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Sempreon, Inc. Common Stock CASK

CONSUMER DEFENSIVE · BEVERAGES - WINERIES & DISTILLERIES
i

Market dataready · fetched 2026-11-03T13:05:21.826Z

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 · 2026-11-02T21:00:01.767757889Z

FundamentalsAlpha Vantage · ready · quarter 2025-06-30 · fetched 2026-11-03T13:05:21.425327+00:00

Share price$17.74
1D+1.4%
AH$17.24$17.41$17.59$17.76$17.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCASK
Sold putSold callAH

Sempreon, Inc. Common Stock options

Live interpolated CASK call and put midpoint premiums by absolute delta.Sempreon, Inc. Common Stock$0.19$1.36$2.52$3.69$4.86$14.10$15.68$17.26$18.85$20.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CASK spot · $17.74CASK PRICE$0.48$0.57$0.65$0.74$0.82$1.04$1.48$1.92$2.36$2.80$0.32$0.40$0.49$0.57$0.66$0.86$1.18$1.51$1.83$2.15$2.47$3.18$4.52
PutsExpensive1.73×
Calls——
Skew——
Implied moveBearish±$1.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.6069.7%13.9%
25Δ16.0266.3%12.0%
30Δ16.4463.0%10.1%
35Δ18.7646.1%8.5%16.8759.7%8.2%
40Δ18.4946.4%7.4%17.2956.4%6.2%
45Δ18.2146.7%6.4%17.7156.6%5.1%
50Δ17.9447.1%5.3%18.1160.4%4.6%
55Δ17.6747.4%4.2%18.5264.2%4.1%
60Δ17.3150.8%3.5%18.9368.1%3.6%
65Δ16.8259.2%3.2%19.3471.9%3.1%
70Δ16.3267.6%2.8%19.7475.7%2.6%
75Δ15.8375.9%2.5%20.5283.9%2.2%
80Δ15.3484.3%2.2%21.9299.4%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.60
IV
69.7%
B/E move
13.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.02
IV
66.3%
B/E move
12.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.44
IV
63.0%
B/E move
10.1%

35Δ

Calls
Pseudo strike
18.76
IV
46.1%
B/E move
8.5%
Puts
Pseudo strike
16.87
IV
59.7%
B/E move
8.2%

40Δ

Calls
Pseudo strike
18.49
IV
46.4%
B/E move
7.4%
Puts
Pseudo strike
17.29
IV
56.4%
B/E move
6.2%

45Δ

Calls
Pseudo strike
18.21
IV
46.7%
B/E move
6.4%
Puts
Pseudo strike
17.71
IV
56.6%
B/E move
5.1%

50Δ

Calls
Pseudo strike
17.94
IV
47.1%
B/E move
5.3%
Puts
Pseudo strike
18.11
IV
60.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
17.67
IV
47.4%
B/E move
4.2%
Puts
Pseudo strike
18.52
IV
64.2%
B/E move
4.1%

60Δ

Calls
Pseudo strike
17.31
IV
50.8%
B/E move
3.5%
Puts
Pseudo strike
18.93
IV
68.1%
B/E move
3.6%

65Δ

Calls
Pseudo strike
16.82
IV
59.2%
B/E move
3.2%
Puts
Pseudo strike
19.34
IV
71.9%
B/E move
3.1%

70Δ

Calls
Pseudo strike
16.32
IV
67.6%
B/E move
2.8%
Puts
Pseudo strike
19.74
IV
75.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
15.83
IV
75.9%
B/E move
2.5%
Puts
Pseudo strike
20.52
IV
83.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
15.34
IV
84.3%
B/E move
2.2%
Puts
Pseudo strike
21.92
IV
99.4%
B/E move
1.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations