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Empery Digital Inc. Common stock EMPD

CONSUMER CYCLICAL · RECREATIONAL VEHICLES
i

Market dataready · fetched 2026-11-11T13:56:27.507Z

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 · 2026-11-10T21:41:31.024393178Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:51:23.060719+00:00

Share price$2.01
1D-1.5%
AH$1.91$1.95$2.00$2.05$2.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMPD
Sold putSold callAH

Empery Digital Inc. Common stock options

Live interpolated EMPD call and put midpoint premiums by absolute delta.Empery Digital Inc. Common stock$0.13$2.15$4.17$6.19$8.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEMPD PRICE$0.35$1.38$1.70$1.98$2.22$2.47$4.13$5.04$7.63
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.35800.0%51.7%
35Δ2.80800.0%45.6%
40Δ4.17612.0%124.9%3.20784.8%39.3%
45Δ3.58756.7%32.8%
50Δ3.95728.7%26.3%
55Δ5.35800.0%39.4%
60Δ6.29800.0%37.8%
65Δ
70Δ8.87800.0%38.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.35
IV
800.0%
B/E move
51.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.80
IV
800.0%
B/E move
45.6%

40Δ

Calls
Pseudo strike
4.17
IV
612.0%
B/E move
124.9%
Puts
Pseudo strike
3.20
IV
784.8%
B/E move
39.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.58
IV
756.7%
B/E move
32.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.95
IV
728.7%
B/E move
26.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.35
IV
800.0%
B/E move
39.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.29
IV
800.0%
B/E move
37.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.87
IV
800.0%
B/E move
38.1%

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 blend256.06%
Daily close
EMPD99.8%215.1%330.5%2026-08-13: 246.02%2026-08-14: 280.90%2026-08-17: 253.57%2026-08-21: 209.43%2026-08-24: 187.17%2026-08-28: 222.07%2026-08-31: 217.96%2026-09-02: 230.61%2026-09-03: 245.08%2026-09-04: 234.07%2026-09-08: 253.39%2026-09-09: 282.28%2026-09-10: 306.07%2026-09-11: 314.55%2026-09-15: 301.84%2026-09-18: 184.30%2026-09-21: 198.26%2026-09-22: 138.77%2026-09-23: 159.61%2026-09-24: 115.67%2026-09-28: 122.26%2026-09-29: 220.32%2026-09-30: 178.00%2026-10-01: 219.15%2026-10-02: 248.06%2026-10-05: 161.67%2026-10-06: 232.82%2026-10-07: 229.91%2026-10-09: 264.94%2026-10-13: 293.25%2026-10-16: 206.62%2026-10-19: 186.18%2026-10-20: 231.21%2026-10-22: 235.95%2026-10-23: 246.71%2026-10-26: 257.37%2026-10-29: 247.54%2026-10-30: 256.06%Aug 13Sep 23Oct 30
38 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
246.02%
280.90%
253.57%
209.43%
187.17%
222.07%
217.96%
230.61%
245.08%
234.07%
253.39%
282.28%
306.07%
314.55%
301.84%
184.30%
198.26%
138.77%
159.61%
115.67%
122.26%
220.32%
178.00%
219.15%
248.06%
161.67%
232.82%
229.91%
264.94%
293.25%
206.62%
186.18%
231.21%
235.95%
246.71%
257.37%
247.54%
256.06%