Share price$0.44
1D+2.9%
Sold putSold callAH
Humacyte Inc HUMA
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-24T04:30:34.461Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T23:36:12.328207964Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:30:33.877198+00:00
Humacyte Inc options
PutsExpensive2.67×
CallsExpensive2.40×
SkewBearish+48.72 pp
Implied moveBearish±$0.25
TiltBearish95.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.26 | 719.1% | 69.4% | |||
| 25Δ | 2.98 | 357.4% | 595.7% | 1.97 | 622.6% | 60.4% |
| 30Δ | 2.82 | 377.4% | 562.8% | 1.69 | 526.1% | 51.3% |
| 35Δ | 2.66 | 397.4% | 529.9% | 1.40 | 429.6% | 42.3% |
| 40Δ | 2.50 | 416.9% | 496.5% | 1.11 | 333.1% | 33.2% |
| 45Δ | 1.65 | 301.4% | 299.6% | 0.83 | 236.6% | 24.2% |
| 50Δ | 0.80 | 185.9% | 102.6% | 0.54 | 140.1% | 15.1% |
| 55Δ | 1.77 | 290.0% | 16.8% | |||
| 60Δ | 2.95 | 438.9% | 19.0% | |||
| 65Δ | 2.66 | 394.3% | 15.7% | |||
| 70Δ | 2.37 | 349.7% | 12.4% | |||
| 75Δ | 2.08 | 305.1% | 9.0% | |||
| 80Δ | 1.79 | 260.4% | 5.7% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.26
- IV
- 719.1%
- B/E move
- 69.4%
25Δ
- Pseudo strike
- 2.98
- IV
- 357.4%
- B/E move
- 595.7%
- Pseudo strike
- 1.97
- IV
- 622.6%
- B/E move
- 60.4%
30Δ
- Pseudo strike
- 2.82
- IV
- 377.4%
- B/E move
- 562.8%
- Pseudo strike
- 1.69
- IV
- 526.1%
- B/E move
- 51.3%
35Δ
- Pseudo strike
- 2.66
- IV
- 397.4%
- B/E move
- 529.9%
- Pseudo strike
- 1.40
- IV
- 429.6%
- B/E move
- 42.3%
40Δ
- Pseudo strike
- 2.50
- IV
- 416.9%
- B/E move
- 496.5%
- Pseudo strike
- 1.11
- IV
- 333.1%
- B/E move
- 33.2%
45Δ
- Pseudo strike
- 1.65
- IV
- 301.4%
- B/E move
- 299.6%
- Pseudo strike
- 0.83
- IV
- 236.6%
- B/E move
- 24.2%
50Δ
- Pseudo strike
- 0.80
- IV
- 185.9%
- B/E move
- 102.6%
- Pseudo strike
- 0.54
- IV
- 140.1%
- B/E move
- 15.1%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.77
- IV
- 290.0%
- B/E move
- 16.8%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.95
- IV
- 438.9%
- B/E move
- 19.0%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.66
- IV
- 394.3%
- B/E move
- 15.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.37
- IV
- 349.7%
- B/E move
- 12.4%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.08
- IV
- 305.1%
- B/E move
- 9.0%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.79
- IV
- 260.4%
- B/E move
- 5.7%
Options history
No recorded observations