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Anavex Life Sciences Corp. Common Stock AVXL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:55:02.466Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T22:23:33.313790318Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:55:01.705912+00:00

Share price$1.06
1D-1.7%
AH$1.05$1.07$1.09$1.11$1.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVXL
Sold putSold callAH

Anavex Life Sciences Corp. Common Stock options

Live interpolated AVXL call and put midpoint premiums by absolute delta.Anavex Life Sciences Corp. Common Stock$0.20$0.54$0.88$1.22$1.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAVXL PRICE$0.24$0.26$0.27$0.40$0.48$0.55$0.63$0.70$0.78$0.85$0.93$1.00$1.46
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ1.04321.8%39.6%
35Δ1.16309.2%35.8%
40Δ1.27296.6%32.0%
45Δ1.39284.0%28.2%
50Δ1.50271.4%24.4%
55Δ1.47241.4%61.1%1.62258.8%20.6%
60Δ1.25216.6%42.0%1.73246.2%16.8%
65Δ1.03191.7%22.9%1.85233.6%13.0%
70Δ1.96221.0%9.3%
75Δ2.44238.0%7.0%
80Δ

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.04
IV
321.8%
B/E move
39.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.16
IV
309.2%
B/E move
35.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
296.6%
B/E move
32.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.39
IV
284.0%
B/E move
28.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.50
IV
271.4%
B/E move
24.4%

55Δ

Calls
Pseudo strike
1.47
IV
241.4%
B/E move
61.1%
Puts
Pseudo strike
1.62
IV
258.8%
B/E move
20.6%

60Δ

Calls
Pseudo strike
1.25
IV
216.6%
B/E move
42.0%
Puts
Pseudo strike
1.73
IV
246.2%
B/E move
16.8%

65Δ

Calls
Pseudo strike
1.03
IV
191.7%
B/E move
22.9%
Puts
Pseudo strike
1.85
IV
233.6%
B/E move
13.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.96
IV
221.0%
B/E move
9.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.44
IV
238.0%
B/E move
7.0%

80Δ

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

Options history

IV · four-Friday blend335.43%
Daily close
AVXL76.1%215.4%354.6%2026-08-17: 224.29%2026-08-21: 95.34%2026-08-24: 96.72%2026-09-03: 113.65%2026-09-29: 169.24%2026-10-22: 335.43%Aug 17Aug 24Oct 22
6 observations2026-08-17 — 2026-10-22
Table
DateIV (%)
224.29%
95.34%
96.72%
113.65%
169.24%
335.43%