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Digimarc Corporation DMRC

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T06:22:21.511Z

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 · 2026-10-21T20:00:00.248990556Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:22:19.540248+00:00

Share price$7.47
1D-2.7%
AH$7.39$7.53$7.67$7.81$7.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDMRC
Sold putSold callAH

Digimarc Corporation options

Live interpolated DMRC call and put midpoint premiums by absolute delta.Digimarc Corporation$0.53$1.33$2.13$2.93$3.73$3.85$5.83$7.81$9.80$11.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DMRC spot · $7.47DMRC PRICE$0.61$0.67$0.78$0.90$1.01$1.13$1.34$1.67$2.00$2.34$2.67$0.65$0.71$0.76$0.81$0.86$0.95$1.24$1.52$1.81$2.09$2.38$2.66$3.50
PutsExpensive1.23×
CallsExpensive1.29×
SkewBullish-32.34 pp
Implied moveBearish±$2.25
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.26215.3%38.3%
25Δ5.73192.9%32.8%
30Δ12.00200.1%68.9%6.19170.4%27.2%
35Δ10.23170.7%45.9%6.65148.0%21.7%
40Δ9.51162.5%37.7%7.12125.6%16.2%
45Δ8.95157.4%31.8%7.57107.3%11.4%
50Δ8.39152.3%25.9%7.95108.3%10.2%
55Δ7.83147.2%20.0%8.33109.3%8.9%
60Δ7.31148.3%15.7%8.71110.3%7.6%
65Δ6.83158.4%13.8%9.09111.4%6.3%
70Δ6.35168.5%11.9%9.47112.4%5.1%
75Δ5.88178.6%9.9%9.85113.4%3.8%
80Δ5.40188.8%8.0%10.77120.9%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.26
IV
215.3%
B/E move
38.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.73
IV
192.9%
B/E move
32.8%

30Δ

Calls
Pseudo strike
12.00
IV
200.1%
B/E move
68.9%
Puts
Pseudo strike
6.19
IV
170.4%
B/E move
27.2%

35Δ

Calls
Pseudo strike
10.23
IV
170.7%
B/E move
45.9%
Puts
Pseudo strike
6.65
IV
148.0%
B/E move
21.7%

40Δ

Calls
Pseudo strike
9.51
IV
162.5%
B/E move
37.7%
Puts
Pseudo strike
7.12
IV
125.6%
B/E move
16.2%

45Δ

Calls
Pseudo strike
8.95
IV
157.4%
B/E move
31.8%
Puts
Pseudo strike
7.57
IV
107.3%
B/E move
11.4%

50Δ

Calls
Pseudo strike
8.39
IV
152.3%
B/E move
25.9%
Puts
Pseudo strike
7.95
IV
108.3%
B/E move
10.2%

55Δ

Calls
Pseudo strike
7.83
IV
147.2%
B/E move
20.0%
Puts
Pseudo strike
8.33
IV
109.3%
B/E move
8.9%

60Δ

Calls
Pseudo strike
7.31
IV
148.3%
B/E move
15.7%
Puts
Pseudo strike
8.71
IV
110.3%
B/E move
7.6%

65Δ

Calls
Pseudo strike
6.83
IV
158.4%
B/E move
13.8%
Puts
Pseudo strike
9.09
IV
111.4%
B/E move
6.3%

70Δ

Calls
Pseudo strike
6.35
IV
168.5%
B/E move
11.9%
Puts
Pseudo strike
9.47
IV
112.4%
B/E move
5.1%

75Δ

Calls
Pseudo strike
5.88
IV
178.6%
B/E move
9.9%
Puts
Pseudo strike
9.85
IV
113.4%
B/E move
3.8%

80Δ

Calls
Pseudo strike
5.40
IV
188.8%
B/E move
8.0%
Puts
Pseudo strike
10.77
IV
120.9%
B/E move
2.8%

Options history

No recorded observations