IntraAlpha
Create free account Start free

Avita Medical Ltd RCEL

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-22T23:55:46.165Z

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 · 2026-10-22T23:42:28.596355182Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:55:45.112574+00:00

Share price$15.57
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 Ltd options

Live interpolated RCEL call and put midpoint premiums by absolute delta.Avita Medical Ltd$0.44$1.39$2.34$3.29$4.25$9.97$12.57$15.16$17.76$20.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCEL spot · $15.57RCEL PRICE$0.54$0.65$0.76$0.95$1.15$1.35$1.55$1.75$2.06$2.41$2.76$3.11$0.68$0.92$1.17$1.41$1.70$2.09$2.48$2.88$3.20$3.39$3.58$3.78$3.97
PutsExpensive1.47×
CallsFair1.01×
SkewBearish+18.66 pp
Implied moveBearish±$3.83
TiltBearish24.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.50116.7%24.1%
25Δ19.4693.9%28.5%13.17115.1%21.4%
30Δ18.5388.7%23.2%13.83113.5%18.7%
35Δ17.6183.5%18.0%14.50111.9%16.0%
40Δ17.0783.4%15.7%15.16110.8%13.5%
45Δ16.5884.0%13.9%15.80110.9%11.9%
50Δ16.1084.6%12.1%16.45111.0%10.3%
55Δ15.6185.2%10.2%17.09111.1%8.7%
60Δ15.1385.8%8.4%17.63108.3%7.3%
65Δ14.6186.2%7.0%18.00100.5%6.2%
70Δ14.0886.5%5.9%18.3692.8%5.1%
75Δ13.5486.8%4.7%18.7385.0%4.0%
80Δ13.0187.2%3.6%19.1077.2%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.50
IV
116.7%
B/E move
24.1%

25Δ

Calls
Pseudo strike
19.46
IV
93.9%
B/E move
28.5%
Puts
Pseudo strike
13.17
IV
115.1%
B/E move
21.4%

30Δ

Calls
Pseudo strike
18.53
IV
88.7%
B/E move
23.2%
Puts
Pseudo strike
13.83
IV
113.5%
B/E move
18.7%

35Δ

Calls
Pseudo strike
17.61
IV
83.5%
B/E move
18.0%
Puts
Pseudo strike
14.50
IV
111.9%
B/E move
16.0%

40Δ

Calls
Pseudo strike
17.07
IV
83.4%
B/E move
15.7%
Puts
Pseudo strike
15.16
IV
110.8%
B/E move
13.5%

45Δ

Calls
Pseudo strike
16.58
IV
84.0%
B/E move
13.9%
Puts
Pseudo strike
15.80
IV
110.9%
B/E move
11.9%

50Δ

Calls
Pseudo strike
16.10
IV
84.6%
B/E move
12.1%
Puts
Pseudo strike
16.45
IV
111.0%
B/E move
10.3%

55Δ

Calls
Pseudo strike
15.61
IV
85.2%
B/E move
10.2%
Puts
Pseudo strike
17.09
IV
111.1%
B/E move
8.7%

60Δ

Calls
Pseudo strike
15.13
IV
85.8%
B/E move
8.4%
Puts
Pseudo strike
17.63
IV
108.3%
B/E move
7.3%

65Δ

Calls
Pseudo strike
14.61
IV
86.2%
B/E move
7.0%
Puts
Pseudo strike
18.00
IV
100.5%
B/E move
6.2%

70Δ

Calls
Pseudo strike
14.08
IV
86.5%
B/E move
5.9%
Puts
Pseudo strike
18.36
IV
92.8%
B/E move
5.1%

75Δ

Calls
Pseudo strike
13.54
IV
86.8%
B/E move
4.7%
Puts
Pseudo strike
18.73
IV
85.0%
B/E move
4.0%

80Δ

Calls
Pseudo strike
13.01
IV
87.2%
B/E move
3.6%
Puts
Pseudo strike
19.10
IV
77.2%
B/E move
2.9%

Options history

No recorded observations