IntraAlpha
Create free account Start free

Humacyte, Inc. Common Stock HUMA

i

Market datapartial · fetched 2026-10-22T23:29:30.814Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-22T22:51:56.061704456Z

FundamentalsAlpha Vantage · unavailable

Share price$0.42
1D-2.8%
AH$0.40$0.40$0.41$0.42$0.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHUMA
Sold putSold callAH

Humacyte, Inc. Common Stock options

Live interpolated HUMA call and put midpoint premiums by absolute delta.Humacyte, Inc. Common Stock$0.01$0.16$0.31$0.45$0.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHUMA PRICE$0.03$0.03$0.04$0.04$0.05$0.32$0.44$0.56
PutsExpensive2.44×
CallsExpensive1.38×
SkewBearish+178.18 pp
Implied move——
TiltBearish76.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.01258.7%148.0%
25Δ0.90238.4%122.1%
30Δ0.79219.5%98.6%
35Δ0.69200.5%75.1%
40Δ0.59181.6%51.6%0.60382.7%31.7%
45Δ0.74397.9%28.5%
50Δ0.87413.1%25.3%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
1.01
IV
258.7%
B/E move
148.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
0.90
IV
238.4%
B/E move
122.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
0.79
IV
219.5%
B/E move
98.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
0.69
IV
200.5%
B/E move
75.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
0.59
IV
181.6%
B/E move
51.6%
Puts
Pseudo strike
0.60
IV
382.7%
B/E move
31.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.74
IV
397.9%
B/E move
28.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.87
IV
413.1%
B/E move
25.3%

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations