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Arqit Quantum Inc. ARQQ

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T01:01:31.722Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T22:54:30.33443847Z

FundamentalsAlpha Vantage · quarter 2026-03-31 · fetched 2026-10-16T01:01:31.260705+00:00

Share price$16.01
1D+7.3%
AH$14.37$14.86$15.36$15.85$16.345:30 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.$0.04$2.26$4.48$6.70$8.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEARQQ PRICE$0.37$0.33$0.28$0.46$0.67$0.87$1.08$1.28$1.48$1.69$1.89$3.38$6.28$8.28
PutsExpensive3.78×
CallsExpensive3.46×
SkewBullish-113.02 pp
Implied move——
TiltBearish97.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.98496.8%27.1%13.51399.4%17.7%
25Δ14.90241.1%8.7%
30Δ15.27243.6%7.5%
35Δ15.57258.2%6.9%
40Δ15.87272.9%6.3%
45Δ16.16287.6%5.8%
50Δ16.46302.3%5.2%
55Δ16.75317.0%4.6%
60Δ17.05331.6%4.1%
65Δ17.34346.3%3.5%
70Δ18.81471.2%3.6%
75Δ21.58717.5%4.5%
80Δ23.58800.0%4.5%

20Δ

Calls
Pseudo strike
19.98
IV
496.8%
B/E move
27.1%
Puts
Pseudo strike
13.51
IV
399.4%
B/E move
17.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.90
IV
241.1%
B/E move
8.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.27
IV
243.6%
B/E move
7.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.57
IV
258.2%
B/E move
6.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.87
IV
272.9%
B/E move
6.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.16
IV
287.6%
B/E move
5.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.46
IV
302.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.75
IV
317.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.05
IV
331.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.34
IV
346.3%
B/E move
3.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.81
IV
471.2%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.58
IV
717.5%
B/E move
4.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.58
IV
800.0%
B/E move
4.5%