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Anteris Technologies Global Corp. Common Stock AVR

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Market datapartial · fetched 2026-10-23T06:12:25.289Z

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 · 2026-10-22T20:00:00.655933308Z

FundamentalsAlpha Vantage · unavailable

Share price$6.00
1D+1.1%
AH$5.80$5.90$6.00$6.10$6.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVR
Sold putSold callAH

Anteris Technologies Global Corp. Common Stock options

Live interpolated AVR call and put midpoint premiums by absolute delta.Anteris Technologies Global Corp. Common Stock$0.00$2.74$5.48$8.22$10.97$2.91$4.33$5.75$7.17$8.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVR spot · $6.00AVR PRICE$0.14$0.22$0.29$0.37$0.45$0.52$0.60$0.68$0.75$0.83$0.91$0.98$1.06$0.88$1.66$2.43$3.20$3.98$4.75$5.52$6.30$7.07$7.84$8.62$9.39$10.16
PutsExpensive1.80×
CallsFair0.98×
SkewBearish+74.33 pp
Implied moveBearish±$6.12
TiltBearish80.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.4680.0%26.7%5.8582.7%17.2%
25Δ7.2779.5%24.8%6.6994.2%16.1%
30Δ7.0879.0%22.8%7.53105.6%15.0%
35Δ6.8978.5%20.9%8.37117.0%13.8%
40Δ6.6978.0%19.0%9.21128.5%12.7%
45Δ6.5077.5%17.1%10.06139.9%11.6%
50Δ6.3177.0%15.2%10.90151.4%10.5%
55Δ6.1276.5%13.3%11.74162.8%9.4%
60Δ5.9376.0%11.4%12.58174.2%8.2%
65Δ5.7475.6%9.5%13.42185.7%7.1%
70Δ5.5575.1%7.6%14.26197.1%6.0%
75Δ5.3674.6%5.7%15.10208.6%4.9%
80Δ5.1774.1%3.8%15.94220.0%3.7%

20Δ

Calls
Pseudo strike
7.46
IV
80.0%
B/E move
26.7%
Puts
Pseudo strike
5.85
IV
82.7%
B/E move
17.2%

25Δ

Calls
Pseudo strike
7.27
IV
79.5%
B/E move
24.8%
Puts
Pseudo strike
6.69
IV
94.2%
B/E move
16.1%

30Δ

Calls
Pseudo strike
7.08
IV
79.0%
B/E move
22.8%
Puts
Pseudo strike
7.53
IV
105.6%
B/E move
15.0%

35Δ

Calls
Pseudo strike
6.89
IV
78.5%
B/E move
20.9%
Puts
Pseudo strike
8.37
IV
117.0%
B/E move
13.8%

40Δ

Calls
Pseudo strike
6.69
IV
78.0%
B/E move
19.0%
Puts
Pseudo strike
9.21
IV
128.5%
B/E move
12.7%

45Δ

Calls
Pseudo strike
6.50
IV
77.5%
B/E move
17.1%
Puts
Pseudo strike
10.06
IV
139.9%
B/E move
11.6%

50Δ

Calls
Pseudo strike
6.31
IV
77.0%
B/E move
15.2%
Puts
Pseudo strike
10.90
IV
151.4%
B/E move
10.5%

55Δ

Calls
Pseudo strike
6.12
IV
76.5%
B/E move
13.3%
Puts
Pseudo strike
11.74
IV
162.8%
B/E move
9.4%

60Δ

Calls
Pseudo strike
5.93
IV
76.0%
B/E move
11.4%
Puts
Pseudo strike
12.58
IV
174.2%
B/E move
8.2%

65Δ

Calls
Pseudo strike
5.74
IV
75.6%
B/E move
9.5%
Puts
Pseudo strike
13.42
IV
185.7%
B/E move
7.1%

70Δ

Calls
Pseudo strike
5.55
IV
75.1%
B/E move
7.6%
Puts
Pseudo strike
14.26
IV
197.1%
B/E move
6.0%

75Δ

Calls
Pseudo strike
5.36
IV
74.6%
B/E move
5.7%
Puts
Pseudo strike
15.10
IV
208.6%
B/E move
4.9%

80Δ

Calls
Pseudo strike
5.17
IV
74.1%
B/E move
3.8%
Puts
Pseudo strike
15.94
IV
220.0%
B/E move
3.7%

Options history

No recorded observations