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ALX Oncology Holdings Inc. Common Stock ALXO

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Market datapartial · fetched 2026-11-04T00:49:17.588Z

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 · 2026-11-03T21:00:04.090543024Z

FundamentalsAlpha Vantage · unavailable

Share price$1.29
1D-8.5%
AH$1.26$1.30$1.34$1.38$1.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALXO
Sold putSold callAH

ALX Oncology Holdings Inc. Common Stock options

Live interpolated ALXO call and put midpoint premiums by absolute delta.ALX Oncology Holdings Inc. Common Stock$0.25$0.38$0.51$0.65$0.78$-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 unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEALXO PRICE$0.26$0.32$0.37$0.43$0.48$0.60$0.51$0.55$0.59$0.62$0.66$0.70$0.74
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
50Δ1.56294.5%18.4%
55Δ1.40268.9%28.6%1.63277.3%16.0%
60Δ1.30288.0%25.7%1.70260.0%13.5%
65Δ1.21307.1%22.8%1.77242.7%11.1%
70Δ1.12326.3%19.9%1.84225.4%8.7%
75Δ1.03345.4%17.1%1.91208.1%6.2%
80Δ0.88402.2%14.4%1.98190.9%3.8%

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
1.56
IV
294.5%
B/E move
18.4%

55Δ

Calls
Pseudo strike
1.40
IV
268.9%
B/E move
28.6%
Puts
Pseudo strike
1.63
IV
277.3%
B/E move
16.0%

60Δ

Calls
Pseudo strike
1.30
IV
288.0%
B/E move
25.7%
Puts
Pseudo strike
1.70
IV
260.0%
B/E move
13.5%

65Δ

Calls
Pseudo strike
1.21
IV
307.1%
B/E move
22.8%
Puts
Pseudo strike
1.77
IV
242.7%
B/E move
11.1%

70Δ

Calls
Pseudo strike
1.12
IV
326.3%
B/E move
19.9%
Puts
Pseudo strike
1.84
IV
225.4%
B/E move
8.7%

75Δ

Calls
Pseudo strike
1.03
IV
345.4%
B/E move
17.1%
Puts
Pseudo strike
1.91
IV
208.1%
B/E move
6.2%

80Δ

Calls
Pseudo strike
0.88
IV
402.2%
B/E move
14.4%
Puts
Pseudo strike
1.98
IV
190.9%
B/E move
3.8%

Options history

IV · four-Friday blend287.46%
Daily close
ALXO144.8%241.4%337.9%2026-08-05: 210.81%2026-08-06: 240.11%2026-08-07: 218.00%2026-08-10: 267.03%2026-08-11: 271.30%2026-08-12: 201.03%2026-08-13: 304.00%2026-08-14: 255.58%2026-08-17: 193.01%2026-08-18: 207.30%2026-08-19: 260.88%2026-08-21: 189.86%2026-08-24: 223.08%2026-08-25: 179.21%2026-08-26: 201.47%2026-08-27: 169.41%2026-08-28: 158.11%2026-08-31: 222.94%2026-09-01: 225.18%2026-09-02: 215.26%2026-09-03: 218.18%2026-09-08: 244.16%2026-09-10: 276.26%2026-09-11: 283.90%2026-09-14: 247.65%2026-09-21: 247.49%2026-09-22: 238.45%2026-09-30: 293.44%2026-10-05: 301.90%2026-10-06: 324.61%2026-10-08: 282.42%2026-10-09: 287.46%Aug 5Aug 27Oct 9
32 observations2026-08-05 — 2026-10-09
Table
DateIV (%)
210.81%
240.11%
218.00%
267.03%
271.30%
201.03%
304.00%
255.58%
193.01%
207.30%
260.88%
189.86%
223.08%
179.21%
201.47%
169.41%
158.11%
222.94%
225.18%
215.26%
218.18%
244.16%
276.26%
283.90%
247.65%
247.49%
238.45%
293.44%
301.90%
324.61%
282.42%
287.46%