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Axon Enterprise Inc. AXON

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-15T20:33:39.458Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:33:00.511850939Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:38.637001+00:00

Share price$417.50
1D+3.5%
AH$399$404$409$414$4195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAXON
Sold putSold callAH

Axon Enterprise Inc. options

Live interpolated AXON call and put midpoint premiums by absolute delta.Axon Enterprise Inc.$1.35$4.84$8.33$11.82$15.30$396.83$407.13$417.43$427.72$438.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $417.50OPTION PRICELive AXON spot · $417.50AXON PRICE$1.73$2.05$3.09$3.27$3.54$3.87$4.20$5.70$6.91$7.34$8.62$13.40$14.30$2.27$2.68$3.92$4.48$5.24$5.34$5.68$7.64$8.10$8.75$9.99$10.64$11.66
PutsExpensive1.30×
CallsCheap0.82×
SkewBearish+9.89 pp
Implied moveBearish±$9.89
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ430.8970.6%3.6%401.6491.4%4.3%
25Δ427.8665.7%3.0%406.6178.8%3.2%
30Δ426.8376.2%3.0%407.3792.6%3.4%
35Δ423.4765.3%2.2%410.8984.5%2.7%
40Δ421.0458.1%1.7%413.3382.3%2.3%
45Δ419.2453.2%1.3%415.7970.8%1.7%
50Δ417.7149.1%1.1%417.8263.4%1.3%
55Δ416.0556.3%1.0%419.8973.2%1.3%
60Δ414.4960.1%0.9%421.4667.5%1.0%
65Δ413.1555.3%0.7%423.1162.8%0.8%
70Δ411.2856.1%0.6%424.9862.4%0.6%
75Δ406.7476.8%0.6%426.2757.7%0.4%
80Δ405.0070.8%0.4%427.9054.6%0.3%

20Δ

Calls
Pseudo strike
430.89
IV
70.6%
B/E move
3.6%
Puts
Pseudo strike
401.64
IV
91.4%
B/E move
4.3%

25Δ

Calls
Pseudo strike
427.86
IV
65.7%
B/E move
3.0%
Puts
Pseudo strike
406.61
IV
78.8%
B/E move
3.2%

30Δ

Calls
Pseudo strike
426.83
IV
76.2%
B/E move
3.0%
Puts
Pseudo strike
407.37
IV
92.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
423.47
IV
65.3%
B/E move
2.2%
Puts
Pseudo strike
410.89
IV
84.5%
B/E move
2.7%

40Δ

Calls
Pseudo strike
421.04
IV
58.1%
B/E move
1.7%
Puts
Pseudo strike
413.33
IV
82.3%
B/E move
2.3%

45Δ

Calls
Pseudo strike
419.24
IV
53.2%
B/E move
1.3%
Puts
Pseudo strike
415.79
IV
70.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
417.71
IV
49.1%
B/E move
1.1%
Puts
Pseudo strike
417.82
IV
63.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
416.05
IV
56.3%
B/E move
1.0%
Puts
Pseudo strike
419.89
IV
73.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
414.49
IV
60.1%
B/E move
0.9%
Puts
Pseudo strike
421.46
IV
67.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
413.15
IV
55.3%
B/E move
0.7%
Puts
Pseudo strike
423.11
IV
62.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
411.28
IV
56.1%
B/E move
0.6%
Puts
Pseudo strike
424.98
IV
62.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
406.74
IV
76.8%
B/E move
0.6%
Puts
Pseudo strike
426.27
IV
57.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
405.00
IV
70.8%
B/E move
0.4%
Puts
Pseudo strike
427.90
IV
54.6%
B/E move
0.3%