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Elicio Therapeutics, Inc. Common Stock ELTX

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Market datapartial · fetched 2026-10-22T23:57:29.760Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T20:23:07.57241913Z

FundamentalsAlpha Vantage · unavailable

Share price$1.84
1D+7.0%
AH$1.68$1.76$1.84$1.91$1.995:30 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$0.17$2.00$3.84$5.68$7.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEELTX PRICE$0.37$0.52$1.34$1.81$2.28$2.76$3.23$6.99
PutsExpensive1.20×
CallsExpensive1.75×
SkewBullish-55.41 pp
Implied move——
TiltBearish90.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ3.67166.9%119.3%
50Δ5.00244.8%200.0%
55Δ2.90132.5%15.2%
60Δ3.42137.6%12.6%
65Δ3.94142.8%10.1%
70Δ4.46147.9%7.5%
75Δ4.98153.1%5.0%
80Δ8.81188.6%0.7%

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
3.67
IV
166.9%
B/E move
119.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.00
IV
244.8%
B/E move
200.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.90
IV
132.5%
B/E move
15.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.42
IV
137.6%
B/E move
12.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.94
IV
142.8%
B/E move
10.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.46
IV
147.9%
B/E move
7.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.98
IV
153.1%
B/E move
5.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.81
IV
188.6%
B/E move
0.7%

Options history

No recorded observations