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Elicio Therapeutics, Inc. Common Stock ELTX

HEALTHCARE · BIOTECHNOLOGY
i

Market datapartial · fetched 2026-11-12T03:09:57.773Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-11-11T22:14:52.778395762Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:09:56.375456+00:00

Share price$1.60
1D+0.6%
AH$1.52$1.55$1.58$1.61$1.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELTX
Sold putSold callAH

Elicio Therapeutics, Inc. Common Stock options

Live interpolated ELTX call and put midpoint premiums by absolute delta.Elicio Therapeutics, Inc. Common Stock$1.28$2.52$3.76$5.01$6.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEELTX PRICE$1.41$2.31$3.20$4.10$4.99$5.89
Puts——
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
30Δ
35Δ
40Δ
45Δ
50Δ2.70132.3%19.5%
55Δ3.66138.9%15.6%
60Δ4.62145.5%11.7%
65Δ5.57152.0%7.8%
70Δ6.53158.6%3.9%
75Δ7.49165.2%0.0%
80Δ

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
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.70
IV
132.3%
B/E move
19.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
138.9%
B/E move
15.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.62
IV
145.5%
B/E move
11.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.57
IV
152.0%
B/E move
7.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.53
IV
158.6%
B/E move
3.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.49
IV
165.2%
B/E move
0.0%

80Δ

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

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations