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Autolus Therapeutics Ltd AUTL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T15:20:16.225Z

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 · 2026-10-23T15:20:03.004493797Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T15:18:12.453927+00:00

Share price$1.51
1D-5.9%
$1.49$1.52$1.55$1.58$1.615:30 AM6:30 AM9:00 AM1:00 PMAUTL
Sold putSold call

Autolus Therapeutics Ltd options

Live interpolated AUTL call and put midpoint premiums by absolute delta.Autolus Therapeutics Ltd$0.09$0.35$0.60$0.86$1.12$0.17$0.90$1.63$2.36$3.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AUTL spot · $1.50AUTL PRICE$0.11$0.18$0.25$0.32$0.39$0.45$0.51$0.55$0.58$0.58$0.59$0.47$0.44$0.41$0.39$0.41$0.47$0.52$0.58$0.64$0.73$0.84$0.94$1.05
PutsExpensive2.35×
CallsExpensive3.34×
SkewBullish-61.03 pp
Implied moveBearish±$0.91
TiltBearish27.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.13498.4%56.3%
25Δ1.24419.8%47.1%
30Δ2.05157.6%43.6%1.35341.3%38.0%
35Δ2.13208.3%53.4%1.46262.7%28.8%
40Δ2.21258.9%63.2%1.56226.5%23.4%
45Δ2.29309.5%73.0%1.67216.8%20.3%
50Δ2.37360.2%82.8%1.77207.2%17.2%
55Δ2.45410.8%92.6%1.87197.6%14.2%
60Δ2.36433.0%90.5%1.97187.9%11.1%
65Δ1.89392.5%62.0%2.10182.0%9.0%
70Δ1.47350.3%36.3%2.23177.4%7.2%
75Δ1.31299.2%25.9%2.36172.8%5.4%
80Δ1.15248.2%15.5%2.50168.1%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.13
IV
498.4%
B/E move
56.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.24
IV
419.8%
B/E move
47.1%

30Δ

Calls
Pseudo strike
2.05
IV
157.6%
B/E move
43.6%
Puts
Pseudo strike
1.35
IV
341.3%
B/E move
38.0%

35Δ

Calls
Pseudo strike
2.13
IV
208.3%
B/E move
53.4%
Puts
Pseudo strike
1.46
IV
262.7%
B/E move
28.8%

40Δ

Calls
Pseudo strike
2.21
IV
258.9%
B/E move
63.2%
Puts
Pseudo strike
1.56
IV
226.5%
B/E move
23.4%

45Δ

Calls
Pseudo strike
2.29
IV
309.5%
B/E move
73.0%
Puts
Pseudo strike
1.67
IV
216.8%
B/E move
20.3%

50Δ

Calls
Pseudo strike
2.37
IV
360.2%
B/E move
82.8%
Puts
Pseudo strike
1.77
IV
207.2%
B/E move
17.2%

55Δ

Calls
Pseudo strike
2.45
IV
410.8%
B/E move
92.6%
Puts
Pseudo strike
1.87
IV
197.6%
B/E move
14.2%

60Δ

Calls
Pseudo strike
2.36
IV
433.0%
B/E move
90.5%
Puts
Pseudo strike
1.97
IV
187.9%
B/E move
11.1%

65Δ

Calls
Pseudo strike
1.89
IV
392.5%
B/E move
62.0%
Puts
Pseudo strike
2.10
IV
182.0%
B/E move
9.0%

70Δ

Calls
Pseudo strike
1.47
IV
350.3%
B/E move
36.3%
Puts
Pseudo strike
2.23
IV
177.4%
B/E move
7.2%

75Δ

Calls
Pseudo strike
1.31
IV
299.2%
B/E move
25.9%
Puts
Pseudo strike
2.36
IV
172.8%
B/E move
5.4%

80Δ

Calls
Pseudo strike
1.15
IV
248.2%
B/E move
15.5%
Puts
Pseudo strike
2.50
IV
168.1%
B/E move
3.7%

Options history

No recorded observations