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Arqit Quantum Inc. ARQQ

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T21:48:31.572Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:33:38.005325326Z

FundamentalsAlpha Vantage · quarter 2026-03-31 · fetched 2026-10-16T21:48:31.065060+00:00

Share price$14.11
1D-11.0%
AH$13.75$14.41$15.07$15.72$16.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARQQ
Sold putSold callAH

Arqit Quantum Inc. options

Live interpolated ARQQ call and put midpoint premiums by absolute delta.Arqit Quantum Inc.$0.35$1.38$2.41$3.43$4.46$5.50$10.89$16.28$21.67$27.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARQQ spot · $14.11ARQQ PRICE$0.46$0.58$0.71$0.89$1.07$1.25$1.48$1.83$2.19$2.55$2.91$3.54$4.17$0.58$0.75$0.95$1.21$1.47$1.72$1.98$2.25$2.52$2.79$3.06$3.33$3.60
PutsCheap0.59×
CallsCheap0.88×
SkewBullish-21.04 pp
Implied moveBearish±$3.46
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.93108.9%44.5%11.3797.0%23.5%
25Δ18.68104.0%36.5%12.0496.4%20.0%
30Δ17.4699.4%28.8%12.6695.7%17.0%
35Δ16.8099.1%25.4%13.1994.9%15.1%
40Δ16.1498.9%21.9%13.7194.2%13.2%
45Δ15.4798.7%18.5%14.2393.4%11.3%
50Δ14.83100.0%15.6%14.7692.6%9.5%
55Δ14.25105.1%14.0%15.2490.2%7.9%
60Δ13.66110.2%12.4%15.6886.3%6.7%
65Δ13.07115.3%10.7%16.1282.5%5.5%
70Δ12.48120.5%9.1%16.5778.6%4.2%
75Δ11.64127.0%7.5%17.0174.7%3.0%
80Δ10.79133.6%6.0%17.4570.9%1.8%

20Δ

Calls
Pseudo strike
19.93
IV
108.9%
B/E move
44.5%
Puts
Pseudo strike
11.37
IV
97.0%
B/E move
23.5%

25Δ

Calls
Pseudo strike
18.68
IV
104.0%
B/E move
36.5%
Puts
Pseudo strike
12.04
IV
96.4%
B/E move
20.0%

30Δ

Calls
Pseudo strike
17.46
IV
99.4%
B/E move
28.8%
Puts
Pseudo strike
12.66
IV
95.7%
B/E move
17.0%

35Δ

Calls
Pseudo strike
16.80
IV
99.1%
B/E move
25.4%
Puts
Pseudo strike
13.19
IV
94.9%
B/E move
15.1%

40Δ

Calls
Pseudo strike
16.14
IV
98.9%
B/E move
21.9%
Puts
Pseudo strike
13.71
IV
94.2%
B/E move
13.2%

45Δ

Calls
Pseudo strike
15.47
IV
98.7%
B/E move
18.5%
Puts
Pseudo strike
14.23
IV
93.4%
B/E move
11.3%

50Δ

Calls
Pseudo strike
14.83
IV
100.0%
B/E move
15.6%
Puts
Pseudo strike
14.76
IV
92.6%
B/E move
9.5%

55Δ

Calls
Pseudo strike
14.25
IV
105.1%
B/E move
14.0%
Puts
Pseudo strike
15.24
IV
90.2%
B/E move
7.9%

60Δ

Calls
Pseudo strike
13.66
IV
110.2%
B/E move
12.4%
Puts
Pseudo strike
15.68
IV
86.3%
B/E move
6.7%

65Δ

Calls
Pseudo strike
13.07
IV
115.3%
B/E move
10.7%
Puts
Pseudo strike
16.12
IV
82.5%
B/E move
5.5%

70Δ

Calls
Pseudo strike
12.48
IV
120.5%
B/E move
9.1%
Puts
Pseudo strike
16.57
IV
78.6%
B/E move
4.2%

75Δ

Calls
Pseudo strike
11.64
IV
127.0%
B/E move
7.5%
Puts
Pseudo strike
17.01
IV
74.7%
B/E move
3.0%

80Δ

Calls
Pseudo strike
10.79
IV
133.6%
B/E move
6.0%
Puts
Pseudo strike
17.45
IV
70.9%
B/E move
1.8%