Share price$1.84
1D+7.0%
Sold putSold callAH
Elicio Therapeutics, Inc. Common Stock ELTX
i
Market datapartial · fetched 2026-10-22T23:22:00.765Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:23:07.57241913Z
FundamentalsAlpha Vantage · unavailable
Elicio Therapeutics, Inc. Common Stock options
PutsExpensive1.20×
CallsExpensive1.75×
SkewBullish-55.39 pp
Implied move——
TiltBearish90.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 3.67 | 166.8% | 119.3% | |||
| 50Δ | 5.00 | 244.7% | 200.0% | |||
| 55Δ | 2.90 | 132.5% | 15.2% | |||
| 60Δ | 3.42 | 137.6% | 12.6% | |||
| 65Δ | 3.94 | 142.8% | 10.1% | |||
| 70Δ | 4.46 | 147.9% | 7.5% | |||
| 75Δ | 4.98 | 153.1% | 5.0% | |||
| 80Δ | 8.82 | 188.6% | 0.7% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 3.67
- IV
- 166.8%
- B/E move
- 119.3%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 5.00
- IV
- 244.7%
- B/E move
- 200.0%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.90
- IV
- 132.5%
- B/E move
- 15.2%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.42
- IV
- 137.6%
- B/E move
- 12.6%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.94
- IV
- 142.8%
- B/E move
- 10.1%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.46
- IV
- 147.9%
- B/E move
- 7.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.98
- IV
- 153.1%
- B/E move
- 5.0%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.82
- IV
- 188.6%
- B/E move
- 0.7%
Options history
No recorded observations