Aldeyra Therapeutics Inc. (ALDX) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Aldeyra Therapeutics Inc.

NASDAQ: ALDX · Real-Time Price · USD
5.53
-0.30 (-5.15%)
At close: Sep 04, 2025, 3:59 PM
5.83
5.42%
After-hours: Sep 04, 2025, 07:58 PM EDT

ALDX Option Overview

Overview for all option chains of ALDX. As of September 04, 2025, ALDX options have an IV of 96.97% and an IV rank of 16.17%. The volume is 20 contracts, which is 8.23% of average daily volume of 243 contracts. The volume put-call ratio is 0.33, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
96.97%
IV Rank
16.17%
Historical Volatility
37.89%
IV Low
77.52% on Dec 10, 2024
IV High
197.81% on May 09, 2025

Open Interest (OI)

Today's Open Interest
21,385
Put-Call Ratio
0.23
Put Open Interest
4,059
Call Open Interest
17,326
Open Interest Avg (30-day)
20,698
Today vs Open Interest Avg (30-day)
103.32%

Option Volume

Today's Volume
20
Put-Call Ratio
0.33
Put Volume
5
Call Volume
15
Volume Avg (30-day)
243
Today vs Volume Avg (30-day)
8.23%

Option Chain Statistics

This table provides a comprehensive overview of all ALDX options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Sep 19, 2025 0 0 0 4,836 428 0.09 96.97% 2.5
Oct 17, 2025 0 0 0 21 1 0.05 79.34% 5
Dec 19, 2025 1 1 1 1,345 2,827 2.1 106.12% 5
Jan 16, 2026 14 3 0.21 10,893 646 0.06 93.93% 2.5
Mar 20, 2026 0 1 0 231 157 0.68 104.93% 2.5