IntraAlpha
Create free account Start free

Bitzero Holdings Inc. Common Shares AIBZ

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-11T14:57:33.553Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:57:31.56709278Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:49:06.743088+00:00

Share price$3.23
1D+9.0%
$2.97$3.05$3.13$3.21$3.295:30 AM6:30 AM9:00 AM1:00 PMAIBZ
Sold putSold call

Bitzero Holdings Inc. Common Shares options

Live interpolated AIBZ call and put midpoint premiums by absolute delta.Bitzero Holdings Inc. Common Shares$0.00$1.20$2.39$3.59$4.79$2.03$2.67$3.31$3.95$4.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AIBZ spot · $3.23AIBZ PRICE$0.13$0.18$0.24$0.29$0.34$0.40$0.45$0.51$0.56$0.62$0.67$0.72$0.78$0.35$0.53$0.71$0.89$1.06$1.24$1.42$1.59$1.77$1.95$3.01$4.44
Puts——
CallsExpensive1.10×
Skew——
Implied moveBearish±$1.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.91241.1%55.9%
25Δ4.72237.0%51.8%2.68287.6%27.9%
30Δ4.53232.9%47.6%2.93292.2%25.7%
35Δ4.35228.9%43.5%3.18296.7%23.4%
40Δ4.16224.8%39.4%3.43301.3%21.2%
45Δ3.97220.7%35.3%3.68305.8%19.0%
50Δ3.78216.7%31.2%3.93310.4%16.7%
55Δ3.60212.6%27.1%4.18314.9%14.5%
60Δ3.41208.5%22.9%4.43319.5%12.3%
65Δ3.22204.4%18.8%4.68324.0%10.0%
70Δ3.04200.4%14.7%4.93328.6%7.8%
75Δ2.85196.3%10.6%6.03376.4%6.5%
80Δ2.66192.2%6.5%7.49442.1%5.6%

20Δ

Calls
Pseudo strike
4.91
IV
241.1%
B/E move
55.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.72
IV
237.0%
B/E move
51.8%
Puts
Pseudo strike
2.68
IV
287.6%
B/E move
27.9%

30Δ

Calls
Pseudo strike
4.53
IV
232.9%
B/E move
47.6%
Puts
Pseudo strike
2.93
IV
292.2%
B/E move
25.7%

35Δ

Calls
Pseudo strike
4.35
IV
228.9%
B/E move
43.5%
Puts
Pseudo strike
3.18
IV
296.7%
B/E move
23.4%

40Δ

Calls
Pseudo strike
4.16
IV
224.8%
B/E move
39.4%
Puts
Pseudo strike
3.43
IV
301.3%
B/E move
21.2%

45Δ

Calls
Pseudo strike
3.97
IV
220.7%
B/E move
35.3%
Puts
Pseudo strike
3.68
IV
305.8%
B/E move
19.0%

50Δ

Calls
Pseudo strike
3.78
IV
216.7%
B/E move
31.2%
Puts
Pseudo strike
3.93
IV
310.4%
B/E move
16.7%

55Δ

Calls
Pseudo strike
3.60
IV
212.6%
B/E move
27.1%
Puts
Pseudo strike
4.18
IV
314.9%
B/E move
14.5%

60Δ

Calls
Pseudo strike
3.41
IV
208.5%
B/E move
22.9%
Puts
Pseudo strike
4.43
IV
319.5%
B/E move
12.3%

65Δ

Calls
Pseudo strike
3.22
IV
204.4%
B/E move
18.8%
Puts
Pseudo strike
4.68
IV
324.0%
B/E move
10.0%

70Δ

Calls
Pseudo strike
3.04
IV
200.4%
B/E move
14.7%
Puts
Pseudo strike
4.93
IV
328.6%
B/E move
7.8%

75Δ

Calls
Pseudo strike
2.85
IV
196.3%
B/E move
10.6%
Puts
Pseudo strike
6.03
IV
376.4%
B/E move
6.5%

80Δ

Calls
Pseudo strike
2.66
IV
192.2%
B/E move
6.5%
Puts
Pseudo strike
7.49
IV
442.1%
B/E move
5.6%

Options history

IV · four-Friday blend99.08%
Daily close
AIBZ87.5%119.9%152.3%2026-08-21: 147.83%2026-08-31: 102.50%2026-09-01: 91.97%2026-09-04: 109.79%2026-09-21: 99.08%Aug 21Sep 1Sep 21
5 observations2026-08-21 — 2026-09-21
Table
DateIV (%)
147.83%
102.50%
91.97%
109.79%
99.08%