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Anavex Life Sciences Corp. Common Stock AVXL

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Market datapartial · fetched 2026-10-22T16:20:04.007Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:19:59.147803229Z

FundamentalsAlpha Vantage · unavailable

Share price$1.39
1D+4.6%
$1.32$1.34$1.36$1.38$1.415:30 AM6:30 AM9:00 AM1:00 PMAVXL
Sold putSold call

Anavex Life Sciences Corp. Common Stock options

Live interpolated AVXL call and put midpoint premiums by absolute delta.Anavex Life Sciences Corp. Common Stock$0.31$1.25$2.18$3.12$4.05$-0.85$0.55$1.94$3.34$4.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVXL spot · $1.39AVXL PRICE$0.41$0.50$0.60$0.69$0.78$0.87$0.97$0.42$0.59$0.76$0.93$1.17$1.72$2.59$3.78$3.67$3.39$3.10$2.82
PutsExpensive2.83×
CallsExpensive5.25×
SkewBullish-204.00 pp
Implied moveBearish±$3.00
TiltBearish67.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.06312.9%53.5%
25Δ1.31308.3%48.2%
30Δ1.55303.8%42.9%
35Δ1.80299.2%37.6%
40Δ2.11298.9%32.6%
45Δ2.70318.7%29.4%
50Δ3.88372.7%209.6%3.61341.2%26.1%
55Δ3.56419.4%193.4%4.85366.6%22.8%
60Δ3.24466.1%177.2%4.79339.9%19.0%
65Δ2.93512.9%160.9%4.56306.1%15.3%
70Δ2.61559.6%144.7%4.33272.2%11.5%
75Δ2.29606.3%128.5%4.09238.4%7.7%
80Δ1.97653.0%112.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.06
IV
312.9%
B/E move
53.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.31
IV
308.3%
B/E move
48.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.55
IV
303.8%
B/E move
42.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.80
IV
299.2%
B/E move
37.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.11
IV
298.9%
B/E move
32.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.70
IV
318.7%
B/E move
29.4%

50Δ

Calls
Pseudo strike
3.88
IV
372.7%
B/E move
209.6%
Puts
Pseudo strike
3.61
IV
341.2%
B/E move
26.1%

55Δ

Calls
Pseudo strike
3.56
IV
419.4%
B/E move
193.4%
Puts
Pseudo strike
4.85
IV
366.6%
B/E move
22.8%

60Δ

Calls
Pseudo strike
3.24
IV
466.1%
B/E move
177.2%
Puts
Pseudo strike
4.79
IV
339.9%
B/E move
19.0%

65Δ

Calls
Pseudo strike
2.93
IV
512.9%
B/E move
160.9%
Puts
Pseudo strike
4.56
IV
306.1%
B/E move
15.3%

70Δ

Calls
Pseudo strike
2.61
IV
559.6%
B/E move
144.7%
Puts
Pseudo strike
4.33
IV
272.2%
B/E move
11.5%

75Δ

Calls
Pseudo strike
2.29
IV
606.3%
B/E move
128.5%
Puts
Pseudo strike
4.09
IV
238.4%
B/E move
7.7%

80Δ

Calls
Pseudo strike
1.97
IV
653.0%
B/E move
112.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations