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Aldeyra Therapeutics, Inc. Common Stock ALDX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-04T00:20:51.237Z

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 · 2026-11-03T21:27:14.914767923Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T00:20:50.845780+00:00

Share price$0.62
1D+6.3%
AH$0.57$0.59$0.60$0.62$0.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALDX
Sold putSold callAH

Aldeyra Therapeutics, Inc. Common Stock options

Live interpolated ALDX call and put midpoint premiums by absolute delta.Aldeyra Therapeutics, Inc. Common Stock$0.00$0.35$0.71$1.06$1.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEALDX PRICE$0.03$0.06$0.10$0.14$0.17$0.21$0.25$0.29$0.32$0.36$0.40$0.43$0.47$0.63$1.31
Puts——
CallsExpensive3.71×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.00208.6%65.3%
25Δ0.96255.0%65.0%
30Δ0.92301.4%64.7%
35Δ0.88347.7%64.4%
40Δ0.84394.1%64.0%
45Δ0.80440.5%63.7%
50Δ0.76486.9%63.4%
55Δ0.72533.3%63.1%1.13433.3%19.4%
60Δ0.69579.6%62.8%1.81555.8%19.4%
65Δ0.65626.0%62.5%
70Δ0.61672.4%62.2%
75Δ0.57718.8%61.8%
80Δ0.53765.1%61.5%

20Δ

Calls
Pseudo strike
1.00
IV
208.6%
B/E move
65.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
0.96
IV
255.0%
B/E move
65.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
0.92
IV
301.4%
B/E move
64.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
0.88
IV
347.7%
B/E move
64.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
0.84
IV
394.1%
B/E move
64.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
0.80
IV
440.5%
B/E move
63.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
0.76
IV
486.9%
B/E move
63.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
0.72
IV
533.3%
B/E move
63.1%
Puts
Pseudo strike
1.13
IV
433.3%
B/E move
19.4%

60Δ

Calls
Pseudo strike
0.69
IV
579.6%
B/E move
62.8%
Puts
Pseudo strike
1.81
IV
555.8%
B/E move
19.4%

65Δ

Calls
Pseudo strike
0.65
IV
626.0%
B/E move
62.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
0.61
IV
672.4%
B/E move
62.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.57
IV
718.8%
B/E move
61.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.53
IV
765.1%
B/E move
61.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations