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Arqit Quantum Inc. ARQQ

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:19:14.882Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-03-31 · fetched 2026-10-16T00:14:28.425057+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.$0.07$4.01$7.95$11.89$15.83$6.58$11.67$16.76$21.85$26.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARQQ spot · $16.01ARQQ PRICE$0.49$0.61$0.77$0.94$1.12$1.29$1.45$1.61$1.77$1.93$0.70$0.96$1.22$1.48$1.89$2.32$2.74$3.27$3.97$4.68$7.45$14.70
PutsCheap0.78×
CallsCheap0.70×
SkewBearish+29.51 pp
Implied moveBearish±$4.20
TiltBearish58.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.22102.1%41.9%12.89101.9%23.9%
25Δ20.5793.9%32.3%13.57102.3%21.2%
30Δ19.5290.9%26.7%14.26102.6%18.5%
35Δ18.7890.5%23.2%14.95103.0%15.9%
40Δ18.0490.2%19.7%15.64104.2%14.1%
45Δ17.3588.8%16.4%16.34105.5%12.4%
50Δ16.8084.6%14.0%17.04106.8%10.7%
55Δ16.2580.5%11.6%17.81108.3%9.1%
60Δ15.6976.3%9.1%18.73110.4%7.8%
65Δ15.1472.2%6.7%19.65112.5%6.5%
70Δ22.45142.2%6.3%
75Δ29.72198.4%6.2%
80Δ

20Δ

Calls
Pseudo strike
22.22
IV
102.1%
B/E move
41.9%
Puts
Pseudo strike
12.89
IV
101.9%
B/E move
23.9%

25Δ

Calls
Pseudo strike
20.57
IV
93.9%
B/E move
32.3%
Puts
Pseudo strike
13.57
IV
102.3%
B/E move
21.2%

30Δ

Calls
Pseudo strike
19.52
IV
90.9%
B/E move
26.7%
Puts
Pseudo strike
14.26
IV
102.6%
B/E move
18.5%

35Δ

Calls
Pseudo strike
18.78
IV
90.5%
B/E move
23.2%
Puts
Pseudo strike
14.95
IV
103.0%
B/E move
15.9%

40Δ

Calls
Pseudo strike
18.04
IV
90.2%
B/E move
19.7%
Puts
Pseudo strike
15.64
IV
104.2%
B/E move
14.1%

45Δ

Calls
Pseudo strike
17.35
IV
88.8%
B/E move
16.4%
Puts
Pseudo strike
16.34
IV
105.5%
B/E move
12.4%

50Δ

Calls
Pseudo strike
16.80
IV
84.6%
B/E move
14.0%
Puts
Pseudo strike
17.04
IV
106.8%
B/E move
10.7%

55Δ

Calls
Pseudo strike
16.25
IV
80.5%
B/E move
11.6%
Puts
Pseudo strike
17.81
IV
108.3%
B/E move
9.1%

60Δ

Calls
Pseudo strike
15.69
IV
76.3%
B/E move
9.1%
Puts
Pseudo strike
18.73
IV
110.4%
B/E move
7.8%

65Δ

Calls
Pseudo strike
15.14
IV
72.2%
B/E move
6.7%
Puts
Pseudo strike
19.65
IV
112.5%
B/E move
6.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.45
IV
142.2%
B/E move
6.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.72
IV
198.4%
B/E move
6.2%

80Δ

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