IntraAlpha
Create free account Start free

Bitzero Holdings Inc. Common Shares AIBZ

i

Market datapartial · fetched 2026-10-22T07:30:26.306Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:25:08.784764321Z

FundamentalsAlpha Vantage · unavailable

Share price$3.36
1D+2.8%
AH$3.03$3.15$3.28$3.40$3.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIBZ
Sold putSold callAH

Bitzero Holdings Inc. Common Shares options

Live interpolated AIBZ call and put midpoint premiums by absolute delta.Bitzero Holdings Inc. Common Shares$0.05$1.19$2.33$3.47$4.61$1.21$2.26$3.31$4.36$5.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIBZ spot · $3.36AIBZ PRICE$0.17$0.22$0.27$0.33$0.41$0.48$0.55$0.62$0.70$0.77$0.84$0.92$0.99$0.45$0.77$1.09$1.41$1.73$2.05$2.37$2.69$3.01$3.33$3.65$3.97$4.28
PutsFair1.03×
CallsExpensive1.07×
SkewBearish+10.41 pp
Implied moveBearish±$2.92
TiltBearish61.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.29181.0%92.2%2.91128.6%26.6%
25Δ5.78185.2%78.5%3.29137.6%24.8%
30Δ5.27189.4%64.9%3.67146.6%23.0%
35Δ4.88189.4%55.2%4.05155.5%21.2%
40Δ4.63184.6%49.9%4.44164.5%19.4%
45Δ4.38179.9%44.6%4.82173.5%17.5%
50Δ4.13175.2%39.4%5.20182.5%15.7%
55Δ3.88170.5%34.1%5.58191.5%13.9%
60Δ3.63165.8%28.8%5.96200.5%12.1%
65Δ3.38161.1%23.5%6.34209.4%10.3%
70Δ3.13156.4%18.2%6.72218.4%8.5%
75Δ2.88151.6%12.9%7.10227.4%6.7%
80Δ2.63146.9%7.6%7.48236.4%4.8%

20Δ

Calls
Pseudo strike
6.29
IV
181.0%
B/E move
92.2%
Puts
Pseudo strike
2.91
IV
128.6%
B/E move
26.6%

25Δ

Calls
Pseudo strike
5.78
IV
185.2%
B/E move
78.5%
Puts
Pseudo strike
3.29
IV
137.6%
B/E move
24.8%

30Δ

Calls
Pseudo strike
5.27
IV
189.4%
B/E move
64.9%
Puts
Pseudo strike
3.67
IV
146.6%
B/E move
23.0%

35Δ

Calls
Pseudo strike
4.88
IV
189.4%
B/E move
55.2%
Puts
Pseudo strike
4.05
IV
155.5%
B/E move
21.2%

40Δ

Calls
Pseudo strike
4.63
IV
184.6%
B/E move
49.9%
Puts
Pseudo strike
4.44
IV
164.5%
B/E move
19.4%

45Δ

Calls
Pseudo strike
4.38
IV
179.9%
B/E move
44.6%
Puts
Pseudo strike
4.82
IV
173.5%
B/E move
17.5%

50Δ

Calls
Pseudo strike
4.13
IV
175.2%
B/E move
39.4%
Puts
Pseudo strike
5.20
IV
182.5%
B/E move
15.7%

55Δ

Calls
Pseudo strike
3.88
IV
170.5%
B/E move
34.1%
Puts
Pseudo strike
5.58
IV
191.5%
B/E move
13.9%

60Δ

Calls
Pseudo strike
3.63
IV
165.8%
B/E move
28.8%
Puts
Pseudo strike
5.96
IV
200.5%
B/E move
12.1%

65Δ

Calls
Pseudo strike
3.38
IV
161.1%
B/E move
23.5%
Puts
Pseudo strike
6.34
IV
209.4%
B/E move
10.3%

70Δ

Calls
Pseudo strike
3.13
IV
156.4%
B/E move
18.2%
Puts
Pseudo strike
6.72
IV
218.4%
B/E move
8.5%

75Δ

Calls
Pseudo strike
2.88
IV
151.6%
B/E move
12.9%
Puts
Pseudo strike
7.10
IV
227.4%
B/E move
6.7%

80Δ

Calls
Pseudo strike
2.63
IV
146.9%
B/E move
7.6%
Puts
Pseudo strike
7.48
IV
236.4%
B/E move
4.8%

Options history

No recorded observations