ALDX · Aldeyra Therapeutics, Inc.

Track ALDX — free

$1.56 +0.00 (+0.00%) At close · Aug 17

Market Cap

$94.11M

60.33M

Options Chain

Underlying $1.56 · at close Aug 17, 2026 Options Calculator

Positioning

Aug 21, 2026 · 3 days to expiry · 16 contracts · mixed snapshot sessions · Jul 6, 2026–Aug 17, 2026; 2 unknown

Put / call OI

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dated and unknown snapshot sessions

Open interest

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dated and unknown snapshot sessions

Volume

—

dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 3d Aug 28 10d Sep 4 17d Sep 11 24d Sep 18 31d Sep 25 38d Oct 2 45d Dec 18 122d Mar 19 213d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
5	1	1103.9%	0.942	$1.06		$0.05	—	—	11	11
Call · $0.5 In the money Snapshot session Aug 17, 2026 Last $1.06 Breakeven $1.56 Implied vol 1103.9% Delta 0.942 ≈94% ITM Gamma 0.068 Theta -0.027 Vega 0 Open interest 5 Model this call Put · $0.5 Snapshot session Aug 11, 2026 Last $0.05 Breakeven $0.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this put
4	1	—	—	$0.52		$0.04	—	—	1	1
Call · $1 In the money Snapshot session Aug 14, 2026 Last $0.52 Breakeven $1.52 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $1 Snapshot session Jul 27, 2026 Last $0.04 Breakeven $0.96 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
1.2k	65	138.8%	0.585	$0.09		$0.05	-0.417	148%	11	149
Call · $1.5 In the money Snapshot session Aug 17, 2026 Last $0.09 Breakeven $1.59 Implied vol 138.8% Delta 0.585 ≈59% ITM Gamma 1.865 Theta -0.012 Vega 0.001 Open interest 1.2k Model this call Put · $1.5 Snapshot session Aug 17, 2026 Last $0.05 Breakeven $1.45 Implied vol 148% Delta -0.417 ≈42% ITM Gamma 1.751 Theta -0.012 Vega 0.001 Open interest 149 Model this put
Underlying $1.56
405	1	480.7%	0.375	$0.08		$0.57	—	—	1	3
Call · $2 Snapshot session Aug 4, 2026 Last $0.08 Breakeven $2.08 Implied vol 480.7% Delta 0.375 ≈37% ITM Gamma 0.521 Theta -0.039 Vega 0.001 Open interest 405 Model this call Put · $2 In the money Snapshot session Aug 17, 2026 Last $0.57 Breakeven $1.43 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
0	—	—	—	—		—	-0.963	262.6%	—	0
Call · $2.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $2.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 262.6% Delta -0.963 ≈96% ITM Gamma 0.206 Theta -0.004 Vega 0 Open interest 0 Model this put
127	1	933%	0.39	$0.04		$1.48	—	—	1	20
Call · $3 Snapshot session Jul 22, 2026 Last $0.04 Breakeven $3.04 Implied vol 933% Delta 0.39 ≈39% ITM Gamma 0.273 Theta -0.077 Vega 0.001 Open interest 127 Model this call Put · $3 In the money Snapshot session Aug 17, 2026 Last $1.48 Breakeven $1.52 Implied vol — Delta — Gamma — Theta — Vega — Open interest 20 Model this put
8	8	855.4%	0.235	$0.11		$2.53	-0.91	594.6%	2	4
Call · $4 Snapshot session Jul 6, 2026 Last $0.11 Breakeven $4.11 Implied vol 855.4% Delta 0.235 ≈23% ITM Gamma 0.237 Theta -0.056 Vega 0 Open interest 8 Model this call Put · $4 In the money Snapshot session Aug 17, 2026 Last $2.53 Breakeven $1.47 Implied vol 594.6% Delta -0.91 ≈91% ITM Gamma 0.179 Theta -0.02 Vega 0 Open interest 4 Model this put
43	1	—	—	$0.05		$3.49	-0.919	691.9%	3	2
Call · $5 Snapshot session Jul 15, 2026 Last $0.05 Breakeven $5.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 43 Model this call Put · $5 In the money Snapshot session Aug 17, 2026 Last $3.49 Breakeven $1.51 Implied vol 691.9% Delta -0.919 ≈92% ITM Gamma 0.143 Theta -0.022 Vega 0 Open interest 2 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Jul 6, 2026–Aug 17, 2026; 2 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.

Key facts CIK 1341235 CUSIP 01438T106 13F (30d) 108 filings 99 filers Visit website Investor relations