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Axogen Inc AXGN

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-22T23:45:41.012Z

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 · 2026-10-22T20:00:03.180799749Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:38.930560+00:00

Share price$36.68
1D-0.6%
AH$36.24$36.50$36.76$37.02$37.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAXGN
Sold putSold callAH

Axogen Inc options

Live interpolated AXGN call and put midpoint premiums by absolute delta.Axogen Inc$0.72$4.63$8.54$12.46$16.37$24.15$30.30$36.45$42.60$48.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AXGN spot · $36.68AXGN PRICE$1.14$1.36$1.63$1.95$2.26$2.71$3.20$3.69$4.17$4.92$5.99$7.06$8.13$1.46$1.90$2.35$2.80$3.34$3.95$4.57$5.19$6.08$7.56$9.04$11.73$15.24
PutsExpensive1.80×
CallsExpensive1.79×
SkewBearish+4.39 pp
Implied moveBearish±$7.77
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.43115.5%43.3%29.78108.3%22.8%
25Δ46.69101.4%31.0%31.33104.7%19.8%
30Δ44.0094.3%24.4%32.80101.3%17.0%
35Δ42.2491.1%20.5%34.2897.8%14.2%
40Δ40.4887.8%16.5%35.6195.1%12.0%
45Δ39.1586.9%14.1%36.8193.3%10.4%
50Δ37.9986.9%12.3%38.0091.4%8.9%
55Δ36.8286.8%10.4%39.2089.6%7.3%
60Δ35.6686.8%8.6%40.5989.5%5.9%
65Δ34.3788.9%7.1%42.3993.0%5.0%
70Δ32.9293.8%6.1%44.2096.5%4.2%
75Δ31.4798.7%5.1%47.16104.9%3.4%
80Δ30.03103.5%4.0%50.93114.2%2.7%

20Δ

Calls
Pseudo strike
51.43
IV
115.5%
B/E move
43.3%
Puts
Pseudo strike
29.78
IV
108.3%
B/E move
22.8%

25Δ

Calls
Pseudo strike
46.69
IV
101.4%
B/E move
31.0%
Puts
Pseudo strike
31.33
IV
104.7%
B/E move
19.8%

30Δ

Calls
Pseudo strike
44.00
IV
94.3%
B/E move
24.4%
Puts
Pseudo strike
32.80
IV
101.3%
B/E move
17.0%

35Δ

Calls
Pseudo strike
42.24
IV
91.1%
B/E move
20.5%
Puts
Pseudo strike
34.28
IV
97.8%
B/E move
14.2%

40Δ

Calls
Pseudo strike
40.48
IV
87.8%
B/E move
16.5%
Puts
Pseudo strike
35.61
IV
95.1%
B/E move
12.0%

45Δ

Calls
Pseudo strike
39.15
IV
86.9%
B/E move
14.1%
Puts
Pseudo strike
36.81
IV
93.3%
B/E move
10.4%

50Δ

Calls
Pseudo strike
37.99
IV
86.9%
B/E move
12.3%
Puts
Pseudo strike
38.00
IV
91.4%
B/E move
8.9%

55Δ

Calls
Pseudo strike
36.82
IV
86.8%
B/E move
10.4%
Puts
Pseudo strike
39.20
IV
89.6%
B/E move
7.3%

60Δ

Calls
Pseudo strike
35.66
IV
86.8%
B/E move
8.6%
Puts
Pseudo strike
40.59
IV
89.5%
B/E move
5.9%

65Δ

Calls
Pseudo strike
34.37
IV
88.9%
B/E move
7.1%
Puts
Pseudo strike
42.39
IV
93.0%
B/E move
5.0%

70Δ

Calls
Pseudo strike
32.92
IV
93.8%
B/E move
6.1%
Puts
Pseudo strike
44.20
IV
96.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
31.47
IV
98.7%
B/E move
5.1%
Puts
Pseudo strike
47.16
IV
104.9%
B/E move
3.4%

80Δ

Calls
Pseudo strike
30.03
IV
103.5%
B/E move
4.0%
Puts
Pseudo strike
50.93
IV
114.2%
B/E move
2.7%

Options history

AXGN76.0376.3376.642026-10-20: 76.10%2026-10-21: 76.56%Oct 20Oct 21
Table
DateIV
76.10%
76.56%