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Keel Infrastructure Corp. KEEL

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-10-21T17:01:40.429Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:26.296743234Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:37.893770+00:00

Share price$2.41
1D-0.6%
$2.32$2.36$2.40$2.44$2.485:30 AM6:30 AM9:00 AM1:00 PMKEEL
Sold putSold call

Keel Infrastructure Corp. options

Live interpolated KEEL call and put midpoint premiums by absolute delta.Keel Infrastructure Corp.$0.00$0.72$1.44$2.15$2.87$0.95$1.50$2.04$2.59$3.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KEEL spot · $2.40KEEL PRICE$0.07$0.06$0.05$0.06$0.13$0.20$0.28$0.35$0.43$0.50$0.57$0.65$0.72$0.27$0.38$0.49$0.60$0.71$0.82$0.93$1.05$1.16$1.27$0.58$1.91$2.66
PutsExpensive5.50×
CallsExpensive2.44×
SkewBearish+394.64 pp
Implied moveBearish±$1.21
TiltBearish51.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.54561.5%91.5%1.77716.9%37.8%
25Δ3.82404.9%61.4%1.95715.0%34.7%
30Δ3.11248.4%31.3%2.13713.0%31.6%
35Δ2.49120.2%5.8%2.32711.1%28.6%
40Δ2.40148.0%5.4%2.50709.2%25.5%
45Δ2.32175.9%5.0%2.69707.3%22.4%
50Δ2.24203.7%4.6%2.87705.3%19.3%
55Δ2.15231.6%4.2%3.06703.4%16.3%
60Δ2.07259.4%3.8%3.24701.5%13.2%
65Δ1.98287.3%3.4%3.43699.5%10.1%
70Δ1.90315.1%3.0%2.91245.0%3.0%
75Δ1.82342.9%2.6%4.14672.9%7.4%
80Δ1.73370.8%2.2%4.85800.0%8.9%

20Δ

Calls
Pseudo strike
4.54
IV
561.5%
B/E move
91.5%
Puts
Pseudo strike
1.77
IV
716.9%
B/E move
37.8%

25Δ

Calls
Pseudo strike
3.82
IV
404.9%
B/E move
61.4%
Puts
Pseudo strike
1.95
IV
715.0%
B/E move
34.7%

30Δ

Calls
Pseudo strike
3.11
IV
248.4%
B/E move
31.3%
Puts
Pseudo strike
2.13
IV
713.0%
B/E move
31.6%

35Δ

Calls
Pseudo strike
2.49
IV
120.2%
B/E move
5.8%
Puts
Pseudo strike
2.32
IV
711.1%
B/E move
28.6%

40Δ

Calls
Pseudo strike
2.40
IV
148.0%
B/E move
5.4%
Puts
Pseudo strike
2.50
IV
709.2%
B/E move
25.5%

45Δ

Calls
Pseudo strike
2.32
IV
175.9%
B/E move
5.0%
Puts
Pseudo strike
2.69
IV
707.3%
B/E move
22.4%

50Δ

Calls
Pseudo strike
2.24
IV
203.7%
B/E move
4.6%
Puts
Pseudo strike
2.87
IV
705.3%
B/E move
19.3%

55Δ

Calls
Pseudo strike
2.15
IV
231.6%
B/E move
4.2%
Puts
Pseudo strike
3.06
IV
703.4%
B/E move
16.3%

60Δ

Calls
Pseudo strike
2.07
IV
259.4%
B/E move
3.8%
Puts
Pseudo strike
3.24
IV
701.5%
B/E move
13.2%

65Δ

Calls
Pseudo strike
1.98
IV
287.3%
B/E move
3.4%
Puts
Pseudo strike
3.43
IV
699.5%
B/E move
10.1%

70Δ

Calls
Pseudo strike
1.90
IV
315.1%
B/E move
3.0%
Puts
Pseudo strike
2.91
IV
245.0%
B/E move
3.0%

75Δ

Calls
Pseudo strike
1.82
IV
342.9%
B/E move
2.6%
Puts
Pseudo strike
4.14
IV
672.9%
B/E move
7.4%

80Δ

Calls
Pseudo strike
1.73
IV
370.8%
B/E move
2.2%
Puts
Pseudo strike
4.85
IV
800.0%
B/E move
8.9%

Options history

No recorded observations