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Axon Enterprise, Inc. Common Stock AXON

i

Market datapartial · fetched 2026-11-05T17:26:47.287Z

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 · 2026-11-05T17:26:48.219250976Z

FundamentalsAlpha Vantage · unavailable

Share price$401.95
1D-5.2%
$399$408$416$424$4335:30 AM6:30 AM9:00 AM1:00 PMAXON
Sold putSold call

Axon Enterprise, Inc. Common Stock options

Live interpolated AXON call and put midpoint premiums by absolute delta.Axon Enterprise, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.40$0.05$0.50$0.95$1.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEAXON 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 blend99.90%
Daily close
AXON47.2%75.5%103.8%2026-08-07: 57.05%2026-08-10: 59.77%2026-08-11: 62.90%2026-08-12: 62.43%2026-08-13: 58.95%2026-08-14: 55.12%2026-08-17: 53.56%2026-08-18: 55.59%2026-08-19: 58.50%2026-08-20: 56.02%2026-08-21: 52.16%2026-08-24: 57.43%2026-08-25: 55.45%2026-08-26: 56.13%2026-08-27: 56.05%2026-08-28: 52.17%2026-08-31: 57.99%2026-09-01: 61.15%2026-09-02: 57.89%2026-09-03: 56.83%2026-09-04: 53.91%2026-09-08: 58.21%2026-09-09: 58.73%2026-09-10: 60.96%2026-09-11: 54.93%2026-09-14: 59.17%2026-09-15: 65.78%2026-09-16: 66.72%2026-09-17: 61.13%2026-09-18: 54.48%2026-09-21: 58.21%2026-09-22: 56.71%2026-09-23: 56.70%2026-09-24: 57.65%2026-09-25: 53.75%2026-09-28: 57.62%2026-09-29: 57.79%2026-09-30: 55.92%2026-10-01: 57.59%2026-10-02: 51.14%2026-10-05: 53.67%2026-10-06: 53.99%2026-10-07: 52.36%2026-10-08: 54.18%2026-10-09: 53.39%2026-10-12: 57.51%2026-10-13: 59.51%2026-10-14: 63.48%2026-10-15: 60.54%2026-10-16: 67.10%2026-10-19: 71.44%2026-10-20: 70.29%2026-10-21: 72.63%2026-10-22: 77.81%2026-10-23: 81.36%2026-10-26: 83.92%2026-10-27: 86.92%2026-10-28: 86.77%2026-10-29: 91.98%2026-10-30: 99.90%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
57.05%
59.77%
62.90%
62.43%
58.95%
55.12%
53.56%
55.59%
58.50%
56.02%
52.16%
57.43%
55.45%
56.13%
56.05%
52.17%
57.99%
61.15%
57.89%
56.83%
53.91%
58.21%
58.73%
60.96%
54.93%
59.17%
65.78%
66.72%
61.13%
54.48%
58.21%
56.71%
56.70%
57.65%
53.75%
57.62%
57.79%
55.92%
57.59%
51.14%
53.67%
53.99%
52.36%
54.18%
53.39%
57.51%
59.51%
63.48%
60.54%
67.10%
71.44%
70.29%
72.63%
77.81%
81.36%
83.92%
86.92%
86.77%
91.98%
99.90%