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Altimmune, Inc. Common Stock ALT

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Market datapartial · fetched 2026-11-06T20:46:15.807Z

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 · 2026-11-06T20:46:13.023639299Z

FundamentalsAlpha Vantage · unavailable

Share price$2.06
1D+3.2%
$1.94$1.97$2.00$2.03$2.065:30 AM6:30 AM9:00 AM1:00 PMALT
Sold putSold call

Altimmune, Inc. Common Stock options

Live interpolated ALT call and put midpoint premiums by absolute delta.Altimmune, Inc. Common Stock$0.18$0.55$0.92$1.28$1.65$-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 P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEALT PRICE$0.22$0.25$0.28$0.37$0.46$0.55$0.63$0.81$0.95$1.09$1.24$1.38$1.55
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
50Δ2.11142.3%13.0%
55Δ2.05150.2%11.6%2.57280.9%14.3%
60Δ1.99159.1%10.3%2.76274.5%12.2%
65Δ1.88175.5%9.3%2.94268.1%10.2%
70Δ1.77191.9%8.2%3.13261.7%8.2%
75Δ1.66208.3%7.1%3.32255.3%6.1%
80Δ1.55224.7%6.1%3.52250.5%4.1%

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
2.11
IV
142.3%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.05
IV
150.2%
B/E move
11.6%
Puts
Pseudo strike
2.57
IV
280.9%
B/E move
14.3%

60Δ

Calls
Pseudo strike
1.99
IV
159.1%
B/E move
10.3%
Puts
Pseudo strike
2.76
IV
274.5%
B/E move
12.2%

65Δ

Calls
Pseudo strike
1.88
IV
175.5%
B/E move
9.3%
Puts
Pseudo strike
2.94
IV
268.1%
B/E move
10.2%

70Δ

Calls
Pseudo strike
1.77
IV
191.9%
B/E move
8.2%
Puts
Pseudo strike
3.13
IV
261.7%
B/E move
8.2%

75Δ

Calls
Pseudo strike
1.66
IV
208.3%
B/E move
7.1%
Puts
Pseudo strike
3.32
IV
255.3%
B/E move
6.1%

80Δ

Calls
Pseudo strike
1.55
IV
224.7%
B/E move
6.1%
Puts
Pseudo strike
3.52
IV
250.5%
B/E move
4.1%

Options history

IV · four-Friday blend424.16%
Daily close
ALT59.3%312.0%564.6%2026-08-10: 277.95%2026-08-11: 157.82%2026-08-17: 136.80%2026-08-18: 94.19%2026-08-21: 338.01%2026-08-28: 257.20%2026-09-18: 366.04%2026-09-22: 333.88%2026-09-25: 259.06%2026-09-29: 267.21%2026-10-02: 435.56%2026-10-16: 529.74%2026-10-26: 328.23%2026-10-30: 424.16%Aug 10Sep 18Oct 30
14 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
277.95%
157.82%
136.80%
94.19%
338.01%
257.20%
366.04%
333.88%
259.06%
267.21%
435.56%
529.74%
328.23%
424.16%