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Avita Medical, Inc. Common Stock RCEL

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Market datapartial · fetched 2026-10-22T23:00:14.530Z

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 · 2026-10-22T21:58:44.343079718Z

FundamentalsAlpha Vantage · unavailable

Share price$15.50
1D-1.2%
AH$15.11$15.26$15.42$15.57$15.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRCEL
Sold putSold callAH

Avita Medical, Inc. Common Stock options

Live interpolated RCEL call and put midpoint premiums by absolute delta.Avita Medical, Inc. Common Stock$0.46$1.20$1.95$2.69$3.43$9.61$12.31$15.02$17.72$20.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCEL spot · $15.50RCEL PRICE$0.54$0.66$0.77$0.97$1.17$1.37$1.57$1.78$2.12$2.49$2.85$3.21$0.67$0.91$1.15$1.39$1.65$2.03$2.42$2.80
PutsExpensive1.56×
CallsFair1.05×
SkewBearish+22.20 pp
Implied moveBearish±$3.79
TiltBullish19.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.44116.3%24.0%
25Δ19.4395.0%28.9%13.12113.9%21.2%
30Δ18.4989.8%23.5%13.78112.2%18.5%
35Δ17.5584.7%18.2%14.43110.6%15.9%
40Δ17.0385.2%16.1%15.08109.1%13.3%
45Δ16.5486.0%14.2%15.71109.0%11.8%
50Δ16.0586.8%12.4%16.34108.9%10.2%
55Δ15.5587.6%10.5%16.97108.8%8.6%
60Δ15.0688.4%8.6%
65Δ14.5189.4%7.3%
70Δ13.9690.3%6.1%
75Δ13.4191.3%4.9%
80Δ12.8692.3%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.44
IV
116.3%
B/E move
24.0%

25Δ

Calls
Pseudo strike
19.43
IV
95.0%
B/E move
28.9%
Puts
Pseudo strike
13.12
IV
113.9%
B/E move
21.2%

30Δ

Calls
Pseudo strike
18.49
IV
89.8%
B/E move
23.5%
Puts
Pseudo strike
13.78
IV
112.2%
B/E move
18.5%

35Δ

Calls
Pseudo strike
17.55
IV
84.7%
B/E move
18.2%
Puts
Pseudo strike
14.43
IV
110.6%
B/E move
15.9%

40Δ

Calls
Pseudo strike
17.03
IV
85.2%
B/E move
16.1%
Puts
Pseudo strike
15.08
IV
109.1%
B/E move
13.3%

45Δ

Calls
Pseudo strike
16.54
IV
86.0%
B/E move
14.2%
Puts
Pseudo strike
15.71
IV
109.0%
B/E move
11.8%

50Δ

Calls
Pseudo strike
16.05
IV
86.8%
B/E move
12.4%
Puts
Pseudo strike
16.34
IV
108.9%
B/E move
10.2%

55Δ

Calls
Pseudo strike
15.55
IV
87.6%
B/E move
10.5%
Puts
Pseudo strike
16.97
IV
108.8%
B/E move
8.6%

60Δ

Calls
Pseudo strike
15.06
IV
88.4%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
14.51
IV
89.4%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.96
IV
90.3%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
13.41
IV
91.3%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.86
IV
92.3%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations