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Eledon Pharmaceuticals, Inc. Common Stock ELDN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-08T06:14:42.335Z

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 · 2026-11-06T21:26:16.510345992Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-08T06:14:40.706703+00:00

Share price$2.61
1D+4.2%
AH$2.49$2.53$2.58$2.62$2.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELDN
Sold putSold callAH

Eledon Pharmaceuticals, Inc. Common Stock options

Live interpolated ELDN call and put midpoint premiums by absolute delta.Eledon Pharmaceuticals, Inc. Common Stock$0.01$0.62$1.23$1.83$2.44$1.61$2.11$2.61$3.11$3.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ELDN spot · $2.60ELDN PRICE$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.22$0.24$0.28$0.34$0.40$0.47$0.38$0.38$0.61$0.85$1.08$1.32$1.56$1.79$2.03$2.26
Puts——
CallsCheap0.79×
Skew——
Implied moveBearish±$1.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.40181.5%72.0%1.81453.8%44.9%
25Δ4.18172.3%64.2%
30Δ3.95163.2%56.4%
35Δ3.73154.1%48.6%
40Δ3.51144.9%40.7%2.59194.4%15.1%
45Δ3.28135.8%32.9%2.86203.6%13.8%
50Δ3.06126.6%25.1%3.13212.7%12.4%
55Δ2.84117.5%17.3%3.40221.8%11.0%
60Δ2.61108.4%9.5%3.67231.0%9.7%
65Δ2.46104.0%5.2%3.94240.1%8.3%
70Δ2.38104.6%4.4%4.22249.2%7.0%
75Δ2.29105.1%3.6%4.49258.4%5.6%
80Δ2.21105.7%2.8%4.76267.5%4.3%

20Δ

Calls
Pseudo strike
4.40
IV
181.5%
B/E move
72.0%
Puts
Pseudo strike
1.81
IV
453.8%
B/E move
44.9%

25Δ

Calls
Pseudo strike
4.18
IV
172.3%
B/E move
64.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.95
IV
163.2%
B/E move
56.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.73
IV
154.1%
B/E move
48.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.51
IV
144.9%
B/E move
40.7%
Puts
Pseudo strike
2.59
IV
194.4%
B/E move
15.1%

45Δ

Calls
Pseudo strike
3.28
IV
135.8%
B/E move
32.9%
Puts
Pseudo strike
2.86
IV
203.6%
B/E move
13.8%

50Δ

Calls
Pseudo strike
3.06
IV
126.6%
B/E move
25.1%
Puts
Pseudo strike
3.13
IV
212.7%
B/E move
12.4%

55Δ

Calls
Pseudo strike
2.84
IV
117.5%
B/E move
17.3%
Puts
Pseudo strike
3.40
IV
221.8%
B/E move
11.0%

60Δ

Calls
Pseudo strike
2.61
IV
108.4%
B/E move
9.5%
Puts
Pseudo strike
3.67
IV
231.0%
B/E move
9.7%

65Δ

Calls
Pseudo strike
2.46
IV
104.0%
B/E move
5.2%
Puts
Pseudo strike
3.94
IV
240.1%
B/E move
8.3%

70Δ

Calls
Pseudo strike
2.38
IV
104.6%
B/E move
4.4%
Puts
Pseudo strike
4.22
IV
249.2%
B/E move
7.0%

75Δ

Calls
Pseudo strike
2.29
IV
105.1%
B/E move
3.6%
Puts
Pseudo strike
4.49
IV
258.4%
B/E move
5.6%

80Δ

Calls
Pseudo strike
2.21
IV
105.7%
B/E move
2.8%
Puts
Pseudo strike
4.76
IV
267.5%
B/E move
4.3%

Options history

IV · four-Friday blend111.09%
Daily close
ELDN98.6%149.4%200.1%2026-10-06: 105.57%2026-10-07: 150.61%2026-10-13: 193.14%2026-10-19: 130.66%2026-10-20: 118.12%2026-10-21: 120.56%2026-10-26: 113.59%2026-10-27: 111.09%Oct 6Oct 19Oct 27
8 observations2026-10-06 — 2026-10-27
Table
DateIV (%)
105.57%
150.61%
193.14%
130.66%
118.12%
120.56%
113.59%
111.09%