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Adeia Inc. Common Stock ADEA

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-04T08:51:32.131Z

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 · 2026-11-04T00:40:35.722875608Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T08:42:31.566044+00:00

Share price$17.62
1D+8.2%
AH$16.33$16.94$17.54$18.15$18.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADEA
Sold putSold callAH

Adeia Inc. Common Stock options

Live interpolated ADEA call and put midpoint premiums by absolute delta.Adeia Inc. Common Stock$0.23$0.90$1.58$2.25$2.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEADEA PRICE$0.30$0.39$0.49$0.58$0.68$0.78$0.87$0.97$1.40$1.84$2.29$2.73$0.33$0.43$0.53$0.63$0.73
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.6676.8%19.0%15.5372.3%13.7%
25Δ19.9476.3%15.4%15.9370.1%12.1%
30Δ19.5473.8%13.6%16.3267.9%10.4%
35Δ19.1371.3%11.9%16.7265.7%8.7%
40Δ18.7368.9%10.1%17.1263.4%7.0%
45Δ18.3266.4%8.4%
50Δ17.9263.9%6.7%
55Δ17.5261.4%4.9%
60Δ17.0170.4%4.5%
65Δ16.5079.9%4.1%
70Δ15.9989.4%3.7%
75Δ15.4998.8%3.4%
80Δ

20Δ

Calls
Pseudo strike
20.66
IV
76.8%
B/E move
19.0%
Puts
Pseudo strike
15.53
IV
72.3%
B/E move
13.7%

25Δ

Calls
Pseudo strike
19.94
IV
76.3%
B/E move
15.4%
Puts
Pseudo strike
15.93
IV
70.1%
B/E move
12.1%

30Δ

Calls
Pseudo strike
19.54
IV
73.8%
B/E move
13.6%
Puts
Pseudo strike
16.32
IV
67.9%
B/E move
10.4%

35Δ

Calls
Pseudo strike
19.13
IV
71.3%
B/E move
11.9%
Puts
Pseudo strike
16.72
IV
65.7%
B/E move
8.7%

40Δ

Calls
Pseudo strike
18.73
IV
68.9%
B/E move
10.1%
Puts
Pseudo strike
17.12
IV
63.4%
B/E move
7.0%

45Δ

Calls
Pseudo strike
18.32
IV
66.4%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
17.92
IV
63.9%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
17.52
IV
61.4%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
17.01
IV
70.4%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.50
IV
79.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.99
IV
89.4%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.49
IV
98.8%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.00%
Daily close
ADEA57.0%69.1%81.3%2026-08-06: 73.59%2026-08-07: 75.34%2026-08-14: 72.45%2026-08-17: 79.59%2026-08-21: 67.17%2026-08-24: 64.28%2026-08-25: 64.57%2026-08-26: 62.54%2026-08-27: 59.36%2026-08-28: 61.98%2026-08-31: 62.19%2026-09-01: 60.51%2026-09-02: 60.30%2026-09-14: 66.17%2026-09-15: 65.04%2026-09-17: 66.53%2026-09-18: 58.65%2026-09-21: 65.13%2026-09-22: 60.51%2026-09-24: 62.75%2026-09-25: 62.00%2026-09-28: 61.83%2026-09-29: 59.34%2026-10-01: 60.18%2026-10-06: 59.98%2026-10-07: 61.14%2026-10-09: 61.04%2026-10-16: 59.81%2026-10-19: 64.96%2026-10-20: 63.05%2026-10-21: 64.33%2026-10-22: 64.18%2026-10-23: 66.43%2026-10-26: 63.19%2026-10-27: 66.03%2026-10-28: 68.50%2026-10-29: 61.63%2026-10-30: 68.00%Aug 6Sep 22Oct 30
38 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
73.59%
75.34%
72.45%
79.59%
67.17%
64.28%
64.57%
62.54%
59.36%
61.98%
62.19%
60.51%
60.30%
66.17%
65.04%
66.53%
58.65%
65.13%
60.51%
62.75%
62.00%
61.83%
59.34%
60.18%
59.98%
61.14%
61.04%
59.81%
64.96%
63.05%
64.33%
64.18%
66.43%
63.19%
66.03%
68.50%
61.63%
68.00%