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Anavex Life Sciences Corp. Common Stock AVXL

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Market datapartial · fetched 2026-10-22T20:32:12.132Z

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 · 2026-10-22T20:01:39.013807548Z

FundamentalsAlpha Vantage · unavailable

Share price$1.37
1D+3.5%
AH$1.32$1.34$1.36$1.38$1.415:30 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$0.03$1.03$2.02$3.01$4.01$-0.84$0.09$1.01$1.93$2.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVXL spot · $1.37AVXL PRICE$0.14$0.18$0.23$0.27$0.31$0.36$0.40$0.44$0.49$1.44$1.77$2.09$2.42$2.74$3.07$3.40$3.72$2.51$2.02$2.33$2.64
PutsExpensive3.74×
CallsExpensive1.74×
SkewBearish+268.57 pp
Implied moveBearish±$3.34
TiltBearish82.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.05638.1%55.6%
30Δ2.44615.5%50.5%
35Δ1.97192.1%53.6%2.84592.9%45.5%
40Δ1.86196.8%48.8%3.23570.2%40.4%
45Δ1.75201.4%44.0%3.63547.6%35.4%
50Δ1.64206.0%39.2%4.02525.0%30.4%
55Δ1.53210.7%34.5%4.42502.4%25.3%
60Δ1.42215.3%29.7%4.81479.7%20.3%
65Δ1.31219.9%24.9%3.69369.6%14.3%
70Δ1.20224.6%20.1%3.25311.6%10.6%
75Δ1.09229.2%15.3%3.59303.2%8.1%
80Δ3.93294.8%5.6%

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
2.05
IV
638.1%
B/E move
55.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.44
IV
615.5%
B/E move
50.5%

35Δ

Calls
Pseudo strike
1.97
IV
192.1%
B/E move
53.6%
Puts
Pseudo strike
2.84
IV
592.9%
B/E move
45.5%

40Δ

Calls
Pseudo strike
1.86
IV
196.8%
B/E move
48.8%
Puts
Pseudo strike
3.23
IV
570.2%
B/E move
40.4%

45Δ

Calls
Pseudo strike
1.75
IV
201.4%
B/E move
44.0%
Puts
Pseudo strike
3.63
IV
547.6%
B/E move
35.4%

50Δ

Calls
Pseudo strike
1.64
IV
206.0%
B/E move
39.2%
Puts
Pseudo strike
4.02
IV
525.0%
B/E move
30.4%

55Δ

Calls
Pseudo strike
1.53
IV
210.7%
B/E move
34.5%
Puts
Pseudo strike
4.42
IV
502.4%
B/E move
25.3%

60Δ

Calls
Pseudo strike
1.42
IV
215.3%
B/E move
29.7%
Puts
Pseudo strike
4.81
IV
479.7%
B/E move
20.3%

65Δ

Calls
Pseudo strike
1.31
IV
219.9%
B/E move
24.9%
Puts
Pseudo strike
3.69
IV
369.6%
B/E move
14.3%

70Δ

Calls
Pseudo strike
1.20
IV
224.6%
B/E move
20.1%
Puts
Pseudo strike
3.25
IV
311.6%
B/E move
10.6%

75Δ

Calls
Pseudo strike
1.09
IV
229.2%
B/E move
15.3%
Puts
Pseudo strike
3.59
IV
303.2%
B/E move
8.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.93
IV
294.8%
B/E move
5.6%

Options history

No recorded observations