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Axogen, Inc. Common Stock AXGN

i

Market datapartial · fetched 2026-11-05T17:12:40.887Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T17:12:19.984163599Z

FundamentalsAlpha Vantage · unavailable

Share price$48.38
1D-6.1%
$48.10$49.04$49.98$50.92$51.865:30 AM6:30 AM9:00 AM1:00 PMAXGN
Sold putSold call

Axogen, Inc. Common Stock options

Live interpolated AXGN call and put midpoint premiums by absolute delta.Axogen, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAXGN PRICE
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
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.34%
Daily close
AXGN45.9%73.2%100.4%2026-08-07: 56.35%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 7Sep 21Oct 30
45 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
56.35%
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%