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Digimarc Corporation Common Stock DMRC

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-11T13:44:17.802Z

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 · 2026-11-11T00:52:09.375556509Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T13:44:17.975406+00:00

Share price$8.10
1D-0.7%
AH$7.58$7.82$8.06$8.29$8.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDMRC
Sold putSold callAH

Digimarc Corporation Common Stock options

Live interpolated DMRC call and put midpoint premiums by absolute delta.Digimarc Corporation Common Stock$0.31$0.81$1.31$1.82$2.32$5.90$7.10$8.31$9.51$10.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DMRC spot · $8.10DMRC PRICE$0.61$0.67$0.75$0.85$0.95$1.05$1.16$1.26$1.52$1.81$2.10$0.36$0.43$0.50$0.62$0.84$1.06$1.29$1.51$1.73$1.95$2.18
Puts——
Calls——
Skew——
Implied moveBearish±$2.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.27324.2%39.4%
25Δ6.10265.2%30.0%
30Δ12.17320.0%57.8%6.93206.1%20.7%
35Δ10.78278.2%41.3%7.60166.1%13.8%
40Δ9.80250.1%30.2%7.93168.4%12.5%
45Δ9.36239.1%26.0%8.26170.7%11.2%
50Δ8.91228.1%21.8%8.58173.0%9.9%
55Δ8.47217.2%17.5%8.91175.2%8.6%
60Δ8.02206.2%13.3%9.24177.5%7.3%
65Δ7.58195.2%9.1%9.57179.8%6.0%
70Δ7.17189.2%7.3%9.89182.1%4.7%
75Δ6.78184.3%6.0%
80Δ6.39179.3%4.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.27
IV
324.2%
B/E move
39.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.10
IV
265.2%
B/E move
30.0%

30Δ

Calls
Pseudo strike
12.17
IV
320.0%
B/E move
57.8%
Puts
Pseudo strike
6.93
IV
206.1%
B/E move
20.7%

35Δ

Calls
Pseudo strike
10.78
IV
278.2%
B/E move
41.3%
Puts
Pseudo strike
7.60
IV
166.1%
B/E move
13.8%

40Δ

Calls
Pseudo strike
9.80
IV
250.1%
B/E move
30.2%
Puts
Pseudo strike
7.93
IV
168.4%
B/E move
12.5%

45Δ

Calls
Pseudo strike
9.36
IV
239.1%
B/E move
26.0%
Puts
Pseudo strike
8.26
IV
170.7%
B/E move
11.2%

50Δ

Calls
Pseudo strike
8.91
IV
228.1%
B/E move
21.8%
Puts
Pseudo strike
8.58
IV
173.0%
B/E move
9.9%

55Δ

Calls
Pseudo strike
8.47
IV
217.2%
B/E move
17.5%
Puts
Pseudo strike
8.91
IV
175.2%
B/E move
8.6%

60Δ

Calls
Pseudo strike
8.02
IV
206.2%
B/E move
13.3%
Puts
Pseudo strike
9.24
IV
177.5%
B/E move
7.3%

65Δ

Calls
Pseudo strike
7.58
IV
195.2%
B/E move
9.1%
Puts
Pseudo strike
9.57
IV
179.8%
B/E move
6.0%

70Δ

Calls
Pseudo strike
7.17
IV
189.2%
B/E move
7.3%
Puts
Pseudo strike
9.89
IV
182.1%
B/E move
4.7%

75Δ

Calls
Pseudo strike
6.78
IV
184.3%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.39
IV
179.3%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend114.38%
Daily EOD
DMRC104.8%110.7%116.5%2026-10-19: 106.37%2026-10-20: 111.14%2026-10-21: 111.93%2026-10-22: 111.84%2026-10-23: 114.35%2026-10-26: 115.73%2026-10-27: 113.94%2026-10-28: 105.57%2026-10-29: 106.52%2026-10-30: 114.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
106.37%
111.14%
111.93%
111.84%
114.35%
115.73%
113.94%
105.57%
106.52%
114.38%