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RoboStrategy, Inc. Common Stock BOT

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T03:35:56.260Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:54:40.103651643Z

FundamentalsAlpha Vantage · ready · quarter 0000-00-00 · fetched 2026-10-22T03:35:18.497301+00:00

Share price$24.36
1D+5.4%
AH$22.23$23.03$23.84$24.64$25.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBOT
Sold putSold callAH

RoboStrategy, Inc. Common Stock options

Live interpolated BOT call and put midpoint premiums by absolute delta.RoboStrategy, Inc. Common Stock$0.29$3.90$7.52$11.13$14.74$15.38$20.54$25.70$30.87$36.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BOT spot · $24.36BOT PRICE$0.68$0.88$1.08$1.30$1.51$1.72$1.93$2.11$2.30$2.48$2.66$3.02$3.45$0.78$1.07$1.37$1.73$2.15$2.57$3.18$4.15$5.12$6.08$7.44$10.30$13.70
PutsFair1.01×
CallsCheap0.78×
SkewBearish+23.06 pp
Implied moveBearish±$5.11
TiltBearish40.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.5697.7%36.5%20.4884.9%19.1%
25Δ30.6895.6%29.6%21.2886.4%17.0%
30Δ29.3392.7%24.8%22.0987.9%15.0%
35Δ28.2789.3%21.4%22.8989.1%13.1%
40Δ27.2286.0%17.9%23.6889.9%11.6%
45Δ26.1682.6%14.4%24.4890.6%10.1%
50Δ25.1179.3%11.0%25.4292.7%8.7%
55Δ24.4774.7%9.1%26.6397.2%7.7%
60Δ23.8870.0%7.5%27.83101.6%6.7%
65Δ23.2965.2%5.8%29.04106.1%5.7%
70Δ22.7060.5%4.1%30.63112.8%4.8%
75Δ22.1057.7%3.1%33.67127.8%4.1%
80Δ21.5055.8%2.4%37.29139.9%3.2%

20Δ

Calls
Pseudo strike
32.56
IV
97.7%
B/E move
36.5%
Puts
Pseudo strike
20.48
IV
84.9%
B/E move
19.1%

25Δ

Calls
Pseudo strike
30.68
IV
95.6%
B/E move
29.6%
Puts
Pseudo strike
21.28
IV
86.4%
B/E move
17.0%

30Δ

Calls
Pseudo strike
29.33
IV
92.7%
B/E move
24.8%
Puts
Pseudo strike
22.09
IV
87.9%
B/E move
15.0%

35Δ

Calls
Pseudo strike
28.27
IV
89.3%
B/E move
21.4%
Puts
Pseudo strike
22.89
IV
89.1%
B/E move
13.1%

40Δ

Calls
Pseudo strike
27.22
IV
86.0%
B/E move
17.9%
Puts
Pseudo strike
23.68
IV
89.9%
B/E move
11.6%

45Δ

Calls
Pseudo strike
26.16
IV
82.6%
B/E move
14.4%
Puts
Pseudo strike
24.48
IV
90.6%
B/E move
10.1%

50Δ

Calls
Pseudo strike
25.11
IV
79.3%
B/E move
11.0%
Puts
Pseudo strike
25.42
IV
92.7%
B/E move
8.7%

55Δ

Calls
Pseudo strike
24.47
IV
74.7%
B/E move
9.1%
Puts
Pseudo strike
26.63
IV
97.2%
B/E move
7.7%

60Δ

Calls
Pseudo strike
23.88
IV
70.0%
B/E move
7.5%
Puts
Pseudo strike
27.83
IV
101.6%
B/E move
6.7%

65Δ

Calls
Pseudo strike
23.29
IV
65.2%
B/E move
5.8%
Puts
Pseudo strike
29.04
IV
106.1%
B/E move
5.7%

70Δ

Calls
Pseudo strike
22.70
IV
60.5%
B/E move
4.1%
Puts
Pseudo strike
30.63
IV
112.8%
B/E move
4.8%

75Δ

Calls
Pseudo strike
22.10
IV
57.7%
B/E move
3.1%
Puts
Pseudo strike
33.67
IV
127.8%
B/E move
4.1%

80Δ

Calls
Pseudo strike
21.50
IV
55.8%
B/E move
2.4%
Puts
Pseudo strike
37.29
IV
139.9%
B/E move
3.2%

Options history

No recorded observations