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RoboStrategy, Inc. Common Stock BOT

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-11T04:05:50.678Z

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: 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 · 2026-11-11T00:59:19.660967394Z

FundamentalsAlpha Vantage · ready · quarter 0000-00-00 · fetched 2026-11-11T04:05:50.203811+00:00

Share price$20.06
1D-4.7%
AH$19$20$21$23$245:30 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$0.35$1.15$1.95$2.75$3.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBOT PRICE$0.44$0.59$0.73$0.93$1.21$1.49$1.78$2.06$2.46$2.89$3.32$0.80$1.05
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.65130.1%25.1%16.62164.1%21.1%
25Δ23.83128.9%21.7%17.25176.5%19.2%
30Δ23.01127.7%18.4%
35Δ22.29129.4%15.8%
40Δ21.74135.8%14.4%
45Δ21.19142.3%13.1%
50Δ20.64148.8%11.7%
55Δ20.08155.2%10.4%
60Δ19.41159.3%9.0%
65Δ18.71162.9%7.7%
70Δ18.01166.6%6.3%
75Δ
80Δ

20Δ

Calls
Pseudo strike
24.65
IV
130.1%
B/E move
25.1%
Puts
Pseudo strike
16.62
IV
164.1%
B/E move
21.1%

25Δ

Calls
Pseudo strike
23.83
IV
128.9%
B/E move
21.7%
Puts
Pseudo strike
17.25
IV
176.5%
B/E move
19.2%

30Δ

Calls
Pseudo strike
23.01
IV
127.7%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
22.29
IV
129.4%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
21.74
IV
135.8%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
21.19
IV
142.3%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
20.64
IV
148.8%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
20.08
IV
155.2%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.41
IV
159.3%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.71
IV
162.9%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.01
IV
166.6%
B/E move
6.3%
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 blend90.76%
Daily close
BOT82.5%111.0%139.6%2026-08-12: 122.65%2026-08-13: 121.03%2026-08-14: 120.64%2026-08-17: 126.44%2026-08-18: 135.64%2026-08-21: 118.58%2026-08-24: 120.99%2026-08-25: 116.64%2026-08-26: 115.77%2026-08-27: 112.92%2026-08-28: 111.49%2026-08-31: 115.69%2026-09-01: 113.11%2026-09-02: 107.78%2026-09-04: 104.95%2026-09-08: 108.71%2026-09-09: 109.21%2026-09-10: 110.32%2026-10-06: 94.16%2026-10-07: 89.46%2026-10-16: 86.46%2026-10-19: 89.45%2026-10-20: 90.24%2026-10-21: 87.50%2026-10-22: 94.72%2026-10-23: 90.34%2026-10-26: 90.14%2026-10-27: 92.49%2026-10-28: 92.21%2026-10-29: 89.43%2026-10-30: 90.76%Aug 12Sep 8Oct 30
31 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
122.65%
121.03%
120.64%
126.44%
135.64%
118.58%
120.99%
116.64%
115.77%
112.92%
111.49%
115.69%
113.11%
107.78%
104.95%
108.71%
109.21%
110.32%
94.16%
89.46%
86.46%
89.45%
90.24%
87.50%
94.72%
90.34%
90.14%
92.49%
92.21%
89.43%
90.76%