ALDX250321C00007500 Option on Aldeyra
ALDX Stock | USD 5.03 0.14 2.86% |
ALDX250321C00007500 is a PUT option contract on Aldeyra's common stock with a strick price of 7.5 expiring on 2025-03-21. The contract was not traded in recent days and, as of today, has 57 days remaining before the expiration. The option is currently trading at an ask price of $0.15. The implied volatility as of the 23rd of January is 57.0.
Aldeyra |
A put option written on Aldeyra becomes more valuable as the price of Aldeyra drops. Conversely, Aldeyra's put option loses its value as Aldeyra Stock rises.
Rule 16 of 2025-03-21 Option Contract
The options market is anticipating that Aldeyra will have an average daily up or down price movement of about 0.0561% per day over the life of the option. With Aldeyra trading at USD 5.03, that is roughly USD 0.002824. If you think that the market is fully understating Aldeyra's daily price movement you should consider buying Aldeyra options at that current volatility level of 0.9%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Out Of The Money Call Option on Aldeyra
An 'Out of The Money' option on Aldeyra has a strike price that Aldeyra Stock has yet to reach, meaning the option has no intrinsic value. 'Out of The Money' options are usually less costly than 'In The Money' options, making them more desirable to traders with smaller amounts of capital. Some of the uses for Aldeyra's 'Out of The Money' options include buying the options if you expect a big move in Aldeyra's stock. Since 'Out of The Money' options have a lower up-front cost (i.e., no intrinsic value) than 'In The Money' options, buying it is a reasonable choice.
Call Contract Name | ALDX250321C00007500 |
Expires On | 2025-03-21 |
Days Before Expriration | 57 |
Delta | 0.179547 |
Vega | 0.005253 |
Gamma | 0.145451 |
Theoretical Value | 0.15 |
Open Interest | 1161 |
Current Trading Volume | 20.0 |
Strike Price | 7.5 |
Last Traded At | 0.15 |
Current Price Spread | 0.0 | 0.15 |
Rule 16 Daily Up or Down | USD 0.002824 |
Aldeyra short PUT Option Greeks
Aldeyra's Option Greeks for the contract ending on 2025-03-21 at a strike price of 7.5 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to Aldeyra's option greeks, its implied volatility helps estimate the risk of Aldeyra stock implied by the prices of the options on Aldeyra's stock.
Delta | 0.179547 | |
Gamma | 0.145451 | |
Theta | -0.004159 | |
Vega | 0.005253 | |
Rho | 0.001197 |
Aldeyra long PUT Option Payoff at expiration
Put options written on Aldeyra grant holders of the option the right to sell a specified amount of Aldeyra at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Aldeyra Stock cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on Aldeyra is like buying insurance aginst Aldeyra's downside shift.
Profit |
Aldeyra Price At Expiration |
Aldeyra short PUT Option Payoff at expiration
By selling Aldeyra's put option, the investors signal their bearish sentiment. A short position in a put option written on Aldeyra will generally make money when the underlying price is above the strike price. Therefore Aldeyra's put payoff at expiration depends on where the Aldeyra Stock price is relative to the put option strike price. The breakeven price of 7.65 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to Aldeyra's price. Finally, at the strike price of 7.5, the payoff chart is constant and positive.
Profit |
Aldeyra Price At Expiration |
Aldeyra Available Call Options
Aldeyra's option chain is a display of a range of information that helps investors for ways to trade options on Aldeyra. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Aldeyra. It also shows strike prices and maturity days for a Aldeyra against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open Int | Strike Price | Current Spread | Last Price | |||
Call | ALDX250321C00002500 | 13 | 2.5 | 2.2 - 4.2 | 2.35 | In |
Call | ALDX250321C00005000 | 144 | 5.0 | 0.6 - 0.7 | 0.65 | In |
Call | ALDX250321C00007500 | 1161 | 7.5 | 0.0 - 0.15 | 0.15 | Out |
Call | ALDX250321C00010000 | 680 | 10.0 | 0.05 - 0.3 | 0.05 | Out |
Call | ALDX250321C00012500 | 3 | 12.5 | 0.0 - 0.75 | 0.15 | Out |
Aldeyra Corporate Management
David Burke | Head Relations | Profile | |
Michael Alfieri | Principal Officer | Profile | |
Kelly Mizer | Vice Operations | Profile | |
Laura Nichols | Operations Manager | Profile |
Additional Tools for Aldeyra Stock Analysis
When running Aldeyra's price analysis, check to measure Aldeyra's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Aldeyra is operating at the current time. Most of Aldeyra's value examination focuses on studying past and present price action to predict the probability of Aldeyra's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aldeyra's price. Additionally, you may evaluate how the addition of Aldeyra to your portfolios can decrease your overall portfolio volatility.