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Ionic Digital Inc. Class A Common Stock IOND

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-12T15:25:18.459Z

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 · 2026-11-12T15:25:02.856990708Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:25:15.530187+00:00

Share price$63.70
1D+3.0%
$61.81$62.49$63.17$63.85$64.535:30 AM6:30 AM9:00 AM1:00 PMIOND
Sold putSold call

Ionic Digital Inc. Class A Common Stock options

Live interpolated IOND call and put midpoint premiums by absolute delta.Ionic Digital Inc. Class A Common Stock$0.75$2.52$4.29$6.07$7.84$47.57$55.58$63.60$71.61$79.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IOND spot · $63.70IOND PRICE$0.94$1.22$1.53$1.91$2.28$2.65$3.07$3.72$4.38$5.04$5.69$6.47$7.33$1.45$1.79$2.13$2.68$3.23$3.78$4.35$5.12$5.89$6.66
Puts——
CallsCheap0.66×
Skew——
Implied moveBearish±$7.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.1592.3%16.3%55.45123.9%15.2%
25Δ71.3091.0%13.8%57.67116.0%12.3%
30Δ69.6589.8%11.7%59.88108.0%9.3%
35Δ68.4489.0%10.4%61.22106.6%8.1%
40Δ67.2488.1%9.1%62.51105.6%6.9%
45Δ66.0487.3%7.8%63.80104.6%5.8%
50Δ64.8586.7%6.6%65.09103.6%4.7%
55Δ63.7487.8%5.9%66.35102.1%3.9%
60Δ62.6488.9%5.2%67.60100.7%3.1%
65Δ61.5390.0%4.5%68.8699.2%2.3%
70Δ60.4391.1%3.8%
75Δ59.2789.1%3.2%
80Δ58.0885.1%2.7%

20Δ

Calls
Pseudo strike
73.15
IV
92.3%
B/E move
16.3%
Puts
Pseudo strike
55.45
IV
123.9%
B/E move
15.2%

25Δ

Calls
Pseudo strike
71.30
IV
91.0%
B/E move
13.8%
Puts
Pseudo strike
57.67
IV
116.0%
B/E move
12.3%

30Δ

Calls
Pseudo strike
69.65
IV
89.8%
B/E move
11.7%
Puts
Pseudo strike
59.88
IV
108.0%
B/E move
9.3%

35Δ

Calls
Pseudo strike
68.44
IV
89.0%
B/E move
10.4%
Puts
Pseudo strike
61.22
IV
106.6%
B/E move
8.1%

40Δ

Calls
Pseudo strike
67.24
IV
88.1%
B/E move
9.1%
Puts
Pseudo strike
62.51
IV
105.6%
B/E move
6.9%

45Δ

Calls
Pseudo strike
66.04
IV
87.3%
B/E move
7.8%
Puts
Pseudo strike
63.80
IV
104.6%
B/E move
5.8%

50Δ

Calls
Pseudo strike
64.85
IV
86.7%
B/E move
6.6%
Puts
Pseudo strike
65.09
IV
103.6%
B/E move
4.7%

55Δ

Calls
Pseudo strike
63.74
IV
87.8%
B/E move
5.9%
Puts
Pseudo strike
66.35
IV
102.1%
B/E move
3.9%

60Δ

Calls
Pseudo strike
62.64
IV
88.9%
B/E move
5.2%
Puts
Pseudo strike
67.60
IV
100.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
61.53
IV
90.0%
B/E move
4.5%
Puts
Pseudo strike
68.86
IV
99.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
60.43
IV
91.1%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
59.27
IV
89.1%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
58.08
IV
85.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.38%
Daily EOD
IOND66.4%70.2%73.9%2026-10-19: 66.93%2026-10-20: 68.19%2026-10-21: 68.75%2026-10-22: 69.96%2026-10-23: 70.92%2026-10-26: 72.02%2026-10-27: 69.46%2026-10-28: 69.83%2026-10-29: 70.54%2026-10-30: 73.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.93%
68.19%
68.75%
69.96%
70.92%
72.02%
69.46%
69.83%
70.54%
73.38%