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Avita Medical, Inc. Common Stock RCEL

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Market dataready · fetched 2026-11-13T01:47:13.166Z

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: 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 · 2026-11-12T21:16:35.388963234Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:47:12.816701+00:00

Share price$17.23
1D+0.4%
AH$16.07$16.47$16.86$17.25$17.655:30 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$0.35$1.74$3.13$4.53$5.92$12.44$14.97$17.51$20.05$22.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RCEL spot · $17.23RCEL PRICE$0.70$0.88$1.05$1.23$1.41$1.58$1.76$0.50$0.60$0.70$0.81$0.91$1.01$1.34$1.80$2.26$2.72$3.18$5.52
Puts——
Calls——
Skew——
Implied moveBearish±$1.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ15.38121.0%13.6%
30Δ15.78115.1%11.9%
35Δ16.17109.2%10.2%
40Δ16.56103.3%8.5%
45Δ16.9697.4%6.8%
50Δ17.2865.1%4.4%17.3591.5%5.1%
55Δ17.0364.5%3.9%17.8494.6%4.2%
60Δ16.7764.0%3.5%18.37103.2%3.8%
65Δ16.5263.5%3.0%18.91111.7%3.4%
70Δ16.2662.9%2.6%19.44120.2%2.9%
75Δ16.0062.4%2.1%19.98128.8%2.5%
80Δ15.7561.8%1.6%22.32180.0%2.5%

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
15.38
IV
121.0%
B/E move
13.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.78
IV
115.1%
B/E move
11.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.17
IV
109.2%
B/E move
10.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.56
IV
103.3%
B/E move
8.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.96
IV
97.4%
B/E move
6.8%

50Δ

Calls
Pseudo strike
17.28
IV
65.1%
B/E move
4.4%
Puts
Pseudo strike
17.35
IV
91.5%
B/E move
5.1%

55Δ

Calls
Pseudo strike
17.03
IV
64.5%
B/E move
3.9%
Puts
Pseudo strike
17.84
IV
94.6%
B/E move
4.2%

60Δ

Calls
Pseudo strike
16.77
IV
64.0%
B/E move
3.5%
Puts
Pseudo strike
18.37
IV
103.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
16.52
IV
63.5%
B/E move
3.0%
Puts
Pseudo strike
18.91
IV
111.7%
B/E move
3.4%

70Δ

Calls
Pseudo strike
16.26
IV
62.9%
B/E move
2.6%
Puts
Pseudo strike
19.44
IV
120.2%
B/E move
2.9%

75Δ

Calls
Pseudo strike
16.00
IV
62.4%
B/E move
2.1%
Puts
Pseudo strike
19.98
IV
128.8%
B/E move
2.5%

80Δ

Calls
Pseudo strike
15.75
IV
61.8%
B/E move
1.6%
Puts
Pseudo strike
22.32
IV
180.0%
B/E move
2.5%

Options history

IV · four-Friday blend83.43%
Daily EOD
RCEL75.4%82.3%89.3%2026-10-19: 82.46%2026-10-20: 83.32%2026-10-21: 84.73%2026-10-22: 88.32%2026-10-23: 85.84%2026-10-26: 82.10%2026-10-27: 80.63%2026-10-28: 78.01%2026-10-29: 76.32%2026-10-30: 83.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
82.46%
83.32%
84.73%
88.32%
85.84%
82.10%
80.63%
78.01%
76.32%
83.43%