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Autolus Therapeutics plc American Depositary Share AUTL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T15:29:36.505Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-12T15:28:14.989533795Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:26:47.803633+00:00

Share price$1.19
1D-4.6%
$1.17$1.19$1.21$1.24$1.265:30 AM6:30 AM9:00 AM1:00 PMAUTL
Sold putSold call

Autolus Therapeutics plc American Depositary Share options

Live interpolated AUTL call and put midpoint premiums by absolute delta.Autolus Therapeutics plc American Depositary Share$0.07$0.37$0.66$0.96$1.26$0.16$0.83$1.50$2.17$2.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AUTL spot · $1.19AUTL PRICE$0.10$0.15$0.19$0.24$0.29$0.33$0.38$0.43$0.47$0.53$0.53$0.54$0.54$0.54$0.55$0.64$0.78$0.91$1.04$1.17
Puts——
Calls——
Skew——
Implied moveBearish±$0.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.04259.7%57.4%
25Δ2.44118.3%113.0%1.12234.7%50.3%
30Δ2.33129.6%107.7%1.21209.7%43.3%
35Δ2.22140.9%102.5%1.30184.7%36.3%
40Δ2.11152.2%97.2%1.39159.7%29.3%
45Δ2.00163.6%92.0%1.48134.6%22.3%
50Δ1.89174.9%86.7%1.62126.1%18.3%
55Δ1.78186.2%81.5%1.78123.9%15.6%
60Δ1.67197.5%76.2%1.95121.8%12.8%
65Δ1.57208.8%71.0%2.11119.6%10.1%
70Δ2.27117.5%7.3%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.04
IV
259.7%
B/E move
57.4%

25Δ

Calls
Pseudo strike
2.44
IV
118.3%
B/E move
113.0%
Puts
Pseudo strike
1.12
IV
234.7%
B/E move
50.3%

30Δ

Calls
Pseudo strike
2.33
IV
129.6%
B/E move
107.7%
Puts
Pseudo strike
1.21
IV
209.7%
B/E move
43.3%

35Δ

Calls
Pseudo strike
2.22
IV
140.9%
B/E move
102.5%
Puts
Pseudo strike
1.30
IV
184.7%
B/E move
36.3%

40Δ

Calls
Pseudo strike
2.11
IV
152.2%
B/E move
97.2%
Puts
Pseudo strike
1.39
IV
159.7%
B/E move
29.3%

45Δ

Calls
Pseudo strike
2.00
IV
163.6%
B/E move
92.0%
Puts
Pseudo strike
1.48
IV
134.6%
B/E move
22.3%

50Δ

Calls
Pseudo strike
1.89
IV
174.9%
B/E move
86.7%
Puts
Pseudo strike
1.62
IV
126.1%
B/E move
18.3%

55Δ

Calls
Pseudo strike
1.78
IV
186.2%
B/E move
81.5%
Puts
Pseudo strike
1.78
IV
123.9%
B/E move
15.6%

60Δ

Calls
Pseudo strike
1.67
IV
197.5%
B/E move
76.2%
Puts
Pseudo strike
1.95
IV
121.8%
B/E move
12.8%

65Δ

Calls
Pseudo strike
1.57
IV
208.8%
B/E move
71.0%
Puts
Pseudo strike
2.11
IV
119.6%
B/E move
10.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.27
IV
117.5%
B/E move
7.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations