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Empery Digital Inc. EMPD

CONSUMER CYCLICAL · RECREATIONAL VEHICLES
i

Market dataready · fetched 2026-10-22T10:48:10.087Z

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 · 2026-10-21T20:00:00.180602159Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:48:06.567373+00:00

Share price$3.02
1D+4.1%
AH$2.82$2.92$3.02$3.11$3.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMPD
Sold putSold callAH

Empery Digital Inc. options

Live interpolated EMPD call and put midpoint premiums by absolute delta.Empery Digital Inc.$0.00$1.14$2.28$3.42$4.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEMPD PRICE$0.12$0.15$0.20$0.34$0.51$0.44$0.36$0.29$0.38$0.51$0.65$0.78$0.92$0.80$1.04$1.28$1.58$1.87$4.23
PutsExpensive5.21×
CallsExpensive2.00×
SkewBearish+237.18 pp
Implied move——
TiltBearish31.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.94144.1%67.3%2.24412.6%52.6%
25Δ4.43138.2%51.7%2.66395.9%46.3%
30Δ4.10145.1%42.3%3.08380.6%40.3%
35Δ4.82228.8%70.9%3.52371.2%35.6%
40Δ6.72345.6%139.2%3.96361.8%30.9%
45Δ5.56262.2%98.6%6.30467.2%31.3%
50Δ4.41178.8%58.0%
55Δ3.2595.5%17.4%
60Δ2.8886.6%7.8%
65Δ2.7298.9%7.1%
70Δ2.56111.1%6.3%
75Δ2.40123.3%5.5%
80Δ2.25135.5%4.7%

20Δ

Calls
Pseudo strike
4.94
IV
144.1%
B/E move
67.3%
Puts
Pseudo strike
2.24
IV
412.6%
B/E move
52.6%

25Δ

Calls
Pseudo strike
4.43
IV
138.2%
B/E move
51.7%
Puts
Pseudo strike
2.66
IV
395.9%
B/E move
46.3%

30Δ

Calls
Pseudo strike
4.10
IV
145.1%
B/E move
42.3%
Puts
Pseudo strike
3.08
IV
380.6%
B/E move
40.3%

35Δ

Calls
Pseudo strike
4.82
IV
228.8%
B/E move
70.9%
Puts
Pseudo strike
3.52
IV
371.2%
B/E move
35.6%

40Δ

Calls
Pseudo strike
6.72
IV
345.6%
B/E move
139.2%
Puts
Pseudo strike
3.96
IV
361.8%
B/E move
30.9%

45Δ

Calls
Pseudo strike
5.56
IV
262.2%
B/E move
98.6%
Puts
Pseudo strike
6.30
IV
467.2%
B/E move
31.3%

50Δ

Calls
Pseudo strike
4.41
IV
178.8%
B/E move
58.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.25
IV
95.5%
B/E move
17.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.88
IV
86.6%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.72
IV
98.9%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.56
IV
111.1%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.40
IV
123.3%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.25
IV
135.5%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations