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Eledon Pharmaceuticals, Inc. Common Stock ELDN

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Market datapartial · fetched 2026-10-22T18:33:08.349Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T18:32:59.101396225Z

FundamentalsAlpha Vantage · unavailable

Share price$2.26
1D+1.7%
$2.22$2.24$2.27$2.29$2.325:30 AM6:30 AM9:00 AM1:00 PMELDN
Sold putSold call

Eledon Pharmaceuticals, Inc. Common Stock options

Live interpolated ELDN call and put midpoint premiums by absolute delta.Eledon Pharmaceuticals, Inc. Common Stock$0.47$1.06$1.65$2.24$2.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEELDN PRICE$0.54$0.75$0.96$1.17$1.38$1.60$1.81$2.02$2.23$2.44$2.66
PutsExpensive1.51×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.05191.5%33.1%
35Δ2.33188.2%30.3%
40Δ2.60184.8%27.4%
45Δ2.88181.4%24.6%
50Δ3.15178.1%21.7%
55Δ3.43174.7%18.9%
60Δ3.71171.4%16.0%
65Δ3.98168.0%13.2%
70Δ4.26164.6%10.3%
75Δ4.53161.3%7.5%
80Δ4.81157.9%4.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
191.5%
B/E move
33.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.33
IV
188.2%
B/E move
30.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.60
IV
184.8%
B/E move
27.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.88
IV
181.4%
B/E move
24.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.15
IV
178.1%
B/E move
21.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.43
IV
174.7%
B/E move
18.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.71
IV
171.4%
B/E move
16.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.98
IV
168.0%
B/E move
13.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.26
IV
164.6%
B/E move
10.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.53
IV
161.3%
B/E move
7.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.81
IV
157.9%
B/E move
4.6%

Options history

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