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.
  
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 NameALDX250321C00007500
Expires On2025-03-21
Days Before Expriration57
Delta0.179547
Vega0.005253
Gamma0.145451
Theoretical Value0.15
Open Interest1161
Current Trading Volume20.0
Strike Price7.5
Last Traded At0.15
Current Price Spread0.0 | 0.15
Rule 16 Daily Up or DownUSD 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.
Delta0.179547
Gamma0.145451
Theta-0.004159
Vega0.005253
Rho0.001197

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  
View All Aldeyra Options

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 IntStrike PriceCurrent SpreadLast Price
Call
ALDX250321C00002500132.52.2 - 4.22.35In
Call
ALDX250321C000050001445.00.6 - 0.70.65In
Call
ALDX250321C0000750011617.50.0 - 0.150.15Out
Call
ALDX250321C0001000068010.00.05 - 0.30.05Out
Call
ALDX250321C00012500312.50.0 - 0.750.15Out

Aldeyra Corporate Management

David BurkeHead RelationsProfile
Michael AlfieriPrincipal OfficerProfile
Kelly MizerVice OperationsProfile
Laura NicholsOperations ManagerProfile

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.