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AudioEye, Inc. Common Stock AEYE

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Market dataready · fetched 2026-11-07T08:10:02.325Z

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 · 2026-11-06T21:00:00.488130438Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T08:10:01.595449+00:00

Share price$12.37
1D+2.5%
AH$12.03$12.18$12.33$12.48$12.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEYE
Sold putSold callAH

AudioEye, Inc. Common Stock options

Live interpolated AEYE call and put midpoint premiums by absolute delta.AudioEye, Inc. Common Stock$0.14$0.82$1.50$2.17$2.85$5.96$8.98$12.00$15.03$18.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEYE spot · $12.37AEYE PRICE$0.38$0.38$0.40$0.50$0.59$0.70$0.85$1.00$1.14$1.43$1.73$2.11$2.65$0.22$0.31$0.39$0.48$0.59$0.73$0.87$1.01$1.16$1.39$1.62$1.85$2.26
PutsCheap0.50×
CallsCheap0.60×
SkewBullish-34.06 pp
Implied moveBalanced±$1.72
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.93162.4%39.9%11.1172.9%11.9%
25Δ14.85118.6%23.1%11.3574.6%10.7%
30Δ13.9198.5%15.7%11.5976.3%9.5%
35Δ13.5697.9%13.6%11.8278.1%8.3%
40Δ13.2297.3%11.6%12.0679.5%7.2%
45Δ12.8997.6%9.9%12.3180.2%6.4%
50Δ12.6099.4%8.7%12.5580.8%5.6%
55Δ12.31101.3%7.6%12.7981.4%4.7%
60Δ12.02103.1%6.4%13.0482.0%3.9%
65Δ11.64111.1%5.6%13.3582.7%3.3%
70Δ11.25119.6%4.9%13.6683.4%2.7%
75Δ10.79130.8%4.3%13.9784.1%2.0%
80Δ10.17147.2%3.6%14.4486.0%1.5%

20Δ

Calls
Pseudo strike
16.93
IV
162.4%
B/E move
39.9%
Puts
Pseudo strike
11.11
IV
72.9%
B/E move
11.9%

25Δ

Calls
Pseudo strike
14.85
IV
118.6%
B/E move
23.1%
Puts
Pseudo strike
11.35
IV
74.6%
B/E move
10.7%

30Δ

Calls
Pseudo strike
13.91
IV
98.5%
B/E move
15.7%
Puts
Pseudo strike
11.59
IV
76.3%
B/E move
9.5%

35Δ

Calls
Pseudo strike
13.56
IV
97.9%
B/E move
13.6%
Puts
Pseudo strike
11.82
IV
78.1%
B/E move
8.3%

40Δ

Calls
Pseudo strike
13.22
IV
97.3%
B/E move
11.6%
Puts
Pseudo strike
12.06
IV
79.5%
B/E move
7.2%

45Δ

Calls
Pseudo strike
12.89
IV
97.6%
B/E move
9.9%
Puts
Pseudo strike
12.31
IV
80.2%
B/E move
6.4%

50Δ

Calls
Pseudo strike
12.60
IV
99.4%
B/E move
8.7%
Puts
Pseudo strike
12.55
IV
80.8%
B/E move
5.6%

55Δ

Calls
Pseudo strike
12.31
IV
101.3%
B/E move
7.6%
Puts
Pseudo strike
12.79
IV
81.4%
B/E move
4.7%

60Δ

Calls
Pseudo strike
12.02
IV
103.1%
B/E move
6.4%
Puts
Pseudo strike
13.04
IV
82.0%
B/E move
3.9%

65Δ

Calls
Pseudo strike
11.64
IV
111.1%
B/E move
5.6%
Puts
Pseudo strike
13.35
IV
82.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
11.25
IV
119.6%
B/E move
4.9%
Puts
Pseudo strike
13.66
IV
83.4%
B/E move
2.7%

75Δ

Calls
Pseudo strike
10.79
IV
130.8%
B/E move
4.3%
Puts
Pseudo strike
13.97
IV
84.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
10.17
IV
147.2%
B/E move
3.6%
Puts
Pseudo strike
14.44
IV
86.0%
B/E move
1.5%

Options history

IV · four-Friday blend71.95%
Daily close
AEYE67.1%101.5%135.9%2026-08-10: 89.61%2026-08-11: 111.60%2026-08-12: 98.76%2026-08-13: 95.77%2026-08-14: 116.52%2026-08-17: 91.07%2026-08-21: 82.93%2026-08-24: 82.42%2026-08-25: 80.60%2026-08-27: 81.41%2026-08-28: 75.42%2026-08-31: 82.51%2026-09-02: 82.11%2026-09-03: 83.97%2026-09-08: 81.73%2026-09-09: 81.13%2026-09-11: 79.89%2026-09-18: 79.13%2026-09-21: 79.64%2026-09-22: 80.08%2026-09-23: 80.40%2026-09-24: 81.71%2026-09-25: 80.29%2026-09-28: 82.90%2026-09-29: 82.94%2026-09-30: 81.47%2026-10-01: 82.04%2026-10-02: 81.91%2026-10-05: 86.33%2026-10-06: 86.58%2026-10-07: 84.55%2026-10-08: 86.05%2026-10-09: 81.12%2026-10-12: 99.92%2026-10-13: 104.79%2026-10-14: 114.01%2026-10-15: 131.19%2026-10-16: 82.03%2026-10-19: 82.17%2026-10-20: 90.01%2026-10-21: 77.89%2026-10-22: 82.06%2026-10-23: 80.55%2026-10-26: 83.99%2026-10-27: 71.81%2026-10-28: 74.09%2026-10-29: 76.20%2026-10-30: 71.95%Aug 10Sep 28Oct 30
48 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
89.61%
111.60%
98.76%
95.77%
116.52%
91.07%
82.93%
82.42%
80.60%
81.41%
75.42%
82.51%
82.11%
83.97%
81.73%
81.13%
79.89%
79.13%
79.64%
80.08%
80.40%
81.71%
80.29%
82.90%
82.94%
81.47%
82.04%
81.91%
86.33%
86.58%
84.55%
86.05%
81.12%
99.92%
104.79%
114.01%
131.19%
82.03%
82.17%
90.01%
77.89%
82.06%
80.55%
83.99%
71.81%
74.09%
76.20%
71.95%