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Elicio Therapeutics Inc. ELTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T03:00:21.169Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T03:00:18.470017+00:00

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. options

Live interpolated ELTX call and put midpoint premiums by absolute delta.Elicio Therapeutics Inc.$0.17$2.00$3.84$5.67$7.51$-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$6.98
PutsExpensive1.21×
CallsExpensive1.75×
SkewBullish-55.49 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
45Δ3.67167.0%119.3%
50Δ5.00244.9%200.0%
55Δ2.90132.5%15.2%
60Δ3.42137.7%12.6%
65Δ3.94142.8%10.1%
70Δ4.46148.0%7.6%
75Δ4.97153.1%5.0%
80Δ8.80188.5%0.8%

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
167.0%
B/E move
119.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.00
IV
244.9%
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
137.7%
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
148.0%
B/E move
7.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.97
IV
153.1%
B/E move
5.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.80
IV
188.5%
B/E move
0.8%

Options history

No recorded observations