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Anteris Technologies Global Corp. Common Stock AVR

i

Market dataready · fetched 2026-11-12T15:33:52.268Z

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: 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 · 2026-11-12T15:32:32.11941462Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:33:50.759569+00:00

Share price$6.07
1D-0.8%
$5.97$6.01$6.06$6.11$6.155:30 AM6:30 AM9:00 AM1:00 PMAVR
Sold putSold call

Anteris Technologies Global Corp. Common Stock options

Live interpolated AVR call and put midpoint premiums by absolute delta.Anteris Technologies Global Corp. Common Stock$0.21$0.49$0.76$1.03$1.31$4.75$5.81$6.86$7.92$8.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVR spot · $6.07AVR PRICE$0.38$0.37$0.44$0.52$0.59$0.67$0.74$0.82$0.89$0.97$1.04$1.11$1.19$0.24$0.33$0.41$0.49$0.57$0.65$0.74$0.82$0.90$0.98$1.06$1.15$1.23
PutsCheap0.91×
CallsExpensive2.78×
SkewBullish-184.56 pp
Implied moveBalanced±$1.48
TiltBalanced0.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.44507.4%160.8%5.3889.9%15.2%
25Δ9.91340.9%69.4%5.5389.9%14.2%
30Δ9.48325.3%63.6%5.6789.9%13.2%
35Δ9.05309.7%57.8%5.8289.9%12.2%
40Δ8.63294.1%52.0%5.9690.0%11.2%
45Δ8.20278.5%46.1%6.1090.0%10.1%
50Δ7.77262.9%40.3%6.2590.0%9.1%
55Δ7.34247.3%34.5%6.3990.0%8.1%
60Δ6.91231.7%28.7%6.5390.0%7.1%
65Δ6.49216.1%22.8%6.6890.0%6.1%
70Δ6.06200.5%17.0%6.8290.0%5.1%
75Δ5.63184.9%11.2%6.9790.0%4.0%
80Δ5.20169.3%5.4%7.1190.0%3.0%

20Δ

Calls
Pseudo strike
15.44
IV
507.4%
B/E move
160.8%
Puts
Pseudo strike
5.38
IV
89.9%
B/E move
15.2%

25Δ

Calls
Pseudo strike
9.91
IV
340.9%
B/E move
69.4%
Puts
Pseudo strike
5.53
IV
89.9%
B/E move
14.2%

30Δ

Calls
Pseudo strike
9.48
IV
325.3%
B/E move
63.6%
Puts
Pseudo strike
5.67
IV
89.9%
B/E move
13.2%

35Δ

Calls
Pseudo strike
9.05
IV
309.7%
B/E move
57.8%
Puts
Pseudo strike
5.82
IV
89.9%
B/E move
12.2%

40Δ

Calls
Pseudo strike
8.63
IV
294.1%
B/E move
52.0%
Puts
Pseudo strike
5.96
IV
90.0%
B/E move
11.2%

45Δ

Calls
Pseudo strike
8.20
IV
278.5%
B/E move
46.1%
Puts
Pseudo strike
6.10
IV
90.0%
B/E move
10.1%

50Δ

Calls
Pseudo strike
7.77
IV
262.9%
B/E move
40.3%
Puts
Pseudo strike
6.25
IV
90.0%
B/E move
9.1%

55Δ

Calls
Pseudo strike
7.34
IV
247.3%
B/E move
34.5%
Puts
Pseudo strike
6.39
IV
90.0%
B/E move
8.1%

60Δ

Calls
Pseudo strike
6.91
IV
231.7%
B/E move
28.7%
Puts
Pseudo strike
6.53
IV
90.0%
B/E move
7.1%

65Δ

Calls
Pseudo strike
6.49
IV
216.1%
B/E move
22.8%
Puts
Pseudo strike
6.68
IV
90.0%
B/E move
6.1%

70Δ

Calls
Pseudo strike
6.06
IV
200.5%
B/E move
17.0%
Puts
Pseudo strike
6.82
IV
90.0%
B/E move
5.1%

75Δ

Calls
Pseudo strike
5.63
IV
184.9%
B/E move
11.2%
Puts
Pseudo strike
6.97
IV
90.0%
B/E move
4.0%

80Δ

Calls
Pseudo strike
5.20
IV
169.3%
B/E move
5.4%
Puts
Pseudo strike
7.11
IV
90.0%
B/E move
3.0%

Options history

IV · four-Friday blend82.80%
Daily close
AVR81.7%82.7%83.8%2026-09-24: 83.09%2026-09-25: 83.39%2026-09-28: 81.83%2026-09-30: 83.65%2026-10-01: 82.80%Sep 24Sep 28Oct 1
5 observations2026-09-24 — 2026-10-01
Table
DateIV (%)
83.09%
83.39%
81.83%
83.65%
82.80%