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Aeva Technologies, Inc. Common Stock AEVA

i

Market datapartial · fetched 2026-11-03T22:24:08.411Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T22:13:04.934020212Z

FundamentalsAlpha Vantage · unavailable

Share price$9.03
1D+2.0%
AH$8.69$8.80$8.90$9.00$9.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEVA
Sold putSold callAH

Aeva Technologies, Inc. Common Stock options

Live interpolated AEVA call and put midpoint premiums by absolute delta.Aeva Technologies, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAEVA PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

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

IV · four-Friday blend101.39%
Daily close
AEVA92.5%111.0%129.6%2026-08-05: 127.03%2026-08-06: 121.20%2026-08-07: 114.64%2026-08-10: 107.26%2026-08-11: 108.62%2026-08-12: 106.03%2026-08-13: 105.41%2026-08-14: 103.34%2026-08-17: 103.61%2026-08-19: 117.57%2026-08-21: 102.47%2026-08-24: 101.02%2026-08-25: 106.58%2026-08-26: 103.60%2026-08-27: 105.78%2026-08-28: 99.37%2026-08-31: 106.62%2026-09-01: 103.15%2026-09-02: 103.33%2026-09-03: 98.33%2026-09-04: 101.71%2026-09-08: 107.30%2026-09-09: 101.78%2026-09-11: 102.78%2026-09-14: 109.63%2026-09-18: 99.82%2026-09-21: 98.15%2026-09-22: 98.79%2026-09-23: 96.81%2026-09-24: 100.38%2026-09-25: 97.23%2026-09-28: 100.87%2026-09-29: 99.50%2026-09-30: 101.07%2026-10-01: 97.41%2026-10-02: 95.02%2026-10-05: 100.66%2026-10-07: 97.82%2026-10-12: 110.33%2026-10-16: 98.05%2026-10-19: 97.66%2026-10-20: 99.66%2026-10-21: 97.68%2026-10-22: 98.64%2026-10-23: 102.75%2026-10-26: 99.16%2026-10-27: 98.38%2026-10-28: 102.93%2026-10-29: 100.92%2026-10-30: 101.39%Aug 5Sep 14Oct 30
50 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
127.03%
121.20%
114.64%
107.26%
108.62%
106.03%
105.41%
103.34%
103.61%
117.57%
102.47%
101.02%
106.58%
103.60%
105.78%
99.37%
106.62%
103.15%
103.33%
98.33%
101.71%
107.30%
101.78%
102.78%
109.63%
99.82%
98.15%
98.79%
96.81%
100.38%
97.23%
100.87%
99.50%
101.07%
97.41%
95.02%
100.66%
97.82%
110.33%
98.05%
97.66%
99.66%
97.68%
98.64%
102.75%
99.16%
98.38%
102.93%
100.92%
101.39%