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Eledon Pharmaceuticals, Inc. Common Stock ELDN

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Market datapartial · fetched 2026-10-22T23:47:24.906Z

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 · 2026-10-22T20:52:55.531760615Z

FundamentalsAlpha Vantage · unavailable

Share price$2.29
1D+2.8%
AH$2.21$2.25$2.28$2.31$2.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELDN
Sold putSold callAH

Eledon Pharmaceuticals, Inc. Common Stock options

Live interpolated ELDN call and put midpoint premiums by absolute delta.Eledon Pharmaceuticals, Inc. Common Stock$0.00$0.85$1.69$2.54$3.38$0.83$1.43$2.03$2.64$3.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELDN spot · $2.29ELDN PRICE$0.06$0.07$0.08$0.10$0.14$0.21$0.27$0.33$0.40$0.46$0.52$0.58$0.63$0.50$0.50$0.49$0.47$0.45$0.43$0.41$0.38$0.72$1.32$1.93$2.53$3.13
PutsExpensive1.75×
CallsExpensive1.08×
SkewBearish+78.04 pp
Implied moveBearish±$0.68
TiltBearish55.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.88119.0%72.2%1.63385.6%50.7%
25Δ3.46103.9%54.5%1.84320.4%41.4%
30Δ3.0488.8%36.7%2.02263.8%33.1%
35Δ2.6273.6%19.0%2.11233.1%28.3%
40Δ2.4577.8%13.4%2.20202.4%23.5%
45Δ2.3790.0%13.0%2.29171.6%18.7%
50Δ2.30102.1%12.5%2.37140.9%13.9%
55Δ2.23114.2%12.0%2.46110.2%9.1%
60Δ2.15126.4%11.5%2.86103.9%6.5%
65Δ2.08138.5%11.0%3.48116.1%5.5%
70Δ2.00150.7%10.5%4.11128.2%4.5%
75Δ1.91140.6%8.7%4.73140.4%3.6%
80Δ1.81129.1%6.8%5.36152.6%2.6%

20Δ

Calls
Pseudo strike
3.88
IV
119.0%
B/E move
72.2%
Puts
Pseudo strike
1.63
IV
385.6%
B/E move
50.7%

25Δ

Calls
Pseudo strike
3.46
IV
103.9%
B/E move
54.5%
Puts
Pseudo strike
1.84
IV
320.4%
B/E move
41.4%

30Δ

Calls
Pseudo strike
3.04
IV
88.8%
B/E move
36.7%
Puts
Pseudo strike
2.02
IV
263.8%
B/E move
33.1%

35Δ

Calls
Pseudo strike
2.62
IV
73.6%
B/E move
19.0%
Puts
Pseudo strike
2.11
IV
233.1%
B/E move
28.3%

40Δ

Calls
Pseudo strike
2.45
IV
77.8%
B/E move
13.4%
Puts
Pseudo strike
2.20
IV
202.4%
B/E move
23.5%

45Δ

Calls
Pseudo strike
2.37
IV
90.0%
B/E move
13.0%
Puts
Pseudo strike
2.29
IV
171.6%
B/E move
18.7%

50Δ

Calls
Pseudo strike
2.30
IV
102.1%
B/E move
12.5%
Puts
Pseudo strike
2.37
IV
140.9%
B/E move
13.9%

55Δ

Calls
Pseudo strike
2.23
IV
114.2%
B/E move
12.0%
Puts
Pseudo strike
2.46
IV
110.2%
B/E move
9.1%

60Δ

Calls
Pseudo strike
2.15
IV
126.4%
B/E move
11.5%
Puts
Pseudo strike
2.86
IV
103.9%
B/E move
6.5%

65Δ

Calls
Pseudo strike
2.08
IV
138.5%
B/E move
11.0%
Puts
Pseudo strike
3.48
IV
116.1%
B/E move
5.5%

70Δ

Calls
Pseudo strike
2.00
IV
150.7%
B/E move
10.5%
Puts
Pseudo strike
4.11
IV
128.2%
B/E move
4.5%

75Δ

Calls
Pseudo strike
1.91
IV
140.6%
B/E move
8.7%
Puts
Pseudo strike
4.73
IV
140.4%
B/E move
3.6%

80Δ

Calls
Pseudo strike
1.81
IV
129.1%
B/E move
6.8%
Puts
Pseudo strike
5.36
IV
152.6%
B/E move
2.6%

Options history

ELDN117.80119.08120.362026-10-20: 117.97%2026-10-21: 120.18%Oct 20Oct 21
Table
DateIV
117.97%
120.18%