IntraAlpha
Create free account Start free

Avita Medical, Inc. Common Stock RCEL

i

Market datapartial · fetched 2026-10-23T15:46:14.835Z

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 · 2026-10-23T15:44:27.517086502Z

FundamentalsAlpha Vantage · unavailable

Share price$15.22
1D+0.7%
$14.35$14.58$14.82$15.05$15.285:30 AM6:30 AM9:00 AM1:00 PMRCEL
Sold putSold call

Avita Medical, Inc. Common Stock options

Live interpolated RCEL call and put midpoint premiums by absolute delta.Avita Medical, Inc. Common Stock$0.72$1.41$2.09$2.78$3.47$9.67$12.30$14.93$17.56$20.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCEL spot · $15.22RCEL PRICE$0.79$1.01$1.23$1.45$1.67$0.84$1.04$1.24$1.44$1.82$2.30$2.79$3.27
PutsExpensive1.39×
CallsExpensive1.12×
SkewBearish+13.64 pp
Implied moveBearish±$3.75
TiltBearish41.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ12.92112.2%20.6%
30Δ13.53108.5%17.9%
35Δ17.2988.4%18.8%14.14104.8%15.2%
40Δ16.7990.9%17.0%14.75101.0%12.5%
45Δ16.2993.5%15.1%15.40101.8%10.8%
50Δ15.8096.0%13.3%16.06105.7%9.6%
55Δ15.3098.6%11.5%16.73109.5%8.4%
60Δ17.39113.4%7.2%
65Δ
70Δ
75Δ
80Δ

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
12.92
IV
112.2%
B/E move
20.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.53
IV
108.5%
B/E move
17.9%

35Δ

Calls
Pseudo strike
17.29
IV
88.4%
B/E move
18.8%
Puts
Pseudo strike
14.14
IV
104.8%
B/E move
15.2%

40Δ

Calls
Pseudo strike
16.79
IV
90.9%
B/E move
17.0%
Puts
Pseudo strike
14.75
IV
101.0%
B/E move
12.5%

45Δ

Calls
Pseudo strike
16.29
IV
93.5%
B/E move
15.1%
Puts
Pseudo strike
15.40
IV
101.8%
B/E move
10.8%

50Δ

Calls
Pseudo strike
15.80
IV
96.0%
B/E move
13.3%
Puts
Pseudo strike
16.06
IV
105.7%
B/E move
9.6%

55Δ

Calls
Pseudo strike
15.30
IV
98.6%
B/E move
11.5%
Puts
Pseudo strike
16.73
IV
109.5%
B/E move
8.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.39
IV
113.4%
B/E move
7.2%

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