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Arqit Quantum Inc. Ordinary Shares ARQQ

i

Market datapartial · fetched 2026-11-06T21:22:27.758Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T21:19:17.469519122Z

FundamentalsAlpha Vantage · unavailable

Share price$15.37
1D+18.4%
AH$12.40$13.38$14.35$15.32$16.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARQQ
Sold putSold callAH

Arqit Quantum Inc. Ordinary Shares options

Live interpolated ARQQ call and put midpoint premiums by absolute delta.Arqit Quantum Inc. Ordinary Shares$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEARQQ PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend105.75%
Daily close
ARQQ93.2%110.1%126.9%2026-08-10: 117.11%2026-08-11: 113.85%2026-08-12: 111.81%2026-08-13: 112.89%2026-08-14: 111.51%2026-08-17: 102.63%2026-08-18: 115.57%2026-08-21: 103.78%2026-08-24: 105.86%2026-08-25: 106.61%2026-08-26: 106.12%2026-08-27: 99.89%2026-08-28: 100.06%2026-08-31: 107.43%2026-09-01: 105.22%2026-09-02: 108.24%2026-09-03: 102.13%2026-09-04: 99.14%2026-09-08: 110.12%2026-09-09: 105.43%2026-09-11: 98.86%2026-09-14: 106.55%2026-09-15: 124.58%2026-09-18: 107.68%2026-09-21: 108.95%2026-09-22: 108.67%2026-09-23: 106.97%2026-09-24: 108.93%2026-09-25: 111.40%2026-09-28: 104.50%2026-09-29: 99.04%2026-09-30: 100.65%2026-10-01: 103.72%2026-10-02: 101.04%2026-10-05: 100.59%2026-10-06: 98.88%2026-10-07: 98.67%2026-10-08: 102.18%2026-10-09: 105.67%2026-10-12: 112.11%2026-10-13: 114.70%2026-10-16: 100.67%2026-10-19: 101.84%2026-10-20: 98.35%2026-10-21: 95.54%2026-10-22: 96.18%2026-10-23: 105.02%2026-10-26: 102.41%2026-10-27: 103.30%2026-10-28: 104.17%2026-10-29: 102.74%2026-10-30: 105.75%Aug 10Sep 22Oct 30
52 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
117.11%
113.85%
111.81%
112.89%
111.51%
102.63%
115.57%
103.78%
105.86%
106.61%
106.12%
99.89%
100.06%
107.43%
105.22%
108.24%
102.13%
99.14%
110.12%
105.43%
98.86%
106.55%
124.58%
107.68%
108.95%
108.67%
106.97%
108.93%
111.40%
104.50%
99.04%
100.65%
103.72%
101.04%
100.59%
98.88%
98.67%
102.18%
105.67%
112.11%
114.70%
100.67%
101.84%
98.35%
95.54%
96.18%
105.02%
102.41%
103.30%
104.17%
102.74%
105.75%