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Eledon Pharmaceuticals, Inc. Common Stock ELDN

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Market datapartial · fetched 2026-11-12T02:41:20.929Z

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 · 2026-11-12T00:24:17.065608516Z

FundamentalsAlpha Vantage · unavailable

Share price$2.69
1D-1.1%
AH$2.63$2.66$2.70$2.73$2.765:30 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$1.05$2.11$3.16$4.22$2.02$2.45$2.88$3.32$3.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ELDN spot · $2.69ELDN PRICE$0.10$0.12$0.14$0.17$0.19$0.22$0.24$0.26$0.29$0.31$0.40$0.58$0.75$0.36$0.75$1.15$1.54$1.94$2.33$2.73$3.12$3.52$3.91
Puts——
CallsExpensive1.57×
Skew——
Implied moveBearish±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.30294.7%138.0%
25Δ5.91277.7%124.0%
30Δ5.51260.8%110.1%
35Δ5.11243.8%96.2%2.51276.6%20.0%
40Δ4.71226.8%82.3%2.95286.5%18.4%
45Δ4.31209.9%68.3%3.39296.4%16.8%
50Δ3.91192.9%54.4%3.82306.3%15.2%
55Δ3.51176.0%40.5%4.26316.3%13.5%
60Δ3.12159.0%26.5%4.70326.2%11.9%
65Δ2.72142.0%12.6%5.14336.1%10.3%
70Δ2.42154.1%5.0%5.58346.0%8.6%
75Δ2.25201.1%5.0%6.02355.9%7.0%
80Δ2.08248.0%5.0%6.46365.8%5.4%

20Δ

Calls
Pseudo strike
6.30
IV
294.7%
B/E move
138.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.91
IV
277.7%
B/E move
124.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.51
IV
260.8%
B/E move
110.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.11
IV
243.8%
B/E move
96.2%
Puts
Pseudo strike
2.51
IV
276.6%
B/E move
20.0%

40Δ

Calls
Pseudo strike
4.71
IV
226.8%
B/E move
82.3%
Puts
Pseudo strike
2.95
IV
286.5%
B/E move
18.4%

45Δ

Calls
Pseudo strike
4.31
IV
209.9%
B/E move
68.3%
Puts
Pseudo strike
3.39
IV
296.4%
B/E move
16.8%

50Δ

Calls
Pseudo strike
3.91
IV
192.9%
B/E move
54.4%
Puts
Pseudo strike
3.82
IV
306.3%
B/E move
15.2%

55Δ

Calls
Pseudo strike
3.51
IV
176.0%
B/E move
40.5%
Puts
Pseudo strike
4.26
IV
316.3%
B/E move
13.5%

60Δ

Calls
Pseudo strike
3.12
IV
159.0%
B/E move
26.5%
Puts
Pseudo strike
4.70
IV
326.2%
B/E move
11.9%

65Δ

Calls
Pseudo strike
2.72
IV
142.0%
B/E move
12.6%
Puts
Pseudo strike
5.14
IV
336.1%
B/E move
10.3%

70Δ

Calls
Pseudo strike
2.42
IV
154.1%
B/E move
5.0%
Puts
Pseudo strike
5.58
IV
346.0%
B/E move
8.6%

75Δ

Calls
Pseudo strike
2.25
IV
201.1%
B/E move
5.0%
Puts
Pseudo strike
6.02
IV
355.9%
B/E move
7.0%

80Δ

Calls
Pseudo strike
2.08
IV
248.0%
B/E move
5.0%
Puts
Pseudo strike
6.46
IV
365.8%
B/E move
5.4%

Options history

IV · four-Friday blend111.09%
Daily close
ELDN98.6%149.4%200.1%2026-10-06: 105.57%2026-10-07: 150.61%2026-10-13: 193.14%2026-10-19: 130.66%2026-10-20: 118.12%2026-10-21: 120.56%2026-10-26: 113.59%2026-10-27: 111.09%Oct 6Oct 19Oct 27
8 observations2026-10-06 — 2026-10-27
Table
DateIV (%)
105.57%
150.61%
193.14%
130.66%
118.12%
120.56%
113.59%
111.09%