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Humacyte, Inc. Common Stock HUMA

i

Market dataready · fetched 2026-11-11T15:34:39.973Z

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: 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 · 2026-11-11T15:34:22.503468025Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:34:39.191344+00:00

Share price$0.61
1D+3.4%
$0.57$0.59$0.60$0.62$0.635:30 AM6:30 AM9:00 AM1:00 PMHUMA
Sold putSold call

Humacyte, Inc. Common Stock options

Live interpolated HUMA call and put midpoint premiums by absolute delta.Humacyte, Inc. Common Stock$0.00$0.65$1.29$1.94$2.58$0.16$0.39$0.62$0.85$1.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive HUMA spot · $0.61HUMA PRICE$0.04$0.05$0.06$0.07$0.08$0.09$0.10$0.11$0.12$0.13$0.15$2.03$2.07$2.10$2.14$2.18$2.21$2.25$2.28$2.32$2.36$2.39
Puts——
Calls——
Skew——
Implied moveBearish±$2.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ0.95139.0%61.8%2.07768.2%93.3%
30Δ0.91136.7%56.5%2.16730.4%85.3%
35Δ0.87134.4%51.2%2.24692.6%77.3%
40Δ0.82132.1%45.9%2.33654.8%69.3%
45Δ0.78129.7%40.5%2.41617.0%61.3%
50Δ0.74127.4%35.2%2.50579.2%53.3%
55Δ0.69125.1%29.9%2.58541.4%45.3%
60Δ0.65122.8%24.6%2.67503.6%37.3%
65Δ0.61120.4%19.2%2.75465.8%29.3%
70Δ0.56118.1%13.9%2.84428.0%21.3%
75Δ0.52115.8%8.6%2.92390.2%13.3%
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
0.95
IV
139.0%
B/E move
61.8%
Puts
Pseudo strike
2.07
IV
768.2%
B/E move
93.3%

30Δ

Calls
Pseudo strike
0.91
IV
136.7%
B/E move
56.5%
Puts
Pseudo strike
2.16
IV
730.4%
B/E move
85.3%

35Δ

Calls
Pseudo strike
0.87
IV
134.4%
B/E move
51.2%
Puts
Pseudo strike
2.24
IV
692.6%
B/E move
77.3%

40Δ

Calls
Pseudo strike
0.82
IV
132.1%
B/E move
45.9%
Puts
Pseudo strike
2.33
IV
654.8%
B/E move
69.3%

45Δ

Calls
Pseudo strike
0.78
IV
129.7%
B/E move
40.5%
Puts
Pseudo strike
2.41
IV
617.0%
B/E move
61.3%

50Δ

Calls
Pseudo strike
0.74
IV
127.4%
B/E move
35.2%
Puts
Pseudo strike
2.50
IV
579.2%
B/E move
53.3%

55Δ

Calls
Pseudo strike
0.69
IV
125.1%
B/E move
29.9%
Puts
Pseudo strike
2.58
IV
541.4%
B/E move
45.3%

60Δ

Calls
Pseudo strike
0.65
IV
122.8%
B/E move
24.6%
Puts
Pseudo strike
2.67
IV
503.6%
B/E move
37.3%

65Δ

Calls
Pseudo strike
0.61
IV
120.4%
B/E move
19.2%
Puts
Pseudo strike
2.75
IV
465.8%
B/E move
29.3%

70Δ

Calls
Pseudo strike
0.56
IV
118.1%
B/E move
13.9%
Puts
Pseudo strike
2.84
IV
428.0%
B/E move
21.3%

75Δ

Calls
Pseudo strike
0.52
IV
115.8%
B/E move
8.6%
Puts
Pseudo strike
2.92
IV
390.2%
B/E move
13.3%

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations