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Axogen, Inc. Common Stock AXGN

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T02:05:07.528Z

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 · 2026-11-12T00:52:22.596472824Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:59:42.386163+00:00

Share price$58.52
1D+12.9%
AH$50$53$55$57$605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAXGN
Sold putSold callAH

Axogen, Inc. Common Stock options

Live interpolated AXGN call and put midpoint premiums by absolute delta.Axogen, Inc. Common Stock$0.82$2.87$4.91$6.96$9.01$45.50$51.10$56.69$62.29$67.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AXGN spot · $58.52AXGN PRICE$1.43$1.72$2.00$2.30$2.89$3.49$4.08$4.67$5.28$6.85$8.42$1.04$1.28$1.50$1.62$1.75$1.87$1.99$2.12$2.24$2.55$3.27$4.00$4.72
PutsFair1.02×
Calls——
Skew——
Implied moveBullish±$4.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.8197.6%13.2%
25Δ53.5889.1%10.6%
30Δ63.7687.6%11.4%55.1481.1%8.3%
35Δ62.4984.7%9.7%55.8775.0%7.3%
40Δ61.2181.8%8.0%56.5969.0%6.3%
45Δ59.9579.1%6.4%57.3263.0%5.2%
50Δ58.9681.1%5.7%58.0456.9%4.2%
55Δ57.9783.0%5.0%58.7750.9%3.2%
60Δ56.9784.9%4.3%59.5044.8%2.2%
65Δ55.9886.8%3.6%60.2640.9%1.4%
70Δ54.9788.8%2.9%61.1241.6%1.1%
75Δ53.1497.8%2.5%61.9842.3%0.9%
80Δ51.32106.8%2.1%62.8443.0%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.81
IV
97.6%
B/E move
13.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.58
IV
89.1%
B/E move
10.6%

30Δ

Calls
Pseudo strike
63.76
IV
87.6%
B/E move
11.4%
Puts
Pseudo strike
55.14
IV
81.1%
B/E move
8.3%

35Δ

Calls
Pseudo strike
62.49
IV
84.7%
B/E move
9.7%
Puts
Pseudo strike
55.87
IV
75.0%
B/E move
7.3%

40Δ

Calls
Pseudo strike
61.21
IV
81.8%
B/E move
8.0%
Puts
Pseudo strike
56.59
IV
69.0%
B/E move
6.3%

45Δ

Calls
Pseudo strike
59.95
IV
79.1%
B/E move
6.4%
Puts
Pseudo strike
57.32
IV
63.0%
B/E move
5.2%

50Δ

Calls
Pseudo strike
58.96
IV
81.1%
B/E move
5.7%
Puts
Pseudo strike
58.04
IV
56.9%
B/E move
4.2%

55Δ

Calls
Pseudo strike
57.97
IV
83.0%
B/E move
5.0%
Puts
Pseudo strike
58.77
IV
50.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
56.97
IV
84.9%
B/E move
4.3%
Puts
Pseudo strike
59.50
IV
44.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
55.98
IV
86.8%
B/E move
3.6%
Puts
Pseudo strike
60.26
IV
40.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
54.97
IV
88.8%
B/E move
2.9%
Puts
Pseudo strike
61.12
IV
41.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
53.14
IV
97.8%
B/E move
2.5%
Puts
Pseudo strike
61.98
IV
42.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
51.32
IV
106.8%
B/E move
2.1%
Puts
Pseudo strike
62.84
IV
43.0%
B/E move
0.7%

Options history

IV · four-Friday blend51.34%
Daily close
AXGN45.9%73.2%100.4%2026-08-13: 55.87%2026-08-17: 55.21%2026-08-18: 61.37%2026-08-21: 50.19%2026-08-24: 49.69%2026-08-25: 49.92%2026-08-26: 50.49%2026-08-27: 50.81%2026-08-28: 50.38%2026-08-31: 51.66%2026-09-01: 53.78%2026-09-02: 54.06%2026-09-03: 52.67%2026-09-04: 52.94%2026-09-08: 58.04%2026-09-15: 67.19%2026-09-17: 73.89%2026-09-18: 57.08%2026-09-21: 57.38%2026-09-22: 57.14%2026-09-23: 58.72%2026-09-24: 72.86%2026-09-25: 73.80%2026-09-28: 79.00%2026-09-29: 83.69%2026-09-30: 81.98%2026-10-01: 81.44%2026-10-02: 78.52%2026-10-05: 82.01%2026-10-06: 77.10%2026-10-16: 92.62%2026-10-19: 96.66%2026-10-20: 76.00%2026-10-21: 75.07%2026-10-22: 77.84%2026-10-23: 74.49%2026-10-26: 76.92%2026-10-27: 83.15%2026-10-28: 55.43%2026-10-29: 52.45%2026-10-30: 51.34%Aug 13Sep 23Oct 30
41 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
55.87%
55.21%
61.37%
50.19%
49.69%
49.92%
50.49%
50.81%
50.38%
51.66%
53.78%
54.06%
52.67%
52.94%
58.04%
67.19%
73.89%
57.08%
57.38%
57.14%
58.72%
72.86%
73.80%
79.00%
83.69%
81.98%
81.44%
78.52%
82.01%
77.10%
92.62%
96.66%
76.00%
75.07%
77.84%
74.49%
76.92%
83.15%
55.43%
52.45%
51.34%