IntraAlpha
Create free account Start free

Axogen, Inc. Common Stock AXGN

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-06T21:24:30.535Z

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 · 2026-11-06T21:09:13.609290589Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:24:30.160729+00:00

Share price$49.66
1D+2.2%
AH$47.99$48.53$49.08$49.62$50.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAXGN
Sold putSold callAH

Axogen, Inc. Common Stock options

Live interpolated AXGN call and put midpoint premiums by absolute delta.Axogen, Inc. Common Stock$0.46$1.76$3.06$4.37$5.67$33.75$42.03$50.31$58.58$66.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AXGN spot · $49.66AXGN PRICE$0.60$0.86$1.12$1.39$1.65$1.91$2.17$2.67$3.19$3.72$4.24$4.77$5.29$0.69$0.96$1.23$1.50$1.77$2.04$2.32$2.74$3.16$3.58$4.00$4.42$4.85
PutsCheap0.66×
CallsCheap0.40×
SkewBullish-6.74 pp
Implied moveBearish±$4.49
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.3950.1%10.7%45.9249.3%8.9%
25Δ53.6751.7%9.8%46.6050.4%8.1%
30Δ52.9553.3%8.9%47.2951.5%7.2%
35Δ52.2354.9%8.0%47.9752.5%6.4%
40Δ51.5156.6%7.1%48.6653.6%5.6%
45Δ50.8058.2%6.1%49.3554.7%4.7%
50Δ50.0859.8%5.2%50.0355.6%3.9%
55Δ49.2760.3%4.6%50.6953.9%3.4%
60Δ48.4560.7%4.0%51.3552.2%3.0%
65Δ47.6361.1%3.4%52.0050.4%2.5%
70Δ46.8161.6%2.8%52.6648.7%2.0%
75Δ45.9962.0%2.2%53.3247.0%1.5%
80Δ45.1762.4%1.6%53.9845.3%1.1%

20Δ

Calls
Pseudo strike
54.39
IV
50.1%
B/E move
10.7%
Puts
Pseudo strike
45.92
IV
49.3%
B/E move
8.9%

25Δ

Calls
Pseudo strike
53.67
IV
51.7%
B/E move
9.8%
Puts
Pseudo strike
46.60
IV
50.4%
B/E move
8.1%

30Δ

Calls
Pseudo strike
52.95
IV
53.3%
B/E move
8.9%
Puts
Pseudo strike
47.29
IV
51.5%
B/E move
7.2%

35Δ

Calls
Pseudo strike
52.23
IV
54.9%
B/E move
8.0%
Puts
Pseudo strike
47.97
IV
52.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
51.51
IV
56.6%
B/E move
7.1%
Puts
Pseudo strike
48.66
IV
53.6%
B/E move
5.6%

45Δ

Calls
Pseudo strike
50.80
IV
58.2%
B/E move
6.1%
Puts
Pseudo strike
49.35
IV
54.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
50.08
IV
59.8%
B/E move
5.2%
Puts
Pseudo strike
50.03
IV
55.6%
B/E move
3.9%

55Δ

Calls
Pseudo strike
49.27
IV
60.3%
B/E move
4.6%
Puts
Pseudo strike
50.69
IV
53.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
48.45
IV
60.7%
B/E move
4.0%
Puts
Pseudo strike
51.35
IV
52.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
47.63
IV
61.1%
B/E move
3.4%
Puts
Pseudo strike
52.00
IV
50.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
46.81
IV
61.6%
B/E move
2.8%
Puts
Pseudo strike
52.66
IV
48.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
45.99
IV
62.0%
B/E move
2.2%
Puts
Pseudo strike
53.32
IV
47.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
45.17
IV
62.4%
B/E move
1.6%
Puts
Pseudo strike
53.98
IV
45.3%
B/E move
1.1%

Options history

IV · four-Friday blend51.34%
Daily close
AXGN45.9%73.2%100.4%2026-08-10: 56.74%2026-08-11: 52.25%2026-08-12: 51.08%2026-08-13: 55.87%2026-08-17: 55.21%2026-08-18: 61.37%2026-08-21: 50.19%2026-08-24: 49.69%2026-08-25: 49.92%2026-08-26: 50.49%2026-08-27: 50.81%2026-08-28: 50.38%2026-08-31: 51.66%2026-09-01: 53.78%2026-09-02: 54.06%2026-09-03: 52.67%2026-09-04: 52.94%2026-09-08: 58.04%2026-09-15: 67.19%2026-09-17: 73.89%2026-09-18: 57.08%2026-09-21: 57.38%2026-09-22: 57.14%2026-09-23: 58.72%2026-09-24: 72.86%2026-09-25: 73.80%2026-09-28: 79.00%2026-09-29: 83.69%2026-09-30: 81.98%2026-10-01: 81.44%2026-10-02: 78.52%2026-10-05: 82.01%2026-10-06: 77.10%2026-10-16: 92.62%2026-10-19: 96.66%2026-10-20: 76.00%2026-10-21: 75.07%2026-10-22: 77.84%2026-10-23: 74.49%2026-10-26: 76.92%2026-10-27: 83.15%2026-10-28: 55.43%2026-10-29: 52.45%2026-10-30: 51.34%Aug 10Sep 21Oct 30
44 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
56.74%
52.25%
51.08%
55.87%
55.21%
61.37%
50.19%
49.69%
49.92%
50.49%
50.81%
50.38%
51.66%
53.78%
54.06%
52.67%
52.94%
58.04%
67.19%
73.89%
57.08%
57.38%
57.14%
58.72%
72.86%
73.80%
79.00%
83.69%
81.98%
81.44%
78.52%
82.01%
77.10%
92.62%
96.66%
76.00%
75.07%
77.84%
74.49%
76.92%
83.15%
55.43%
52.45%
51.34%