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AudioCodes Ltd. Common Stock AUDC

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Market datapartial · fetched 2026-10-23T01:59:21.084Z

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 · 2026-10-22T20:03:50.667194766Z

FundamentalsAlpha Vantage · unavailable

Share price$11.03
1D-1.8%
AH$11.01$11.08$11.14$11.20$11.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAUDC
Sold putSold callAH

AudioCodes Ltd. Common Stock options

Live interpolated AUDC call and put midpoint premiums by absolute delta.AudioCodes Ltd. Common Stock$0.17$0.91$1.64$2.37$3.10$9.00$10.22$11.44$12.66$13.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AUDC spot · $11.03AUDC PRICE$0.30$0.25$0.39$0.53$0.67$0.81$0.95$1.09$1.23$1.37$1.51$2.10$2.89$0.31$0.29$0.38$0.47$0.56$0.66$0.75$0.84$0.93$1.02$1.11$1.20$1.29
PutsExpensive1.15×
CallsExpensive1.60×
SkewBullish-26.66 pp
Implied moveBullish±$1.70
TiltBullish18.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.39115.8%51.4%9.0992.0%20.4%
25Δ12.4555.7%15.1%10.0457.4%11.7%
30Δ12.1858.1%14.0%10.2355.5%10.8%
35Δ11.9260.6%12.9%10.4253.6%9.9%
40Δ11.6663.0%11.8%10.6051.6%9.0%
45Δ11.3965.5%10.7%10.7949.7%8.1%
50Δ11.1368.0%9.5%10.9847.8%7.2%
55Δ10.8770.4%8.4%11.1745.8%6.3%
60Δ10.6072.9%7.3%11.3643.9%5.4%
65Δ10.3475.3%6.2%11.5542.0%4.5%
70Δ10.0877.8%5.0%11.7340.0%3.7%
75Δ9.4296.1%4.5%11.9238.1%2.8%
80Δ8.60121.1%4.2%12.1136.2%1.9%

20Δ

Calls
Pseudo strike
16.39
IV
115.8%
B/E move
51.4%
Puts
Pseudo strike
9.09
IV
92.0%
B/E move
20.4%

25Δ

Calls
Pseudo strike
12.45
IV
55.7%
B/E move
15.1%
Puts
Pseudo strike
10.04
IV
57.4%
B/E move
11.7%

30Δ

Calls
Pseudo strike
12.18
IV
58.1%
B/E move
14.0%
Puts
Pseudo strike
10.23
IV
55.5%
B/E move
10.8%

35Δ

Calls
Pseudo strike
11.92
IV
60.6%
B/E move
12.9%
Puts
Pseudo strike
10.42
IV
53.6%
B/E move
9.9%

40Δ

Calls
Pseudo strike
11.66
IV
63.0%
B/E move
11.8%
Puts
Pseudo strike
10.60
IV
51.6%
B/E move
9.0%

45Δ

Calls
Pseudo strike
11.39
IV
65.5%
B/E move
10.7%
Puts
Pseudo strike
10.79
IV
49.7%
B/E move
8.1%

50Δ

Calls
Pseudo strike
11.13
IV
68.0%
B/E move
9.5%
Puts
Pseudo strike
10.98
IV
47.8%
B/E move
7.2%

55Δ

Calls
Pseudo strike
10.87
IV
70.4%
B/E move
8.4%
Puts
Pseudo strike
11.17
IV
45.8%
B/E move
6.3%

60Δ

Calls
Pseudo strike
10.60
IV
72.9%
B/E move
7.3%
Puts
Pseudo strike
11.36
IV
43.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
10.34
IV
75.3%
B/E move
6.2%
Puts
Pseudo strike
11.55
IV
42.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
10.08
IV
77.8%
B/E move
5.0%
Puts
Pseudo strike
11.73
IV
40.0%
B/E move
3.7%

75Δ

Calls
Pseudo strike
9.42
IV
96.1%
B/E move
4.5%
Puts
Pseudo strike
11.92
IV
38.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
8.60
IV
121.1%
B/E move
4.2%
Puts
Pseudo strike
12.11
IV
36.2%
B/E move
1.9%

Options history

No recorded observations