Share price$1.52
1D-4.7%
Sold putSold call
Autolus Therapeutics plc American Depositary Share AUTL
i
Market datapartial · fetched 2026-10-23T14:17:49.550Z
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 · 2026-10-23T14:17:34.44724528Z
FundamentalsAlpha Vantage · unavailable
Autolus Therapeutics plc American Depositary Share options
PutsExpensive1.77×
CallsExpensive3.30×
SkewBullish-119.81 pp
Implied moveBearish±$0.92
TiltBearish12.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 2.04 | 154.3% | 42.4% | |||
| 35Δ | 2.13 | 205.0% | 52.2% | |||
| 40Δ | 2.21 | 255.8% | 62.0% | 1.57 | 227.8% | 23.5% |
| 45Δ | 2.29 | 306.5% | 71.9% | 1.68 | 218.4% | 20.4% |
| 50Δ | 2.37 | 357.2% | 81.7% | 1.78 | 208.9% | 17.3% |
| 55Δ | 2.45 | 408.0% | 91.5% | 1.89 | 199.5% | 14.2% |
| 60Δ | 2.35 | 428.3% | 88.7% | 1.99 | 190.1% | 11.1% |
| 65Δ | 1.89 | 387.8% | 60.7% | 2.08 | 179.2% | 9.3% |
| 70Δ | 1.48 | 345.9% | 35.5% | 2.17 | 168.3% | 7.6% |
| 75Δ | 1.32 | 296.0% | 25.7% | 2.25 | 157.3% | 5.9% |
| 80Δ | 1.16 | 246.1% | 15.8% | 2.34 | 146.4% | 4.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 2.04
- IV
- 154.3%
- B/E move
- 42.4%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 2.13
- IV
- 205.0%
- B/E move
- 52.2%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 2.21
- IV
- 255.8%
- B/E move
- 62.0%
- Pseudo strike
- 1.57
- IV
- 227.8%
- B/E move
- 23.5%
45Δ
- Pseudo strike
- 2.29
- IV
- 306.5%
- B/E move
- 71.9%
- Pseudo strike
- 1.68
- IV
- 218.4%
- B/E move
- 20.4%
50Δ
- Pseudo strike
- 2.37
- IV
- 357.2%
- B/E move
- 81.7%
- Pseudo strike
- 1.78
- IV
- 208.9%
- B/E move
- 17.3%
55Δ
- Pseudo strike
- 2.45
- IV
- 408.0%
- B/E move
- 91.5%
- Pseudo strike
- 1.89
- IV
- 199.5%
- B/E move
- 14.2%
60Δ
- Pseudo strike
- 2.35
- IV
- 428.3%
- B/E move
- 88.7%
- Pseudo strike
- 1.99
- IV
- 190.1%
- B/E move
- 11.1%
65Δ
- Pseudo strike
- 1.89
- IV
- 387.8%
- B/E move
- 60.7%
- Pseudo strike
- 2.08
- IV
- 179.2%
- B/E move
- 9.3%
70Δ
- Pseudo strike
- 1.48
- IV
- 345.9%
- B/E move
- 35.5%
- Pseudo strike
- 2.17
- IV
- 168.3%
- B/E move
- 7.6%
75Δ
- Pseudo strike
- 1.32
- IV
- 296.0%
- B/E move
- 25.7%
- Pseudo strike
- 2.25
- IV
- 157.3%
- B/E move
- 5.9%
80Δ
- Pseudo strike
- 1.16
- IV
- 246.1%
- B/E move
- 15.8%
- Pseudo strike
- 2.34
- IV
- 146.4%
- B/E move
- 4.2%
Options history
No recorded observations