moveBearish±$1.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.0858.4%24.4%
25Δ10.3149.4%16.3%7.7191.0%19.7%
30Δ9.8845.9%12.4%8.0087.7%17.7%
35Δ9.6946.2%11.5%8.2884.5%15.7%
40Δ9.4946.4%10.5%8.5781.2%13.7%
45Δ9.2946.7%9.6%8.8677.9%11.8%
50Δ9.0947.0%8.6%9.1574.6%9.8%
55Δ8.9047.2%7.7%9.4471.4%7.8%
60Δ8.7047.5%6.8%9.7268.1%5.8%
65Δ8.5047.7%5.8%10.0565.8%3.9%
70Δ8.3148.0%4.9%11.1286.8%3.8%
75Δ8.1148.3%3.9%12.19107.7%3.7%
80Δ7.9148.5%3.0%

20Δ

Calls
Pseudo strike
11.08
IV
58.4%
B/E move
24.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
10.31
IV
49.4%
B/E move
16.3%
Puts
Pseudo strike
7.71
IV
91.0%
B/E move
19.7%

30Δ

Calls
Pseudo strike
9.88
IV
45.9%
B/E move
12.4%
Puts
Pseudo strike
8.00
IV
87.7%
B/E move
17.7%

35Δ

Calls
Pseudo strike
9.69
IV
46.2%
B/E move
11.5%
Puts
Pseudo strike
8.28
IV
84.5%
B/E move
15.7%

40Δ

Calls
Pseudo strike
9.49
IV
46.4%
B/E move
10.5%
Puts
Pseudo strike
8.57
IV
81.2%
B/E move
13.7%

45Δ

Calls
Pseudo strike
9.29
IV
46.7%
B/E move
9.6%
Puts
Pseudo strike
8.86
IV
77.9%
B/E move
11.8%

50Δ

Calls
Pseudo strike
9.09
IV
47.0%
B/E move
8.6%
Puts
Pseudo strike
9.15
IV
74.6%
B/E move
9.8%

55Δ

Calls
Pseudo strike
8.90
IV
47.2%
B/E move
7.7%
Puts
Pseudo strike
9.44
IV
71.4%
B/E move
7.8%

60Δ

Calls
Pseudo strike
8.70
IV
47.5%
B/E move
6.8%
Puts
Pseudo strike
9.72
IV
68.1%
B/E move
5.8%

65Δ

Calls
Pseudo strike
8.50
IV
47.7%
B/E move
5.8%
Puts
Pseudo strike
10.05
IV
65.8%
B/E move
3.9%

70Δ

Calls
Pseudo strike
8.31
IV
48.0%
B/E move
4.9%
Puts
Pseudo strike
11.12
IV
86.8%
B/E move
3.8%

75Δ

Calls
Pseudo strike
8.11
IV
48.3%
B/E move
3.9%
Puts
Pseudo strike
12.19
IV
107.7%
B/E move
3.7%

80Δ

Calls
Pseudo strike
7.91
IV
48.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.57%
Daily EOD
AUDC51.5%51.6%51.6%2026-10-19: 51.57%Oct 19
1 observations2026-10-19 — 2026-10-19
Table
DateIV (%)
51.57%